Strategy Tester Report
(EA) - Setka v1.43-RSI-CCI-AS-R321-SR24-opt
Alpari-ECN1 (Build 1330)

СимволAUDNZD (Australian Dollar vs New Zealand Dollar)
Период1 Час (H1) 2015.01.01 22:00 - 2021.02.19 21:59 (2020.01.01 - 2021.03.14)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыset_name="(EA)(Qj) - Setka v1.43-RSI-CCI-AS_AUDNZD(b)-H1 (700)"; main_settings_1_43_R314="Общие настройки и управление торгами"; TradeSell=false; TradeBuy=true; S_OpenFirstOrder=false; B_OpenFirstOrder=true; S_CloseAllOrders=false; B_CloseAllOrders=false; S_PauseOnClose=0; B_PauseOnClose=0; MagicNumber=11301; AddComment="AUDNZDb"; ReflectSellSettingsToBuy=false; filters_part_1_43_R314="Фильтры спрэда и одновременно торгуемых пар и валют"; MaxSpread=6; MaxSpreadStopTradingTimining=45; MinLeverage=0; MinTimeStep=0; MaxTradePairs=3; CurrencyBlock=1; trade_control_by_drawdown_1_43_R314="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=23; CloseAllOrders_ByDrawdownMoney=0; CloseAllOrders_ByDrawdown_StopTrade=true; sell_step_settings_1_43_R314="SELL сетки - настройки шагов, количества колен и длины"; S_MaxOpenOrders=10; S_GridStep=45; S_GridLevel=0; S_GridStep_AddPips=0; S_GridStep_Level2=0; S_GridStep_Level2_AddPips=0; S_Grid3=0; S_Grid3Add=0; S_GridStop=0; sell_lot_settings_1_43_R314="SELL сетки - min ордер и множители лота всех колен"; S_CalcLotType=0; S_CurrencyForMinLot=6000; S_MinLot=0.01; S_Mult=1.5; S_MultStart=2; 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_R314="SELL сетки: настройки TP (чистая прибыль) ==> [уровень_БУ]+ТР"; S_TakeProffitType=0; S_TakeProffit=32; S_TakeProffit_Level1=0; S_TakeProffit_Level1Corr=0; S_TakeProffit_Level1_5=0; S_TakeProffit_Level1_5Corr=0; S_TakeProffit_Level2=0; S_TakeProffit_Level2FixPips=0; buy_step_settings_1_43_R314="BUY сетки - настройки шагов, количества колен и длины"; B_MaxOpenOrders=10; B_GridStep=22; 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_R314="BUY сетки - min ордер и множители лота всех колен"; B_CalcLotType=0; B_CurrencyForMinLot=3000; B_MinLot=0.01; B_Mult=1.5; B_MultStart=2; 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_R314="BUY сетки: настройки TP (прибыль) ==> [уровень_БУ]+ТР"; B_TakeProffitType=0; B_TakeProffit=20; 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; rsi_cci_filter_settings_1_43_R314="Фильтр - RSI-CCI"; RsiTimeframe=60; RsiPeriod=13; RsiLevel=20; RsiTimeframeNext=5; RsiPeriodNext=14; RsiLevelNext=20; CciTimeframe=60; CciPeriod=36; CciLevel=100; CciTimeframeNext=5; CciPeriodNext=30; CciLevelNext=50; use_for1Order=true; use_for_next_Order=0; without_indicator_settings_1_43_R314="Настройки параметров и фильтров безиндикаторного входа"; OpenFirstOrderTF=1; CandlesToOpen1Order=0; CandlesToOpen1Order_OpenClose=false; CandlesToOpen1Order_MinPips=0; CandlesToOpen1Order_MaxPips=0; ReversSignalToOpen1Order=true; gap_settings_1_43_R314="Настройки блока выявления и обработки гэпов"; GapControl=2; GapMaxStopOrders=4; GapMinDistanceFromMarket=2; S_GapMinPips=5; S_GapMinPercent=0; S_GapLotKoef=0.5; S_GapLastOrderKoef=2; B_GapMinPips=5; B_GapMinPercent=0; B_GapLotKoef=0.5; B_GapLastOrderKoef=2; vol_filter_settings_1_43_R314="Фильтр - Запрет открывать ордера, если импульс"; VolCandleTF=1; VolCandleMaxSize=10; VolStopTradeTimining=132; sheduler_settings_1_43_R314="Настройки планировщиков торговли - их 5 разных"; sheduler_trade_week_settings_1_43_R314="№1 Еженедельно: можно открывать 1-е ордера со Start_дня|время по End_день|время"; TradeStartDay=1; TradeStartHour=1; TradeStartMinute=0; TradeEndDay=5; TradeEndHour=16; TradeEndMinute=0; sheduler_new_positio_pause_settings_1_43_R314="№2 Однократно: от и до - запрещено открывать любые новые позиции"; IntraDay1StartHour=0;
Баров в истории38230Смоделировано тиков98396115Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит6000.00Спред30
Чистая прибыль633.42Общая прибыль1086.25Общий убыток-452.83
Прибыльность2.40Матожидание выигрыша11.52
Абсолютная просадка1042.38Максимальная просадка1462.74 (22.78%)Относительная просадка22.78% (1462.74)
Всего сделок55Короткие позиции (% выигравших)0 (0.00%)Длинные позиции (% выигравших)55 (67.27%)
Прибыльные сделки (% от всех)37 (67.27%)Убыточные сделки (% от всех)18 (32.73%)
Самая большаяприбыльная сделка318.66убыточная сделка-42.44
Средняяприбыльная сделка29.36убыточная сделка-25.16
Максимальное количествонепрерывных выигрышей (прибыль)14 (52.10)непрерывных проигрышей (убыток)7 (-228.00)
Макс.непрерывная прибыль (число выигрышей)481.40 (3)непрерывный убыток (число проигрышей)-228.00 (7)
Среднийнепрерывный выигрыш6непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12020.01.07 21:00buy10.021.034680.000000.00000
22020.01.07 21:00modify10.021.034680.000001.03668
32020.01.08 07:48buy20.031.032470.000000.00000
42020.01.08 07:48modify20.031.032470.000001.03535
52020.01.08 07:48modify10.021.034680.000001.03535
62020.01.09 08:15t/p10.021.035350.000001.035350.656000.65
72020.01.09 08:15t/p20.031.035350.000001.035355.826006.47
82020.01.16 17:00buy30.021.038840.000000.00000
92020.01.16 17:00modify30.021.038840.000001.04084
102020.01.17 10:36t/p30.021.040840.000001.040842.786009.25
112020.01.24 00:00buy40.021.034960.000000.00000
122020.01.24 00:00modify40.021.034960.000001.03696
132020.01.24 18:35buy50.031.032740.000000.00000
142020.01.24 18:35modify50.031.032740.000001.03563
152020.01.24 18:35modify40.021.034960.000001.03563
162020.01.27 03:33t/p40.021.035630.000001.035630.886010.13
172020.01.27 03:33t/p50.031.035630.000001.035636.076016.21
182020.02.12 04:00buy60.021.041830.000000.00000
192020.02.12 04:00modify60.021.041830.000001.04383
202020.02.13 14:06t/p60.021.043830.000001.043832.636018.83
212020.02.24 19:00buy70.021.041790.000000.00000
222020.02.24 19:00modify70.021.041790.000001.04379
232020.02.25 05:44t/p70.021.043790.000001.043792.776021.61
242020.03.05 12:00buy80.021.047770.000000.00000
252020.03.05 12:00modify80.021.047770.000001.04977
262020.03.05 21:58t/p80.021.049770.000001.049772.866024.47
272020.03.09 16:00buy90.021.038620.000000.00000
282020.03.09 16:00modify90.021.038620.000001.04062
292020.03.09 23:54t/p90.021.040620.000001.040622.856027.32
302020.03.12 12:00buy100.021.028400.000000.00000
312020.03.12 12:00modify100.021.028400.000001.03040
322020.03.12 13:56buy110.031.026190.000000.00000
