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

СимволEURGBP (Euro vs Great Britain Pound )
Период1 Час (H1) 2015.01.01 22:00 - 2021.02.05 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_EURGBP(b)-H1 (900)"; 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=11501; AddComment="EURGBPb"; ReflectSellSettingsToBuy=false; filters_part_1_43_R314="Фильтры спрэда и одновременно торгуемых пар и валют"; MaxSpread=2; 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=15; 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=13; 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=3000; 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=26; sell_tp_settings_1_43_R314="SELL сетки: настройки TP (чистая прибыль) ==> [уровень_БУ]+ТР"; S_TakeProffitType=0; S_TakeProffit=18; 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=16; 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=6000; 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=26; buy_tp_settings_1_43_R314="BUY сетки: настройки TP (прибыль) ==> [уровень_БУ]+ТР"; B_TakeProffitType=0; B_TakeProffit=24; 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=14; RsiLevel=20; RsiTimeframeNext=5; RsiPeriodNext=14; RsiLevelNext=20; CciTimeframe=60; CciPeriod=22; 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"; IntraDay1EndHour=0;
Баров в истории37988Смоделировано тиков90936655Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит6000.00Спред20
Чистая прибыль466.76Общая прибыль515.96Общий убыток-49.20
Прибыльность10.49Матожидание выигрыша6.76
Абсолютная просадка14.55Максимальная просадка267.53 (4.22%)Относительная просадка4.22% (267.53)
Всего сделок69Короткие позиции (% выигравших)0 (0.00%)Длинные позиции (% выигравших)69 (85.51%)
Прибыльные сделки (% от всех)59 (85.51%)Убыточные сделки (% от всех)10 (14.49%)
Самая большаяприбыльная сделка119.45убыточная сделка-14.09
Средняяприбыльная сделка8.75убыточная сделка-4.92
Максимальное количествонепрерывных выигрышей (прибыль)20 (111.24)непрерывных проигрышей (убыток)5 (-41.05)
Макс.непрерывная прибыль (число выигрышей)197.90 (6)непрерывный убыток (число проигрышей)-41.05 (5)
Среднийнепрерывный выигрыш10непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12020.01.16 18:00buy10.010.851810.000000.00000
22020.01.16 18:00modify10.010.851810.000000.85421
32020.01.17 09:12buy20.020.850200.000000.00000
42020.01.17 09:12modify20.020.850200.000000.85314
52020.01.17 09:12modify10.010.851810.000000.85314
62020.01.17 09:37t/p10.010.853140.000000.853141.786001.78
72020.01.17 09:37t/p20.020.853140.000000.853148.116009.89
82020.01.22 17:00buy30.010.844100.000000.00000
92020.01.22 17:00modify30.010.844100.000000.84650
102020.01.23 15:56buy40.020.842490.000000.00000
112020.01.23 15:56modify40.020.842490.000000.84543
122020.01.23 15:56modify30.010.844100.000000.84543
132020.01.24 08:59buy50.020.840870.000000.00000
142020.01.24 08:59modify50.020.840870.000000.84456
152020.01.24 08:59modify40.020.842490.000000.84456
162020.01.24 08:59modify30.010.844100.000000.84456
172020.01.27 02:04t/p30.010.844560.000000.844560.316010.19
182020.01.27 02:04t/p40.020.844560.000000.844565.456015.64
192020.01.27 02:04t/p50.020.844560.000000.8445610.056025.69
202020.02.13 17:00buy60.010.831460.000000.00000
212020.02.13 17:00modify60.010.831460.000000.83386
222020.02.14 13:32t/p60.010.833860.000000.833863.256028.94
232020.04.08 18:00buy70.010.876370.000000.00000
242020.04.08 18:00modify70.010.876370.000000.87877
252020.04.09 10:31buy80.020.874750.000000.00000
262020.04.09 10:31modify80.020.874750.000000.87769
272020.04.09 10:31modify70.010.876370.000000.87769
282020.04.09 10:55buy90.020.873130.000000.00000
292020.04.09 10:55modify90.020.873130.000000.87683
302020.04.09 10:55modify80.020.874750.000000.87683
312020.04.09 10:55modify70.010.876370.000000.87683
