Strategy Tester Report
Generic v.14.03.91 Martingale
Alpari-ECN1 (Build 1280)

СимволAUDNZD (Australian Dollar vs New Zealand Dollar)
Период15 Минут (M15) 2020.12.01 02:00 - 2021.02.16 23:45 (2020.12.01 - 2021.02.17)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General Settings ====>"; SetName="Generic v14 - audnzd M15 - tolyayugan v1"; MagicNumber=14107; Slippage=5; Lots=0.01; DepoPer001Lot=0; Take_Profit=25; TP_perc=0; min_TP=10; TP_Swap=false; S_2="<==== ENTER SETTINGS ====>"; TrailingStartLevel=3; TrailingStep=3; S_3="<==== EXIT SETTINGS ====>"; StopOpenNewOrders=false; Max_Spread_Buy=3; Max_Spread_Sell=3; Stop_Loss=0; ExitDDPercent=0; ExitDDCurrency=350; S_4="<==== Pairs Settings ====>"; Max_DrawDown=0; Max_DrawDown_Opposite=true; StopByMaxSymbolTrades=0; StopEqualCurrencyTrade=0; StopEqualCurrencyDelay=false; CurrencyTradeMaxHours=0; S_5="<==== Trade Time Filter ====>"; S_21="Bollinger Bands Settings"; BB_Period=14; BB_Deviation=2; Entry_Break=1; Min_Volatility=20; S_22="CCI Settings"; cci_Period_open=0; TopLow_levels=100; S_23="Candle Size Filter (if Max Candle Size = 0, filter off)"; UseMaxCandleForAllOrders=true; maxcandle=60; barcount=5; S_31="<==== Grid Settings ====>"; ATR_Period=48; ATR_Multiplier=3; Multiplier1=1.5; Multiplier2=1.6; SameGridLotSize=0; TPDecreasePercent=5; BE_Level=6; BE_Step=5; Averaging_Level=15; S_32="<==== Grid Extra Close Settings ====>"; PartCloseLevel=0; PartCloseProfitPercent=0.1; S_6="<==== Rollover Filter ====>"; Exit_Profit_Percent=50; Out_Channel_Distance=0; cci_Period_exit=0; Exit_MA_period=10; Exit_Minutes=180; S_7="<==== Other Settings ====>"; GMTOffset=0; Start_Trade_Hour=4; Start_Trade_Minute=0; End_Trade_Hour=9; End_Trade_Minute=0; S_8="<==== 1 Order Rollover Filter ====>"; use_rollover_filter=true; Start_Rollover_Hour=23; Start_Rollover_Minute=55; End_Rollover_Hour=0; End_Rollover_Minute=15; S_9="<==== Other Settings ====>"; use_NewYearFilter=false; Start_NewYear_Day_December=25; End_NewYear_Day=5; S_10="<==== Other Settings ====>"; showinfopanel=true; VisualDebug=true; LogMode=2; WriteLogFile=true; Update_TimeWriteCSV=0;
Баров в истории6214Смоделировано тиков5016105Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит5000.00Спре䏥६Ґ­­лҐ
Чистая прибыль-323.34Общая прибыль68.88Общий убыток-392.22
Прибыльность0.18Матожидание выигрыша-8.51
Абсолютная просадка323.34Максимальная просадка372.71 (7.38%)Относительная просадка7.38% (372.71)
Всего сделок38Короткие позиции (% выигравших)27 (29.63%)Длинные позиции (% выигравших)11 (63.64%)
Прибыльные сделки (% от всех)15 (39.47%)Убыточные сделки (% от всех)23 (60.53%)
Самая большаяприбыльная сделка24.78убыточная сделка-57.89
Средняяприбыльная сделка4.59убыточная сделка-17.05
Максимальное количествонепрерывных выигрышей (прибыль)7 (37.49)непрерывных проигрышей (убыток)11 (-350.72)
Макс.непрерывная прибыль (число выигрышей)37.49 (7)непрерывный убыток (число проигрышей)-350.72 (11)
Среднийнепрерывный выигрыш4непрерывный проигрыш6
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12020.12.08 04:43sell10.011.055160.000000.00000
22020.12.08 04:43modify10.011.055160.000001.05266
32020.12.08 08:49close10.011.053910.000001.052660.895000.89
