Strategy Tester Report
Generic_A-TLP_v.12.39.16_RUS
Alpari-Pro.ECN-Demo (Build 1280)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2011.01.03 00:00 - 2020.11.27 23:00 (2011.01.01 - 2020.12.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; SetName="Gen 12 Break EURUSD M15 Lorado P220 DD29"; ForbidTradeIfSetNameWarning=true; TimeFrame=15; every_tick=true; MagicNumber=6062; AllowLong=true; AllowShort=true; Slippage=2; S_11="<==== Money Management ====>"; Lots=0.01; VirtualDepoForAutoRisk=0; VirtualDepoPercent=0; VirtualDepoStartDate=1970.01.01 00:00; Auto_Risk=0; MM_Depo=0; LotMultAfterProfit=0; LotMultAfterLoss=0; LotMult_SizeLoss=0; Max_Lots=0; Max_Auto_Risk=0; CloseAtDrawdown=0; CloseAtDrawdownPercent=0; MaxAmountCurrency=0; MaxAmountCurrencyPair=0; MaxAmount_SkipManualTrades=true; S_12="<==== General settings ====>"; CheckSpreadOnSellOpen=true; CheckSpreadOnBuyClose=false; Max_Spread=5; Max_Spread_On_Close=5; MaxSpreadOnClose_Profit=24; Stop_Loss=28; Take_Profit=17; TP_perc=5; min_TP=30; VirtualSLTP=false; DisableSLAtRollover=false; MaxDailyRange=80; 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=15; BB_Deviation=1; Entry_Break=1; Min_Volatility=2; Max_Volatility=1000; BB_Shift=1; OnlyBid=true; S_21_1="ATR Filter"; ATR_Timeframe=60; ATR_Period=0; Max_ATR_Pips=20; 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; maxcandle2=0; barcount2=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=140; Time_Profit_Pips=4; FixMondayTimeBug=false; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-8; Exit_Profit_Pips=9; ExitChannelTP=false; DisableFilter2=false; S_33="При MA_period = 0 - выкл."; TimeFrameMA=1; MA_type=0; MA_period=4; Reverse_Profit=16; 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=12; HardExit_TimeMin=0; HardExit_Profit=-100; S_5="<==== Enter Settings. Bollinger Bands ====>"; GMT_Offset=2; DSTMode=2; 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; LogMode=1;
Баров в истории61891Смоделировано тиков215182684Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит500.00Спре䏥६Ґ­­лҐ
Чистая прибыль219.47Общая прибыль338.57Общий убыток-119.10
Прибыльность2.84Матожидание выигрыша0.66
Абсолютная просадка0.58Максимальная просадка29.22 (5.40%)Относительная просадка5.40% (29.22)
Всего сделок333Короткие позиции (% выигравших)176 (89.20%)Длинные позиции (% выигравших)157 (90.45%)
Прибыльные сделки (% от всех)299 (89.79%)Убыточные сделки (% от всех)34 (10.21%)
Самая большаяприбыльная сделка16.23убыточная сделка-13.09
Средняяприбыльная сделка1.13убыточная сделка-3.50
Максимальное количествонепрерывных выигрышей (прибыль)52 (73.87)непрерывных проигрышей (убыток)2 (-10.48)
Макс.непрерывная прибыль (число выигрышей)73.87 (52)непрерывный убыток (число проигрышей)-13.09 (1)
Среднийнепрерывный выигрыш10непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.01.14 23:45sell10.011.338480.000000.00000
22011.01.14 23:45modify10.011.338481.341281.33548
32011.01.17 00:04close10.011.338051.341281.335480.39500.39
42011.03.04 23:45buy20.011.398390.000000.00000
52011.03.04 23:45modify20.011.398391.395591.40139
62011.03.07 00:00close20.011.398811.395591.401390.33500.71
72011.03.25 23:45sell30.011.408330.000000.00000
82011.03.25 23:45modify30.011.408331.411131.40533
92011.03.28 00:00t/p30.011.404211.411131.405334.08504.79
102011.04.22 23:45sell40.011.455050.000000.00000
112011.04.22 23:46modify40.011.455051.457851.45205
122011.04.25 01:02s/l40.011.457861.457851.45205-2.85501.94
132011.04.29 23:45buy50.011.480700.000000.00000
142011.04.29 23:45modify50.011.480701.477901.48370
152011.05.02 00:00close50.011.481311.477901.483700.52502.46
162011.05.13 23:56sell60.011.411390.000000.00000
