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(s)-H1 (1200)"; main_settings_1_43_R314="Общие настройки и управление торгами"; TradeSell=true; TradeBuy=false; S_OpenFirstOrder=true; B_OpenFirstOrder=false; S_CloseAllOrders=false; B_CloseAllOrders=false; S_PauseOnClose=0; B_PauseOnClose=0; MagicNumber=1130; AddComment="AUDNZDs"; 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=20; 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 прибыль397.63Общая прибыль745.57Общий убыток-347.94
Прибыльность2.14Матожидание выигрыша8.28
Абсолютная просадка785.80Максимальная просадка882.47 (14.47%)Относительная просадка14.47% (882.47)
Всего сделок48Короткие позиции (% выигравших)48 (60.42%)Длинные позиции (% выигравших)0 (0.00%)
Прибыльные сделки (% от всех)29 (60.42%)Убыточные сделки (% от всех)19 (39.58%)
Самая большаяприбыльная сделка302.86убыточная сделка-42.34
Средняяприбыльная сделка25.71убыточная сделка-18.31
Максимальное количествонепрерывных выигрышей (прибыль)7 (464.77)непрерывных проигрышей (убыток)7 (-228.19)
Макс.непрерывная прибыль (число выигрышей)464.77 (7)непрерывный убыток (число проигрышей)-228.19 (7)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12020.01.10 16:00sell10.011.040040.000000.00000
22020.01.10 16:00modify10.011.040040.000001.03684
32020.01.14 16:01sell20.021.044550.000000.00000
42020.01.14 16:01modify20.021.044550.000001.03985
52020.01.14 16:01modify10.011.040040.000001.03985
62020.01.16 14:19t/p10.011.039850.000001.039850.026000.02
72020.01.16 14:19t/p20.021.039850.000001.039856.566006.58
82020.01.23 03:00sell30.011.042010.000000.00000
92020.01.23 03:00modify30.011.042010.000001.03881
102020.01.23 14:56t/p30.011.038810.000001.038812.296008.87
112020.02.04 15:00sell40.011.040420.000000.00000
122020.02.04 15:00modify40.011.040420.000001.03722
132020.02.04 21:45t/p40.011.037220.000001.037222.286011.15
142020.02.11 08:00sell50.011.049980.000000.00000
152020.02.11 08:00modify50.011.049980.000001.04678
162020.02.12 01:00t/p50.011.046780.000001.046782.276013.42
172020.02.18 16:00sell60.011.046660.000000.00000
182020.02.18 16:00modify60.011.046660.000001.04346
192020.02.20 01:32t/p60.011.043460.000001.043462.226015.63
202020.04.07 13:00sell70.011.032530.000000.00000
212020.04.07 13:00modify70.011.032530.000001.02933
222020.04.08 04:43t/p70.011.029330.000001.029332.266017.90
232020.04.09 15:00sell80.011.039490.000000.00000
242020.04.09 15:00modify80.011.039490.000001.03629
252020.04.10 08:08sell90.021.044240.000000.00000
262020.04.10 08:08modify90.021.044240.000001.03946
272020.04.10 08:08modify80.011.039490.000001.03946
282020.04.13 15:43sell100.021.048760.000000.00000
292020.04.13 15:43modify100.021.048760.000001.04190
302020.04.13 15:43modify90.021.044240.000001.04190
312020.04.13 15:43modify80.011.039490.000001.04190
322020.04.14 14:49sell110.031.053330.000000.00000
332020.04.14 14:49modify110.031.053330.000001.04499
342020.04.14 14:49modify100.021.048760.000001.04499
352020.04.14 14:49modify90.021.044240.000001.04499
362020.04.14 14:49modify80.011.039490.000001.04499
372020.04.16 13:52sell120.051.057870.000000.00000
382020.04.16 13:52modify120.051.057870.000001.04871
392020.04.16 13:52modify110.031.053330.000001.04871
402020.04.16 13:52modify100.021.048760.000001.04871
412020.04.16 13:52modify90.021.044240.000001.04871
422020.04.16 13:52modify80.011.039490.000001.04871
432020.04.20 21:30t/p80.011.048710.000001.04871-6.756011.15
442020.04.20 21:30t/p90.021.048710.000001.04871-6.686004.47
452020.04.20 21:30t/p100.021.048710.000001.04871-0.196004.28