42020.12.09 04:45sell20.011.054100.000000.00000
52020.12.09 04:45modify20.011.054100.000001.05160
62020.12.09 13:51sell30.011.056060.000000.00000
72020.12.09 13:51modify20.011.054100.000001.05271
82020.12.09 13:51modify30.011.056060.000001.05271
92020.12.09 15:48sell40.021.057530.000000.00000
102020.12.09 15:48modify20.011.054100.000001.05406
112020.12.09 15:48modify30.011.056060.000001.05406
122020.12.09 15:48modify40.021.057530.000001.05406
132020.12.09 19:31sell50.031.059060.000000.00000
142020.12.09 19:31modify20.011.054100.000001.05536
152020.12.09 19:31modify30.011.056060.000001.05536
162020.12.09 19:31modify40.021.057530.000001.05536
172020.12.09 19:31modify50.031.059060.000001.05536
182020.12.10 03:12sell60.041.061120.000000.00000
192020.12.10 03:12modify20.011.054100.000001.05681
202020.12.10 03:12modify30.011.056060.000001.05681
212020.12.10 03:12modify40.021.057530.000001.05681
222020.12.10 03:12modify50.031.059060.000001.05681
232020.12.10 03:12modify60.041.061120.000001.05681
242020.12.10 04:24sell70.071.062950.000000.00000
252020.12.10 04:24modify20.011.054100.000001.05992
262020.12.10 04:24modify30.011.056060.000001.05992
272020.12.10 04:24modify40.021.057530.000001.05992
282020.12.10 04:24modify50.031.059060.000001.05992
292020.12.10 04:24modify60.041.061120.000001.05992
302020.12.10 04:24modify70.071.062950.000001.05992
312020.12.11 07:23sell80.101.065100.000000.00000
322020.12.11 07:23modify20.011.054100.000001.06159
332020.12.11 07:23modify30.011.056060.000001.06159
342020.12.11 07:23modify40.021.057530.000001.06159
352020.12.11 07:23modify50.031.059060.000001.06159
362020.12.11 07:23modify60.041.061120.000001.06159
372020.12.11 07:23modify70.071.062950.000001.06159
382020.12.11 07:23modify80.101.065100.000001.06159
392020.12.15 05:17buy90.011.062680.000000.00000
402020.12.15 05:17modify90.011.062680.000001.06518
412020.12.15 06:03t/p20.011.061590.000001.06159-5.474995.42
422020.12.15 06:03t/p30.011.061590.000001.06159-4.074991.35
432020.12.15 06:03t/p40.021.061590.000001.06159-6.044985.31
442020.12.15 06:03t/p50.031.061590.000001.06159-5.774979.53
452020.12.15 06:03t/p60.041.061590.000001.06159-1.564977.97
462020.12.15 06:03t/p70.071.061590.000001.061596.444984.42
472020.12.15 06:03t/p80.101.061590.000001.0615924.785009.20
482020.12.15 10:47close90.011.063940.000001.065180.905010.10
492020.12.16 05:58buy100.011.062890.000000.00000
502020.12.16 05:58modify100.011.062890.000001.06539
512020.12.16 06:31close100.011.064140.000001.065390.895010.99
522020.12.18 06:30sell110.011.066820.000000.00000
532020.12.18 06:30modify110.011.066820.000001.06432
542020.12.18 07:43buy120.011.064510.000000.00000
552020.12.18 07:43modify120.011.064510.000001.06701
562020.12.18 07:45t/p110.011.064320.000001.064321.795012.78
572020.12.18 10:25t/p120.011.067010.000001.067011.795014.57
582020.12.22 04:00sell130.011.069320.000000.00000
592020.12.22 04:00modify130.011.069320.000001.06682
602020.12.22 10:58close130.011.068060.000001.066820.905015.47
612020.12.30 05:00sell140.011.065230.000000.00000
622020.12.30 05:00modify140.011.065230.000001.06273
632020.12.30 16:29sell150.011.066720.000000.00000