172011.05.13 23:56modify60.011.411391.414191.40839
182011.05.16 00:00close60.011.409071.414191.408392.28504.74
192011.06.24 23:49sell70.011.418710.000000.00000
202011.06.24 23:49modify70.011.418711.421511.41571
212011.06.27 01:02close70.011.418301.421511.415710.37505.10
222011.07.01 23:46sell80.011.452610.000000.00000
232011.07.01 23:46modify80.011.452611.455411.44961
242011.07.04 02:19s/l80.011.455431.455411.44961-2.86502.24
252011.07.08 23:45sell90.011.425880.000000.00000
262011.07.08 23:45modify90.011.425881.428681.42288
272011.07.11 00:00t/p90.011.420911.428681.422884.93507.17
282011.07.15 23:45sell100.011.415530.000000.00000
292011.07.15 23:45modify100.011.415531.418331.41253
302011.07.18 00:00t/p100.011.410881.418331.412534.61511.78
312011.07.22 23:45buy110.011.435560.000000.00000
322011.07.22 23:45modify110.011.435561.432761.43856
332011.07.25 00:00close110.011.438441.432761.438562.79514.56
342011.07.29 23:51sell120.011.438640.000000.00000
352011.07.29 23:51modify120.011.438641.441441.43564
362011.08.01 00:06close120.011.438161.441441.435640.44515.00
372011.08.12 23:46sell130.011.425060.000000.00000
382011.08.12 23:46modify130.011.425061.427861.42206
392011.08.15 02:21s/l130.011.427811.427861.42206-2.79512.21
402011.08.19 23:47sell140.011.439910.000000.00000
412011.08.19 23:47modify140.011.439911.442711.43691
422011.08.22 00:00close140.011.437751.442711.436912.12514.33
432011.09.02 23:46sell150.011.419870.000000.00000
442011.09.02 23:46modify150.011.419871.422671.41687
452011.09.05 00:00t/p150.011.415991.422671.416873.84518.17
462011.09.16 23:53sell160.011.379340.000000.00000
472011.09.16 23:53modify160.011.379341.382141.37634
482011.09.19 00:00t/p160.011.369251.382141.3763410.05528.21
492011.09.23 23:45sell170.011.350990.000000.00000
502011.09.23 23:45modify170.011.350991.353791.34799
512011.09.26 00:35close170.011.350741.353791.347990.21528.42
522011.10.07 23:45buy180.011.337700.000000.00000
532011.10.07 23:45modify180.011.337701.334901.34070
542011.10.10 00:00close180.011.338551.334901.340700.76529.18
552011.10.28 23:47buy190.011.415720.000000.00000
562011.10.28 23:47modify190.011.415721.412921.41872
572011.10.31 01:02close190.011.416141.412921.418720.33529.51
582011.11.04 23:45buy200.011.376940.000000.00000
592011.11.04 23:45modify200.011.376941.374141.37994
602011.11.04 23:50close200.011.377891.374141.379940.91530.42
612011.11.04 23:58sell210.011.378840.000000.00000
622011.11.04 23:58modify210.011.378841.381641.37584
632011.11.07 00:00s/l210.011.382741.381641.37584-3.94526.47
642011.11.11 23:45buy220.011.374090.000000.00000
652011.11.11 23:45modify220.011.374091.371291.37709
662011.11.14 00:00t/p220.011.380571.371291.377096.39532.86
672011.11.25 23:45sell230.011.324180.000000.00000
682011.11.25 23:45modify230.011.324181.326981.32118
692011.11.28 00:00s/l230.011.332241.326981.32118-8.10524.76
702011.12.09 23:45sell240.011.338010.000000.00000
712011.12.09 23:45modify240.011.338011.340811.33501
722011.12.12 00:16close240.011.337471.340811.335010.50525.26
732011.12.16 23:45sell250.011.304060.000000.00000
742011.12.16 23:45modify250.011.304061.306861.30106
752011.12.19 00:23close250.011.303691.306861.301060.33525.59
762011.12.23 23:52sell260.011.305090.000000.00000
772011.12.23 23:52modify260.011.305091.307891.30209
782011.12.26 00:00close260.011.304241.307891.302090.81526.39
792011.12.30 23:53buy270.011.294310.000000.00000
802011.12.30 23:53modify270.011.294311.291511.29731
812011.12.30 23:58close270.011.295221.291511.297310.87527.26
822012.01.06 23:54buy280.011.272020.000000.00000
832012.01.06 23:54modify280.011.272021.269221.27502
842012.01.09 00:00s/l280.011.269111.269221.27502-3.00524.26