322020.04.09 13:01t/p70.010.876830.000000.876830.446029.37
332020.04.09 13:01t/p80.020.876830.000000.876835.746035.11
342020.04.09 13:01t/p90.020.876830.000000.8768310.216045.32
352020.04.23 11:00buy100.010.872580.000000.00000
362020.04.23 11:00modify100.010.872580.000000.87498
372020.04.23 16:29t/p100.010.874980.000000.874983.316048.63
382020.05.05 13:00buy110.010.870630.000000.00000
392020.05.05 13:00modify110.010.870630.000000.87303
402020.05.06 08:34t/p110.010.873030.000000.873033.256051.88
412020.06.01 21:00buy120.010.890930.000000.00000
422020.06.01 21:00modify120.010.890930.000000.89333
432020.06.02 00:40buy130.020.889330.000000.00000
442020.06.02 00:40modify130.020.889330.000000.89226
452020.06.02 00:40modify120.010.890930.000000.89226
462020.06.02 06:40buy140.020.887680.000000.00000
472020.06.02 06:40modify140.020.887680.000000.89139
482020.06.02 06:40modify130.020.889330.000000.89139
492020.06.02 06:40modify120.010.890930.000000.89139
502020.06.02 12:05t/p120.010.891390.000000.891390.576052.44
512020.06.02 12:05t/p130.020.891390.000000.891395.686058.12
522020.06.02 12:05t/p140.020.891390.000000.8913910.246068.36
532020.06.05 16:00buy150.010.889610.000000.00000
542020.06.05 16:00modify150.010.889610.000000.89201
552020.06.08 10:18t/p150.010.892010.000000.892013.256071.61
562020.06.30 20:00buy160.010.906890.000000.00000
572020.06.30 20:00modify160.010.906890.000000.90929
582020.07.01 09:29buy170.020.905280.000000.00000
592020.07.01 09:29modify170.020.905280.000000.90822
602020.07.01 09:29modify160.010.906890.000000.90822
612020.07.01 10:13buy180.020.903680.000000.00000
622020.07.01 10:13modify180.020.903680.000000.90736
632020.07.01 10:13modify170.020.905280.000000.90736
642020.07.01 10:13modify160.010.906890.000000.90736
652020.07.01 16:14buy190.030.902060.000000.00000
662020.07.01 16:14modify190.030.902060.000000.90627
672020.07.01 16:14modify180.020.903680.000000.90627
682020.07.01 16:14modify170.020.905280.000000.90627
692020.07.01 16:14modify160.010.906890.000000.90627
702020.07.02 14:39buy200.050.900460.000000.00000
712020.07.02 14:39modify200.050.900460.000000.90496
722020.07.02 14:39modify190.030.902060.000000.90496
732020.07.02 14:39modify180.020.903680.000000.90496
742020.07.02 14:39modify170.020.905280.000000.90496
752020.07.02 14:39modify160.010.906890.000000.90496
762020.07.06 07:58t/p160.010.904960.000000.90496-3.056068.56
772020.07.06 07:58t/p170.020.904960.000000.90496-1.546067.02
782020.07.06 07:58t/p180.020.904960.000000.904962.886069.90
792020.07.06 07:58t/p190.030.904960.000000.9049611.036080.93
802020.07.06 07:58t/p200.050.904960.000000.9049630.396111.32
812020.07.07 16:00buy210.010.898900.000000.00000
822020.07.07 16:00modify210.010.898900.000000.90130
832020.07.09 07:31buy220.020.897300.000000.00000
842020.07.09 07:31modify220.020.897300.000000.90023
852020.07.09 07:31modify210.010.898900.000000.90023
862020.07.09 09:38buy230.020.895700.000000.00000
872020.07.09 09:38modify230.020.895700.000000.89938
882020.07.09 09:38modify220.020.897300.000000.89938
892020.07.09 09:38modify210.010.898900.000000.89938
902020.07.10 13:39buy240.030.894090.000000.00000
912020.07.10 13:39modify240.030.894090.000000.89830
922020.07.10 13:39modify230.020.895700.000000.89830
932020.07.10 13:39modify220.020.897300.000000.89830
942020.07.10 13:39modify210.010.898900.000000.89830
952020.07.13 09:36t/p210.010.898300.000000.89830-1.226110.10
962020.07.13 09:36t/p220.020.898300.000000.898302.506112.60
972020.07.13 09:36t/p230.020.898300.000000.898306.926119.52
982020.07.13 09:36t/p240.030.898300.000000.8983017.246136.76
992020.07.20 15:00buy250.010.904760.000000.00000
1002020.07.20 15:00modify250.010.904760.000000.90716
1012020.07.21 04:57buy260.020.903150.000000.00000
1022020.07.21 04:57modify260.020.903150.000000.90609