642020.12.30 16:29modify140.011.065230.000001.06360
652020.12.30 16:29modify150.011.066720.000001.06360
662020.12.31 12:46sell160.021.068140.000000.00000
672020.12.31 12:46modify140.011.065230.000001.06481
682020.12.31 12:46modify150.011.066720.000001.06481
692020.12.31 12:46modify160.021.068140.000001.06481
702020.12.31 16:47sell170.031.069750.000000.00000
712020.12.31 16:47modify140.011.065230.000001.06609
722020.12.31 16:47modify150.011.066720.000001.06609
732020.12.31 16:47modify160.021.068140.000001.06609
742020.12.31 16:47modify170.031.069750.000001.06609
752020.12.31 17:56sell180.041.071340.000000.00000
762020.12.31 17:56modify140.011.065230.000001.06735
772020.12.31 17:56modify150.011.066720.000001.06735
782020.12.31 17:56modify160.021.068140.000001.06735
792020.12.31 17:56modify170.031.069750.000001.06735
802020.12.31 17:56modify180.041.071340.000001.06735
812021.01.04 17:50modify180.041.071341.069341.06735
822021.01.04 17:50modify170.031.069751.069341.06735
832021.01.04 17:50modify160.021.068141.069341.06735
842021.01.04 17:50modify150.011.066721.069341.06735
852021.01.04 17:50modify140.011.065231.069341.06735
862021.01.04 17:52modify180.041.071341.069231.06735
872021.01.04 17:52modify170.031.069751.069231.06735
882021.01.04 17:52modify160.021.068141.069231.06735
892021.01.04 17:52modify150.011.066721.069231.06735
902021.01.04 17:52modify140.011.065231.069231.06735
912021.01.04 17:54modify180.041.071341.069111.06735
922021.01.04 17:54modify170.031.069751.069111.06735
932021.01.04 17:54modify160.021.068141.069111.06735
942021.01.04 17:54modify150.011.066721.069111.06735
952021.01.04 17:54modify140.011.065231.069111.06735
962021.01.04 17:57modify180.041.071341.069001.06735
972021.01.04 17:57modify170.031.069751.069001.06735
982021.01.04 17:57modify160.021.068141.069001.06735
992021.01.04 17:57modify150.011.066721.069001.06735
1002021.01.04 17:57modify140.011.065231.069001.06735
1012021.01.04 17:57modify180.041.071341.068891.06735
1022021.01.04 17:57modify170.031.069751.068891.06735
1032021.01.04 17:57modify160.021.068141.068891.06735
1042021.01.04 17:57modify150.011.066721.068891.06735
1052021.01.04 17:57modify140.011.065231.068891.06735
1062021.01.04 18:00s/l140.011.068891.068891.06735-2.715012.75
1072021.01.04 18:00s/l150.011.068891.068891.06735-1.645011.11
1082021.01.04 18:00s/l160.021.068891.068891.06735-1.145009.97
1092021.01.04 18:00s/l170.031.068891.068891.067351.735011.70
1102021.01.04 18:00s/l180.041.068891.068891.067356.875018.57
1112021.01.05 06:02buy190.011.067930.000000.00000
1122021.01.05 06:02modify190.011.067930.000001.07043
1132021.01.05 09:02close190.011.069190.000001.070430.915019.48
1142021.01.11 04:28buy200.011.071030.000000.00000
1152021.01.11 04:28modify200.011.071030.000001.07353
1162021.01.11 11:32close200.011.072290.000001.073530.915020.39
1172021.01.20 04:11sell210.011.082880.000000.00000
1182021.01.20 04:11modify210.011.082880.000001.08038
1192021.01.20 17:12close210.011.081630.000001.080380.905021.29
1202021.02.02 05:45buy220.011.064550.000000.00000
1212021.02.02 05:45modify220.011.064550.000001.06705
1222021.02.02 06:44buy230.011.062760.000000.00000
1232021.02.02 06:44modify220.011.064550.000001.06603