332020.03.12 13:56modify110.031.026190.000001.02907
342020.03.12 13:56modify100.021.028400.000001.02907
352020.03.12 15:24t/p100.021.029070.000001.029070.956028.27
362020.03.12 15:24t/p110.031.029070.000001.029076.176034.44
372020.03.26 01:00buy120.021.016760.000000.00000
382020.03.26 01:00modify120.021.016760.000001.01876
392020.03.26 02:19buy130.031.014510.000000.00000
402020.03.26 02:19modify130.031.014510.000001.01741
412020.03.26 02:19modify120.021.016760.000001.01741
422020.03.26 02:50buy140.051.012300.000000.00000
432020.03.26 02:50modify140.051.012300.000001.01586
442020.03.26 02:50modify130.031.014510.000001.01586
452020.03.26 02:50modify120.021.016760.000001.01586
462020.03.26 05:48t/p120.021.015860.000001.01586-1.296033.15
472020.03.26 05:48t/p130.031.015860.000001.015862.906036.05
482020.03.26 05:48t/p140.051.015860.000001.0158612.716048.76
492020.03.26 05:48buy150.021.016180.000000.00000
502020.03.26 05:48modify150.021.016180.000001.01818
512020.03.26 06:46t/p150.021.018180.000001.018182.866051.62
522020.04.30 17:00buy160.021.062030.000000.00000
532020.04.30 17:00modify160.021.062030.000001.06403
542020.05.01 06:52buy170.031.059820.000000.00000
552020.05.01 06:52modify170.031.059820.000001.06270
562020.05.01 06:52modify160.021.062030.000001.06270
572020.05.04 12:23t/p160.021.062700.000001.062700.806052.42
582020.05.04 12:23t/p170.031.062700.000001.062706.056058.47
592020.05.20 05:00buy180.021.072470.000000.00000
602020.05.20 05:00modify180.021.072470.000001.07447
612020.05.20 15:29t/p180.021.074470.000001.074472.856061.32
622020.05.22 08:00buy190.021.068720.000000.00000
632020.05.22 08:00modify190.021.068720.000001.07072
642020.05.22 14:37t/p190.021.070720.000001.070722.866064.18
652020.05.27 15:00buy200.021.067960.000000.00000
662020.05.27 15:00modify200.021.067960.000001.06996
672020.05.27 18:12t/p200.021.069960.000001.069962.856067.03
682020.07.02 13:00buy210.021.062180.000000.00000
692020.07.02 13:00modify210.021.062180.000001.06418
702020.07.02 14:21t/p210.021.064180.000001.064182.856069.88
712020.08.26 22:00buy220.021.092990.000000.00000
722020.08.26 22:00modify220.021.092990.000001.09499
732020.08.27 01:07buy230.031.090780.000000.00000
742020.08.27 01:07modify230.031.090780.000001.09366
752020.08.27 01:07modify220.021.092990.000001.09366
762020.08.27 10:13t/p220.021.093660.000001.093660.726070.60
772020.08.27 10:13t/p230.031.093660.000001.093666.176076.77
782020.09.02 04:00buy240.021.085110.000000.00000
792020.09.02 04:00modify240.021.085110.000001.08711
802020.09.02 07:02t/p240.021.087110.000001.087112.856079.62
812020.09.18 07:00buy250.021.077810.000000.00000
822020.09.18 07:00modify250.021.077810.000001.07981
832020.09.21 00:28t/p250.021.079810.000001.079812.776082.39
842020.10.06 12:00buy260.021.076530.000000.00000
852020.10.06 12:00modify260.021.076530.000001.07853
862020.10.06 17:18t/p260.021.078530.000001.078532.856085.24
872020.10.13 05:00buy270.021.080650.000000.00000
882020.10.13 05:00modify270.021.080650.000001.08265
892020.10.13 15:25buy280.031.078440.000000.00000
902020.10.13 15:25modify280.031.078440.000001.08132
912020.10.13 15:25modify270.021.080650.000001.08132