462020.04.20 21:30t/p110.031.048710.000001.048719.566013.84
472020.04.20 21:30t/p120.051.048710.000001.0487132.506046.34
482020.04.27 13:00sell130.011.065580.000000.00000
492020.04.27 13:00modify130.011.065580.000001.06238
502020.04.27 21:41sell140.021.070100.000000.00000
512020.04.27 21:41modify140.021.070100.000001.06539
522020.04.27 21:41modify130.011.065580.000001.06539
532020.04.28 05:20sell150.021.074640.000000.00000
542020.04.28 05:20modify150.021.074640.000001.06781
552020.04.28 05:20modify140.021.070100.000001.06781
562020.04.28 05:20modify130.011.065580.000001.06781
572020.04.29 01:33t/p130.011.067810.000001.06781-1.646044.70
582020.04.29 01:33t/p140.021.067810.000001.067813.206047.90
592020.04.29 01:33t/p150.021.067810.000001.067819.726057.62
602020.05.07 08:00sell160.011.068000.000000.00000
612020.05.07 08:00modify160.011.068000.000001.06480
622020.05.08 08:24t/p160.011.064800.000001.064802.266059.88
632020.05.13 06:00sell170.011.075440.000000.00000
642020.05.13 06:00modify170.011.075440.000001.07224
652020.05.15 12:18sell180.021.079970.000000.00000
662020.05.15 12:18modify180.021.079970.000001.07526
672020.05.15 12:18modify170.011.075440.000001.07526
682020.05.19 10:13t/p170.011.075260.000001.075260.016059.89
692020.05.19 10:13t/p180.021.075260.000001.075266.666066.55
702020.06.01 04:00sell190.011.077640.000000.00000
712020.06.01 04:00modify190.011.077640.000001.07444
722020.06.02 06:12sell200.021.082160.000000.00000
732020.06.02 06:12modify200.021.082160.000001.07745
742020.06.02 06:12modify190.011.077640.000001.07745
752020.06.02 08:22sell210.021.086700.000000.00000
762020.06.02 08:22modify210.021.086700.000001.07987
772020.06.02 08:22modify200.021.082160.000001.07987
782020.06.02 08:22modify190.011.077640.000001.07987
792020.06.03 08:10t/p190.011.079870.000001.07987-1.646064.91
802020.06.03 08:10t/p200.021.079870.000001.079873.236068.14
812020.06.03 08:10t/p210.021.079870.000001.079879.726077.86
822020.06.16 01:00sell220.011.070650.000000.00000
832020.06.16 01:00modify220.011.070650.000001.06745
842020.06.16 14:53t/p220.011.067450.000001.067452.286080.14
852020.06.24 11:00sell230.011.074550.000000.00000
862020.06.24 11:00modify230.011.074550.000001.07135
872020.06.24 15:37t/p230.011.071350.000001.071352.296082.43
882020.07.13 08:00sell240.011.061630.000000.00000
892020.07.13 08:00modify240.011.061630.000001.05843
902020.07.14 13:24sell250.021.066140.000000.00000
912020.07.14 13:24modify250.021.066140.000001.06144
922020.07.14 13:24modify240.011.061630.000001.06144
932020.07.21 05:58sell260.021.070670.000000.00000
942020.07.21 05:58modify260.021.070670.000001.06385
952020.07.21 05:58modify250.021.066140.000001.06385
962020.07.21 05:58modify240.011.061630.000001.06385
972020.07.21 18:57sell270.031.075180.000000.00000
982020.07.21 18:57modify270.031.075180.000001.06690
992020.07.21 18:57modify260.021.070670.000001.06690
1002020.07.21 18:57modify250.021.066140.000001.06690
1012020.07.21 18:57modify240.011.061630.000001.06690
1022020.07.30 03:59sell280.051.079690.000000.00000
1032020.07.30 03:59modify280.051.079690.000001.07059
1042020.07.30 03:59modify270.031.075180.000001.07059
1052020.07.30 03:59modify260.021.070670.000001.07059
1062020.07.30 03:59modify250.021.066140.000001.07059
1072020.07.30 03:59modify240.011.061630.000001.07059
1082020.08.05 10:37sell290.081.084200.000000.00000
1092020.08.05 10:37modify290.081.084200.000001.07455
1102020.08.05 10:37modify280.051.079690.000001.07455
1112020.08.05 10:37modify270.031.075180.000001.07455