1242021.02.02 06:44modify230.011.062760.000001.06603
1252021.02.02 09:26buy240.021.060940.000000.00000
1262021.02.02 09:26modify220.011.064550.000001.06455
1272021.02.02 09:26modify230.011.062760.000001.06455
1282021.02.02 09:26modify240.021.060940.000001.06455
1292021.02.02 23:45buy250.031.059330.000000.00000
1302021.02.02 23:45modify220.011.064550.000001.06315
1312021.02.02 23:45modify230.011.062760.000001.06315
1322021.02.02 23:45modify240.021.060940.000001.06315
1332021.02.02 23:45modify250.031.059330.000001.06315
1342021.02.02 23:49buy260.041.057710.000000.00000
1352021.02.02 23:49modify220.011.064550.000001.06182
1362021.02.02 23:49modify230.011.062760.000001.06182
1372021.02.02 23:49modify240.021.060940.000001.06182
1382021.02.02 23:49modify250.031.059330.000001.06182
1392021.02.02 23:49modify260.041.057710.000001.06182
1402021.02.03 04:07buy270.071.055050.000000.00000
1412021.02.03 04:07modify220.011.064550.000001.05847
1422021.02.03 04:07modify230.011.062760.000001.05847
1432021.02.03 04:07modify240.021.060940.000001.05847
1442021.02.03 04:07modify250.031.059330.000001.05847
1452021.02.03 04:07modify260.041.057710.000001.05847
1462021.02.03 04:07modify270.071.055050.000001.05847
1472021.02.03 11:54t/p220.011.058470.000001.05847-4.405016.89
1482021.02.03 11:54t/p230.011.058470.000001.05847-3.125013.77
1492021.02.03 11:54t/p240.021.058470.000001.05847-3.615010.17
1502021.02.03 11:54t/p250.031.058470.000001.05847-1.975008.20
1512021.02.03 11:54t/p260.041.058470.000001.058472.035010.23
1522021.02.03 11:54t/p270.071.058470.000001.0584717.155027.38
1532021.02.04 04:00sell280.011.059300.000000.00000
1542021.02.04 04:00modify280.011.059300.000001.05680
1552021.02.04 13:46sell290.011.061060.000000.00000
1562021.02.04 13:46modify280.011.059300.000001.05781
1572021.02.04 13:46modify290.011.061060.000001.05781
1582021.02.05 04:30sell300.021.062550.000000.00000
1592021.02.05 04:30modify280.011.059300.000001.05912
1602021.02.05 04:30modify290.011.061060.000001.05912
1612021.02.05 04:30modify300.021.062550.000001.05912
1622021.02.05 12:51sell310.031.064190.000000.00000
1632021.02.05 12:51modify280.011.059300.000001.06045
1642021.02.05 12:51modify290.011.061060.000001.06045
1652021.02.05 12:51modify300.021.062550.000001.06045
1662021.02.05 12:51modify310.031.064190.000001.06045
1672021.02.05 23:53sell320.041.065910.000000.00000
1682021.02.05 23:53modify280.011.059300.000001.06179
1692021.02.05 23:53modify290.011.061060.000001.06179
1702021.02.05 23:53modify300.021.062550.000001.06179
1712021.02.05 23:53modify310.031.064190.000001.06179
1722021.02.05 23:53modify320.041.065910.000001.06179
1732021.02.08 23:49sell330.071.067210.000000.00000
1742021.02.08 23:49modify280.011.059300.000001.06462
1752021.02.08 23:49modify290.011.061060.000001.06462
1762021.02.08 23:49modify300.021.062550.000001.06462
1772021.02.08 23:49modify310.031.064190.000001.06462
1782021.02.08 23:49modify320.041.065910.000001.06462
1792021.02.08 23:49modify330.071.067210.000001.06462
1802021.02.09 16:55sell340.101.068500.000000.00000
1812021.02.09 16:55modify280.011.059300.000001.06583
1822021.02.09 16:55modify290.011.061060.000001.06583