922020.10.13 21:48buy290.051.076160.000000.00000
932020.10.13 21:48modify290.051.076160.000001.07974
942020.10.13 21:48modify280.031.078440.000001.07974
952020.10.13 21:48modify270.021.080650.000001.07974
962020.10.14 22:37buy300.071.073950.000000.00000
972020.10.14 22:37modify300.071.073950.000001.07818
982020.10.14 22:37modify290.051.076160.000001.07818
992020.10.14 22:37modify280.031.078440.000001.07818
1002020.10.14 22:37modify270.021.080650.000001.07818
1012020.10.15 06:57buy310.101.071740.000000.00000
1022020.10.15 06:57modify310.101.071740.000001.07654
1032020.10.15 06:57modify300.071.073950.000001.07654
1042020.10.15 06:57modify290.051.076160.000001.07654
1052020.10.15 06:57modify280.031.078440.000001.07654
1062020.10.15 06:57modify270.021.080650.000001.07654
1072020.10.19 13:20buy320.151.069530.000000.00000
1082020.10.19 13:20modify320.151.069530.000001.07475
1092020.10.19 13:20modify310.101.071740.000001.07475
1102020.10.19 13:20modify300.071.073950.000001.07475
1112020.10.19 13:20modify290.051.076160.000001.07475
1122020.10.19 13:20modify280.031.078440.000001.07475
1132020.10.19 13:20modify270.021.080650.000001.07475
1142020.10.22 03:36buy330.231.067290.000000.00000
1152020.10.22 03:36modify330.231.067290.000001.07282
1162020.10.22 03:36modify320.151.069530.000001.07282
1172020.10.22 03:36modify310.101.071740.000001.07282
1182020.10.22 03:36modify300.071.073950.000001.07282
1192020.10.22 03:36modify290.051.076160.000001.07282
1202020.10.22 03:36modify280.031.078440.000001.07282
1212020.10.22 03:36modify270.021.080650.000001.07282
1222020.10.22 14:32buy340.341.065080.000000.00000
1232020.10.22 14:32modify340.341.065080.000001.07085
1242020.10.22 14:32modify330.231.067290.000001.07085
1252020.10.22 14:32modify320.151.069530.000001.07085
1262020.10.22 14:32modify310.101.071740.000001.07085
1272020.10.22 14:32modify300.071.073950.000001.07085
1282020.10.22 14:32modify290.051.076160.000001.07085
1292020.10.22 14:32modify280.031.078440.000001.07085
1302020.10.22 14:32modify270.021.080650.000001.07085
1312020.10.27 14:02buy350.511.062860.000000.00000
1322020.10.27 14:02modify350.511.062860.000001.06881
1332020.10.27 14:02modify340.341.065080.000001.06881
1342020.10.27 14:02modify330.231.067290.000001.06881
1352020.10.27 14:02modify320.151.069530.000001.06881
1362020.10.27 14:02modify310.101.071740.000001.06881
1372020.10.27 14:02modify300.071.073950.000001.06881
1382020.10.27 14:02modify290.051.076160.000001.06881
1392020.10.27 14:02modify280.031.078440.000001.06881
1402020.10.27 14:02modify270.021.080650.000001.06881
1412020.10.28 17:50buy360.771.060650.000000.00000
1422020.10.28 17:50modify360.771.060650.000001.06672
1432020.10.28 17:50modify350.511.062860.000001.06672
1442020.10.28 17:50modify340.341.065080.000001.06672
1452020.10.28 17:50modify330.231.067290.000001.06672
1462020.10.28 17:50modify320.151.069530.000001.06672
1472020.10.28 17:50modify310.101.071740.000001.06672
1482020.10.28 17:50modify300.071.073950.000001.06672
1492020.10.28 17:50modify290.051.076160.000001.06672
1502020.10.28 17:50modify280.031.078440.000001.06672