1122020.08.05 10:37modify260.021.070670.000001.07455
1132020.08.05 10:37modify250.021.066140.000001.07455
1142020.08.05 10:37modify240.011.061630.000001.07455
1152020.08.11 09:28sell300.111.088760.000000.00000
1162020.08.11 09:28modify300.111.088760.000001.07834
1172020.08.11 09:28modify290.081.084200.000001.07834
1182020.08.11 09:28modify280.051.079690.000001.07834
1192020.08.11 09:28modify270.031.075180.000001.07834
1202020.08.11 09:28modify260.021.070670.000001.07834
1212020.08.11 09:28modify250.021.066140.000001.07834
1222020.08.11 09:28modify240.011.061630.000001.07834
1232020.08.14 03:29sell310.171.093270.000000.00000
1242020.08.14 03:29modify310.171.093270.000001.08241
1252020.08.14 03:29modify300.111.088760.000001.08241
1262020.08.14 03:29modify290.081.084200.000001.08241
1272020.08.14 03:29modify280.051.079690.000001.08241
1282020.08.14 03:29modify270.031.075180.000001.08241
1292020.08.14 03:29modify260.021.070670.000001.08241
1302020.08.14 03:29modify250.021.066140.000001.08241
1312020.08.14 03:29modify240.011.061630.000001.08241
1322020.08.16 23:04sell320.261.097790.000000.00000
1332020.08.16 23:04modify320.261.097790.000001.08663
1342020.08.16 23:04modify310.171.093270.000001.08663
1352020.08.16 23:04modify300.111.088760.000001.08663
1362020.08.16 23:04modify290.081.084200.000001.08663
1372020.08.16 23:04modify280.051.079690.000001.08663
1382020.08.16 23:04modify270.031.075180.000001.08663
1392020.08.16 23:04modify260.021.070670.000001.08663
1402020.08.16 23:04modify250.021.066140.000001.08663
1412020.08.16 23:04modify240.011.061630.000001.08663
1422020.08.17 12:09sell330.381.102300.000000.00000
1432020.08.17 12:09modify330.381.102300.000001.09082
1442020.08.17 12:09modify320.261.097790.000001.09082
1452020.08.17 12:09modify310.171.093270.000001.09082
1462020.08.17 12:09modify300.111.088760.000001.09082
1472020.08.17 12:09modify290.081.084200.000001.09082
1482020.08.17 12:09modify280.051.079690.000001.09082
1492020.08.17 12:09modify270.031.075180.000001.09082
1502020.08.17 12:09modify260.021.070670.000001.09082
1512020.08.17 12:09modify250.021.066140.000001.09082
1522020.08.17 12:09modify240.011.061630.000001.09082
1532020.08.27 01:03t/p240.011.090820.000001.09082-21.726060.71
1542020.08.27 01:03t/p250.021.090820.000001.09082-36.956023.76
1552020.08.27 01:03t/p260.021.090820.000001.09082-30.235993.53
1562020.08.27 01:03t/p270.031.090820.000001.09082-35.685957.85
1572020.08.27 01:03t/p280.051.090820.000001.09082-42.345915.51
1582020.08.27 01:03t/p290.081.090820.000001.09082-41.395874.12
1592020.08.27 01:03t/p300.111.090820.000001.09082-19.885854.24
1602020.08.27 01:03t/p310.171.090820.000001.0908225.595879.83
1612020.08.27 01:03t/p320.261.090820.000001.09082123.036002.86
1622020.08.27 01:03t/p330.381.090820.000001.09082302.866305.73
1632020.10.07 20:00sell340.011.084840.000000.00000
1642020.10.07 20:00modify340.011.084840.000001.08164
1652020.10.08 14:07sell350.021.089350.000000.00000
1662020.10.08 14:07modify350.021.089350.000001.08465
1672020.10.08 14:07modify340.011.084840.000001.08465
1682020.10.11 21:00t/p340.011.084650.000001.084650.076305.79
1692020.10.11 21:00t/p350.021.084650.000001.084656.676312.47
1702020.11.03 13:00sell360.011.068450.000000.00000
1712020.11.03 13:00modify360.011.068450.000001.06525
1722020.11.04 12:55sell370.021.072950.000000.00000
1732020.11.04 12:55modify370.021.072950.000001.06825
1742020.11.04 12:55modify360.011.068450.000001.06825
1752020.11.09 18:15t/p360.011.068250.000001.068250.036312.49
1762020.11.09 18:15t/p370.021.068250.000001.068256.516319.01