852012.01.13 23:51sell290.011.267850.000000.00000
862012.01.13 23:51modify290.011.267851.270651.26485
872012.01.16 00:00t/p290.011.263571.270651.264854.24528.50
882012.01.20 23:45sell300.011.293390.000000.00000
892012.01.20 23:45modify300.011.293391.296191.29039
902012.01.23 00:00t/p300.011.287721.296191.290395.63534.13
912012.02.03 23:54sell310.011.315490.000000.00000
922012.02.03 23:54modify310.011.315491.318291.31249
932012.02.06 00:00t/p310.011.311401.318291.312494.05538.17
942012.02.10 23:45sell320.011.318880.000000.00000
952012.02.10 23:45modify320.011.318881.321681.31588
962012.02.13 00:23s/l320.011.321641.321681.31588-2.80535.37
972012.02.17 23:48buy330.011.315040.000000.00000
982012.02.17 23:48modify330.011.315041.312241.31804
992012.02.20 00:00close330.011.317951.312241.318042.82538.19
1002012.02.24 23:45buy340.011.345170.000000.00000
1012012.02.24 23:45modify340.011.345171.342371.34817
1022012.02.27 00:00close340.011.346121.342371.348170.86539.05
1032012.03.09 23:45sell350.011.311900.000000.00000
1042012.03.09 23:45modify350.011.311901.314701.30890
1052012.03.12 00:00close350.011.310331.314701.308901.53540.57
1062012.03.23 23:45sell360.011.326850.000000.00000
1072012.03.23 23:45modify360.011.326851.329651.32385
1082012.03.26 03:57close360.011.326431.329651.323850.38540.95
1092012.03.30 23:45sell370.011.334340.000000.00000
1102012.03.30 23:45modify370.011.334341.337141.33134
1112012.04.02 01:16s/l370.011.337141.337141.33134-2.84538.11
1122012.04.06 23:45buy380.011.309490.000000.00000
1132012.04.06 23:45modify380.011.309491.306691.31249
1142012.04.06 23:55sell390.011.309790.000000.00000
1152012.04.06 23:55modify390.011.309791.312591.30679
1162012.04.09 00:01close380.011.309931.306691.312490.35538.46
1172012.04.09 01:01close390.011.309361.312591.306790.39538.85
1182012.04.27 23:45buy400.011.324190.000000.00000
1192012.04.27 23:45modify400.011.324191.321391.32719
1202012.04.27 23:59close400.011.325431.321391.327191.20540.05
1212012.05.04 23:53buy410.011.308390.000000.00000
1222012.05.04 23:53modify410.011.308391.305591.31139
1232012.05.07 00:00s/l410.011.300911.305591.31139-7.57532.47
1242012.05.11 23:45buy420.011.291730.000000.00000
1252012.05.11 23:45modify420.011.291731.288931.29473
1262012.05.14 00:30s/l420.011.288921.288931.29473-2.90529.57
1272012.05.18 23:45sell430.011.277660.000000.00000
1282012.05.18 23:45modify430.011.277661.280461.27466
1292012.05.21 00:00close430.011.276381.280461.274661.24530.81
1302012.06.01 23:47sell440.011.242680.000000.00000
1312012.06.01 23:47modify440.011.242681.245481.23968
1322012.06.04 00:00close440.011.241601.245481.239681.04531.85
1332012.06.08 23:45sell450.011.251210.000000.00000
1342012.06.08 23:45modify450.011.251211.254011.24821
1352012.06.11 00:00s/l450.011.264261.254011.24821-13.09518.75
1362012.06.15 23:45sell460.011.265610.000000.00000
1372012.06.15 23:45modify460.011.265611.268411.26261
1382012.06.15 23:58close460.011.264701.268411.262610.87519.62
1392012.06.22 23:48sell470.011.256680.000000.00000
1402012.06.22 23:49modify470.011.256681.259481.25368
1412012.06.25 00:00close470.011.254671.259481.253681.97521.59
1422012.07.06 23:45sell480.011.228990.000000.00000
1432012.07.06 23:45modify480.011.228991.231791.22599
1442012.07.09 00:00close480.011.226371.231791.225992.58524.17
1452012.07.13 23:45sell490.011.224390.000000.00000
1462012.07.13 23:45modify490.011.224391.227191.22139
1472012.07.16 00:01s/l490.011.227181.227191.22139-2.83521.34
1482012.08.10 23:48buy500.011.229250.000000.00000
1492012.08.10 23:48modify500.011.229251.226451.23225
1502012.08.13 04:08s/l500.011.226371.226451.23225-2.97518.37
1512012.08.17 23:45sell510.011.232900.000000.00000