1832021.02.09 16:55modify300.021.062550.000001.06583
1842021.02.09 16:55modify310.031.064190.000001.06583
1852021.02.09 16:55modify320.041.065910.000001.06583
1862021.02.09 16:55modify330.071.067210.000001.06583
1872021.02.09 16:55modify340.101.068500.000001.06583
1882021.02.10 03:18sell350.171.069850.000000.00000
1892021.02.10 03:18modify280.011.059300.000001.06716
1902021.02.10 03:18modify290.011.061060.000001.06716
1912021.02.10 03:18modify300.021.062550.000001.06716
1922021.02.10 03:18modify310.031.064190.000001.06716
1932021.02.10 03:18modify320.041.065910.000001.06716
1942021.02.10 03:18modify330.071.067210.000001.06716
1952021.02.10 03:18modify340.101.068500.000001.06716
1962021.02.10 03:18modify350.171.069850.000001.06716
1972021.02.10 11:38sell360.271.071130.000000.00000
1982021.02.10 11:38modify280.011.059300.000001.06846
1992021.02.10 11:38modify290.011.061060.000001.06846
2002021.02.10 11:38modify300.021.062550.000001.06846
2012021.02.10 11:38modify310.031.064190.000001.06846
2022021.02.10 11:38modify320.041.065910.000001.06846
2032021.02.10 11:38modify330.071.067210.000001.06846
2042021.02.10 11:38modify340.101.068500.000001.06846
2052021.02.10 11:38modify350.171.069850.000001.06846
2062021.02.10 11:38modify360.271.071130.000001.06846
2072021.02.10 16:48sell370.431.072350.000000.00000
2082021.02.10 16:48modify280.011.059300.000001.06973
2092021.02.10 16:48modify290.011.061060.000001.06973
2102021.02.10 16:48modify300.021.062550.000001.06973
2112021.02.10 16:48modify310.031.064190.000001.06973
2122021.02.10 16:48modify320.041.065910.000001.06973
2132021.02.10 16:48modify330.071.067210.000001.06973
2142021.02.10 16:48modify340.101.068500.000001.06973
2152021.02.10 16:48modify350.171.069850.000001.06973
2162021.02.10 16:48modify360.271.071130.000001.06973
2172021.02.10 16:48modify370.431.072350.000001.06973
2182021.02.12 09:17sell380.691.073440.000000.00000
2192021.02.12 09:17modify280.011.059300.000001.07093
2202021.02.12 09:17modify290.011.061060.000001.07093
2212021.02.12 09:17modify300.021.062550.000001.07093
2222021.02.12 09:17modify310.031.064190.000001.07093
2232021.02.12 09:17modify320.041.065910.000001.07093
2242021.02.12 09:17modify330.071.067210.000001.07093
2252021.02.12 09:17modify340.101.068500.000001.07093
2262021.02.12 09:17modify350.171.069850.000001.07093
2272021.02.12 09:17modify360.271.071130.000001.07093
2282021.02.12 09:17modify370.431.072350.000001.07093
2292021.02.12 09:17modify380.691.073440.000001.07093
2302021.02.12 10:09close380.691.074020.000001.07093-28.674998.71
2312021.02.12 10:09close370.431.074020.000001.07093-54.624944.09
2322021.02.12 10:09close360.271.074020.000001.07093-57.894886.20
2332021.02.12 10:09close350.171.074020.000001.07093-52.044834.16
2342021.02.12 10:09close340.101.074020.000001.07093-40.474793.69
2352021.02.12 10:09close330.071.074020.000001.07093-34.944758.76
2362021.02.12 10:09close320.041.074020.000001.07093-23.764735.00
2372021.02.12 10:09close310.031.074020.000001.07093-21.514713.49
2382021.02.12 10:09close300.021.074020.000001.07093-16.704696.79
2392021.02.12 10:09close290.011.074020.000001.07093-9.444687.35
2402021.02.12 10:09close280.011.074020.000001.07093-10.704676.66