1772020.12.02 21:00sell380.011.048680.000000.00000
1782020.12.02 21:00modify380.011.048680.000001.04548
1792020.12.04 09:08sell390.021.053190.000000.00000
1802020.12.04 09:08modify390.021.053190.000001.04849
1812020.12.04 09:08modify380.011.048680.000001.04849
1822020.12.09 13:49sell400.021.057710.000000.00000
1832020.12.09 13:49modify400.021.057710.000001.05090
1842020.12.09 13:49modify390.021.053190.000001.05090
1852020.12.09 13:49modify380.011.048680.000001.05090
1862020.12.10 02:09sell410.031.062210.000000.00000
1872020.12.10 02:09modify410.031.062210.000001.05394
1882020.12.10 02:09modify400.021.057710.000001.05394
1892020.12.10 02:09modify390.021.053190.000001.05394
1902020.12.10 02:09modify380.011.048680.000001.05394
1912020.12.15 17:59sell420.051.066720.000000.00000
1922020.12.15 17:59modify420.051.066720.000001.05762
1932020.12.15 17:59modify410.031.062210.000001.05762
1942020.12.15 17:59modify400.021.057710.000001.05762
1952020.12.15 17:59modify390.021.053190.000001.05762
1962020.12.15 17:59modify380.011.048680.000001.05762
1972020.12.22 04:17sell430.081.071240.000000.00000
1982020.12.22 04:17modify430.081.071240.000001.06159
1992020.12.22 04:17modify420.051.066720.000001.06159
2002020.12.22 04:17modify410.031.062210.000001.06159
2012020.12.22 04:17modify400.021.057710.000001.06159
2022020.12.22 04:17modify390.021.053190.000001.06159
2032020.12.22 04:17modify380.011.048680.000001.06159
2042021.01.12 08:33sell440.111.075750.000000.00000
2052021.01.12 08:33modify440.111.075750.000001.06536
2062021.01.12 08:33modify430.081.071240.000001.06536
2072021.01.12 08:33modify420.051.066720.000001.06536
2082021.01.12 08:33modify410.031.062210.000001.06536
2092021.01.12 08:33modify400.021.057710.000001.06536
2102021.01.12 08:33modify390.021.053190.000001.06536
2112021.01.12 08:33modify380.011.048680.000001.06536
2122021.01.15 21:03sell450.171.080260.000000.00000
2132021.01.15 21:03modify450.171.080260.000001.06942
2142021.01.15 21:03modify440.111.075750.000001.06942
2152021.01.15 21:03modify430.081.071240.000001.06942
2162021.01.15 21:03modify420.051.066720.000001.06942
2172021.01.15 21:03modify410.031.062210.000001.06942
2182021.01.15 21:03modify400.021.057710.000001.06942
2192021.01.15 21:03modify390.021.053190.000001.06942
2202021.01.15 21:03modify380.011.048680.000001.06942
2212021.01.26 09:55t/p380.011.069420.000001.06942-15.836303.18
2222021.01.26 09:55t/p390.021.069420.000001.06942-25.086278.10
2232021.01.26 09:55t/p400.021.069420.000001.06942-18.526259.58
2242021.01.26 09:55t/p410.031.069420.000001.06942-17.976241.61
2252021.01.26 09:55t/p420.051.069420.000001.06942-13.566228.05
2262021.01.26 09:55t/p430.081.069420.000001.069425.156233.20
2272021.01.26 09:55t/p440.111.069420.000001.0694246.826280.02
2282021.01.26 09:55t/p450.171.069420.000001.06942128.686408.69
2292021.02.10 08:00sell460.011.070310.000000.00000
2302021.02.10 08:00modify460.011.070310.000001.06711
2312021.02.12 10:03sell470.021.074830.000000.00000
2322021.02.12 10:03modify470.021.074830.000001.07012
2332021.02.12 10:03modify460.011.070310.000001.07012
2342021.02.17 14:58sell480.021.079350.000000.00000
2352021.02.17 14:58modify480.021.079350.000001.07253
2362021.02.17 14:58modify470.021.074830.000001.07253
2372021.02.17 14:58modify460.011.070310.000001.07253
2382021.02.19 21:59close at stop480.021.078660.000001.072530.836409.52
2392021.02.19 21:59close at stop470.021.078660.000001.07253-5.736403.79
2402021.02.19 21:59close at stop460.011.078660.000001.07253-6.176397.63