1512020.10.28 17:50modify270.021.080650.000001.06672
1522020.11.03 09:32t/p270.021.066720.000001.06672-21.526063.72
1532020.11.03 09:32t/p280.031.066720.000001.06672-27.556036.17
1542020.11.03 09:32t/p290.051.066720.000001.06672-37.785998.39
1552020.11.03 09:32t/p300.071.066720.000001.06672-41.565956.82
1562020.11.03 09:32t/p310.101.066720.000001.06672-42.445914.39
1572020.11.03 09:32t/p320.151.066720.000001.06672-38.845875.55
1582020.11.03 09:32t/p330.231.066720.000001.06672-18.305857.24
1592020.11.03 09:32t/p340.341.066720.000001.0667226.585883.83
1602020.11.03 09:32t/p350.511.066720.000001.06672126.646010.47
1612020.11.03 09:32t/p360.771.066720.000001.06672315.686326.14
1622020.11.11 04:00buy370.021.061390.000000.00000
1632020.11.11 04:00modify370.021.061390.000001.06339
1642020.11.11 07:48buy380.031.059180.000000.00000
1652020.11.11 07:48modify380.031.059180.000001.06206
1662020.11.11 07:48modify370.021.061390.000001.06206
1672020.11.11 23:48buy390.051.056950.000000.00000
1682020.11.11 23:48modify390.051.056950.000001.06051
1692020.11.11 23:48modify380.031.059180.000001.06051
1702020.11.11 23:48modify370.021.061390.000001.06051
1712020.11.13 05:00t/p370.021.060510.000001.06051-1.566324.58
1722020.11.13 05:00t/p380.031.060510.000001.060512.386326.97
1732020.11.13 05:00t/p390.051.060510.000001.0605111.926338.89
1742020.11.18 09:00buy400.021.057390.000000.00000
1752020.11.18 09:00modify400.021.057390.000001.05939
1762020.11.18 21:59buy410.031.054910.000000.00000
1772020.11.18 21:59modify410.031.054910.000001.05790
1782020.11.18 21:59modify400.021.057390.000001.05790
1792020.11.19 21:53buy420.051.052700.000000.00000
1802020.11.19 21:53modify420.051.052700.000001.05630
1812020.11.19 21:53modify410.031.054910.000001.05630
1822020.11.19 21:53modify400.021.057390.000001.05630
1832020.11.24 01:06buy stop430.071.049340.000000.00000
1842020.11.24 01:06modify430.071.049340.000001.05426
1852020.11.24 01:06modify420.051.052700.000001.05426
1862020.11.24 01:06modify410.031.054910.000001.05426
1872020.11.24 01:06modify400.021.057390.000001.05426
1882020.11.24 01:07buy430.071.049340.000001.05426
1892020.11.24 16:28t/p400.021.054260.000001.05426-4.946333.95
1902020.11.24 16:28t/p410.031.054260.000001.05426-2.106331.85
1912020.11.24 16:28t/p420.051.054260.000001.054264.996336.84
1922020.11.24 16:28t/p430.071.054260.000001.0542624.586361.42
1932020.12.01 18:00buy440.021.042910.000000.00000
1942020.12.01 18:00modify440.021.042910.000001.04491
1952020.12.02 00:30t/p440.021.044910.000001.044912.786364.20
1962020.12.29 16:00buy450.021.064020.000000.00000
1972020.12.29 16:00modify450.021.064020.000001.06602
1982020.12.30 05:04t/p450.021.066020.000001.066022.776366.97
1992021.01.21 04:00buy460.021.078880.000000.00000
2002021.01.21 04:00modify460.021.078880.000001.08088
2012021.01.21 21:47buy470.031.076260.000000.00000
2022021.01.21 21:47modify470.031.076260.000001.07931
2032021.01.21 21:47modify460.021.078880.000001.07931
2042021.01.22 10:40buy480.051.074050.000000.00000
2052021.01.22 10:40modify480.051.074050.000001.07768
2062021.01.22 10:40modify470.031.076260.000001.07768
2072021.01.22 10:40modify460.021.078880.000001.07768