1522012.08.17 23:45modify510.011.232901.235701.22990
1532012.08.20 03:11close510.011.232471.235701.229900.39518.75
1542012.08.24 23:45buy520.011.251050.000000.00000
1552012.08.24 23:45modify520.011.251051.248251.25405
1562012.08.27 01:01close520.011.251461.248251.254050.32519.07
1572012.09.21 23:51buy530.011.298520.000000.00000
1582012.09.21 23:51modify530.011.298521.295721.30152
1592012.09.24 04:15s/l530.011.295701.295721.30152-2.91516.16
1602012.09.28 23:45buy540.011.284470.000000.00000
1612012.09.28 23:45modify540.011.284471.281671.28747
1622012.09.28 23:55close540.011.285381.281671.287470.87517.03
1632012.10.12 23:45sell550.011.295980.000000.00000
1642012.10.12 23:45modify550.011.295981.298781.29298
1652012.10.15 00:00close550.011.295351.298781.292980.59517.62
1662012.10.19 23:52sell560.011.302730.000000.00000
1672012.10.19 23:52modify560.011.302731.305531.29973
1682012.10.19 23:58buy570.011.302130.000000.00000
1692012.10.19 23:58modify570.011.302131.299331.30513
1702012.10.22 00:00close560.011.301961.305531.299730.73518.34
1712012.10.22 00:59close570.011.302541.299331.305130.32518.66
1722012.10.26 23:45sell580.011.294020.000000.00000
1732012.10.26 23:45modify580.011.294021.296821.29102
1742012.10.29 01:08close580.011.293581.296821.291020.40519.06
1752012.11.16 23:45sell590.011.274070.000000.00000
1762012.11.16 23:45modify590.011.274071.276871.27107
1772012.11.19 04:14s/l590.011.276861.276871.27107-2.83516.23
1782012.11.30 23:45buy600.011.298950.000000.00000
1792012.11.30 23:45modify600.011.298951.296151.30195
1802012.12.03 00:13close600.011.299321.296151.301950.28516.50
1812012.12.07 23:52buy610.011.292600.000000.00000
1822012.12.07 23:52modify610.011.292601.289801.29560
1832012.12.10 00:00s/l610.011.288871.289801.29560-3.82512.68
1842012.12.21 23:45sell620.011.318400.000000.00000
1852012.12.21 23:45modify620.011.318401.321201.31540
1862012.12.24 00:00close620.011.317371.321201.315400.99513.67
1872012.12.28 23:51buy630.011.321870.000000.00000
1882012.12.28 23:51modify630.011.321871.319071.32487
1892012.12.31 01:03close630.011.322281.319071.324870.32513.99
1902013.01.18 23:45buy640.011.331600.000000.00000
1912013.01.18 23:45modify640.011.331601.328801.33460
1922013.01.21 00:13close640.011.332001.328801.334600.31514.29
1932013.01.25 23:50buy650.011.345850.000000.00000
1942013.01.25 23:50modify650.011.345851.343051.34885
1952013.01.28 00:00close650.011.346511.343051.348850.57514.86
1962013.02.01 23:45buy660.011.364470.000000.00000
1972013.02.01 23:45modify660.011.364471.361671.36747
1982013.02.04 00:00close660.011.365211.361671.367470.65515.51
1992013.02.08 23:45sell670.011.336700.000000.00000
2002013.02.08 23:45modify670.011.336701.339501.33370
2012013.02.11 10:07close670.011.336231.339501.333700.43515.93
2022013.02.15 23:52sell680.011.336320.000000.00000
2032013.02.15 23:52modify680.011.336321.339121.33332
2042013.02.18 00:02close680.011.335071.339121.333321.21517.14
2052013.02.22 23:49sell690.011.318740.000000.00000
2062013.02.22 23:49modify690.011.318741.321541.31574
2072013.02.25 00:00s/l690.011.321661.321541.31574-2.96514.18
2082013.03.01 23:51buy700.011.301840.000000.00000
2092013.03.01 23:51modify700.011.301841.299041.30484
2102013.03.04 01:28close700.011.302271.299041.304840.34514.52
2112013.03.15 23:45sell710.011.307180.000000.00000
2122013.03.15 23:45modify710.011.307181.309981.30418
2132013.03.18 00:00t/p710.011.290911.309981.3041816.23530.75
2142013.03.29 23:45sell720.011.282120.000000.00000
2152013.03.29 23:45modify720.011.282121.284921.27912
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4812016.01.08 23:45sell1610.011.092560.000000.00000
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