2082021.01.25 09:35buy490.071.071840.000000.00000
2092021.01.25 09:35modify490.071.071840.000001.07610
2102021.01.25 09:35modify480.051.074050.000001.07610
2112021.01.25 09:35modify470.031.076260.000001.07610
2122021.01.25 09:35modify460.021.078880.000001.07610
2132021.01.26 08:56buy500.101.069630.000000.00000
2142021.01.26 08:56modify500.101.069630.000001.07444
2152021.01.26 08:56modify490.071.071840.000001.07444
2162021.01.26 08:56modify480.051.074050.000001.07444
2172021.01.26 08:56modify470.031.076260.000001.07444
2182021.01.26 08:56modify460.021.078880.000001.07444
2192021.01.29 09:43buy510.151.067420.000000.00000
2202021.01.29 09:43modify510.151.067420.000001.07265
2212021.01.29 09:43modify500.101.069630.000001.07265
2222021.01.29 09:43modify490.071.071840.000001.07265
2232021.01.29 09:43modify480.051.074050.000001.07265
2242021.01.29 09:43modify470.031.076260.000001.07265
2252021.01.29 09:43modify460.021.078880.000001.07265
2262021.01.29 15:06buy520.231.065200.000000.00000
2272021.01.29 15:06modify520.231.065200.000001.07072
2282021.01.29 15:06modify510.151.067420.000001.07072
2292021.01.29 15:06modify500.101.069630.000001.07072
2302021.01.29 15:06modify490.071.071840.000001.07072
2312021.01.29 15:06modify480.051.074050.000001.07072
2322021.01.29 15:06modify470.031.076260.000001.07072
2332021.01.29 15:06modify460.021.078880.000001.07072
2342021.02.01 01:40buy530.341.062960.000000.00000
2352021.02.01 01:40modify530.341.062960.000001.06874
2362021.02.01 01:40modify520.231.065200.000001.06874
2372021.02.01 01:40modify510.151.067420.000001.06874
2382021.02.01 01:40modify500.101.069630.000001.06874
2392021.02.01 01:40modify490.071.071840.000001.06874
2402021.02.01 01:40modify480.051.074050.000001.06874
2412021.02.01 01:40modify470.031.076260.000001.06874
2422021.02.01 01:40modify460.021.078880.000001.06874
2432021.02.02 09:30buy540.511.060750.000000.00000
2442021.02.02 09:30modify540.511.060750.000001.06671
2452021.02.02 09:30modify530.341.062960.000001.06671
2462021.02.02 09:30modify520.231.065200.000001.06671
2472021.02.02 09:30modify510.151.067420.000001.06671
2482021.02.02 09:30modify500.101.069630.000001.06671
2492021.02.02 09:30modify490.071.071840.000001.06671
2502021.02.02 09:30modify480.051.074050.000001.06671
2512021.02.02 09:30modify470.031.076260.000001.06671
2522021.02.02 09:30modify460.021.078880.000001.06671
2532021.02.02 21:46buy550.771.058540.000000.00000
2542021.02.02 21:46modify550.771.058540.000001.06461
2552021.02.02 21:46modify540.511.060750.000001.06461
2562021.02.02 21:46modify530.341.062960.000001.06461
2572021.02.02 21:46modify520.231.065200.000001.06461
2582021.02.02 21:46modify510.151.067420.000001.06461
2592021.02.02 21:46modify500.101.069630.000001.06461
2602021.02.02 21:46modify490.071.071840.000001.06461
2612021.02.02 21:46modify480.051.074050.000001.06461
2622021.02.02 21:46modify470.031.076260.000001.06461
2632021.02.02 21:46modify460.021.078880.000001.06461
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2662021.02.05 11:00t/p480.051.064610.000001.06461-36.426282.31
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