1032020.07.21 04:57modify250.010.904760.000000.90609
1042020.07.21 06:55buy270.020.901550.000000.00000
1052020.07.21 06:55modify270.020.901550.000000.90523
1062020.07.21 06:55modify260.020.903150.000000.90523
1072020.07.21 06:55modify250.010.904760.000000.90523
1082020.07.21 20:53t/p250.010.905230.000000.905230.596137.34
1092020.07.21 20:53t/p260.020.905230.000000.905235.746143.08
1102020.07.21 20:53t/p270.020.905230.000000.9052310.166153.24
1112020.07.28 16:00buy280.010.906200.000000.00000
1122020.07.28 16:00modify280.010.906200.000000.90860
1132020.07.29 06:47t/p280.010.908600.000000.908603.256156.49
1142020.08.20 20:00buy290.010.897270.000000.00000
1152020.08.20 20:00modify290.010.897270.000000.89967
1162020.08.21 07:20buy300.020.895670.000000.00000
1172020.08.21 07:20modify300.020.895670.000000.89860
1182020.08.21 07:20modify290.010.897270.000000.89860
1192020.08.21 12:36t/p290.010.898600.000000.898601.776158.25
1202020.08.21 12:36t/p300.020.898600.000000.898608.086166.33
1212020.08.26 16:00buy310.010.896080.000000.00000
1222020.08.26 16:00modify310.010.896080.000000.89848
1232020.08.27 13:47buy320.020.894480.000000.00000
1242020.08.27 13:47modify320.020.894480.000000.89741
1252020.08.27 13:47modify310.010.896080.000000.89741
1262020.08.28 08:28t/p310.010.897410.000000.897411.576167.90
1272020.08.28 08:28t/p320.020.897410.000000.897417.956175.85
1282020.09.01 13:00buy330.010.890290.000000.00000
1292020.09.01 13:00modify330.010.890290.000000.89269
1302020.09.02 08:46buy340.020.888680.000000.00000
1312020.09.02 08:46modify340.020.888680.000000.89162
1322020.09.02 08:46modify330.010.890290.000000.89162
1332020.09.03 04:14buy350.020.887050.000000.00000
1342020.09.03 04:14modify350.020.887050.000000.89075
1352020.09.03 04:14modify340.020.888680.000000.89075
1362020.09.03 04:14modify330.010.890290.000000.89075
1372020.09.03 10:32t/p330.010.890750.000000.890750.376176.22
1382020.09.03 10:32t/p340.020.890750.000000.890755.326181.54
1392020.09.03 10:32t/p350.020.890750.000000.8907510.206191.74
1402020.09.16 16:00buy360.010.911920.000000.00000
1412020.09.16 16:00modify360.010.911920.000000.91432
1422020.09.17 00:16buy370.020.910290.000000.00000
1432020.09.17 00:16modify370.020.910290.000000.91323
1442020.09.17 00:16modify360.010.911920.000000.91323
1452020.09.17 06:46buy380.020.908650.000000.00000
1462020.09.17 06:46modify380.020.908650.000000.91236
1472020.09.17 06:46modify370.020.910290.000000.91236
1482020.09.17 06:46modify360.010.911920.000000.91236
1492020.09.17 11:04t/p360.010.912360.000000.912360.416192.15
1502020.09.17 11:04t/p370.020.912360.000000.912365.716197.86
1512020.09.17 11:04t/p380.020.912360.000000.9123610.246208.10
1522020.09.28 12:00buy390.010.904820.000000.00000
1532020.09.28 12:00modify390.010.904820.000000.90722
1542020.09.28 12:39t/p390.010.907220.000000.907223.316211.41
1552020.09.28 12:39buy400.010.907420.000000.00000
1562020.09.28 12:39modify400.010.907420.000000.90982
1572020.09.28 13:46buy410.020.905820.000000.00000
1582020.09.28 13:46modify410.020.905820.000000.90875
1592020.09.28 13:46modify400.010.907420.000000.90875
1602020.09.28 18:59t/p400.010.908750.000000.908751.846213.25
1612020.09.28 18:59t/p410.020.908750.000000.908758.096221.34
1622020.10.21 12:00buy420.010.907630.000000.00000
1632020.10.21 12:00modify420.010.907630.000000.91003
1642020.10.21 12:55buy430.020.906020.000000.00000
1652020.10.21 12:55modify430.020.906020.000000.90896
1662020.10.21 12:55modify420.010.907630.000000.90896
1672020.10.21 13:56buy440.020.904250.000000.00000
1682020.10.21 13:56modify440.020.904250.000000.90803
1692020.10.21 13:56modify430.020.906020.000000.90803
1702020.10.21 13:56modify420.010.907630.000000.90803
1712020.10.21 14:42buy450.030.902640.000000.00000
1722020.10.21 14:42modify450.030.902640.000000.90691
1732020.10.21 14:42modify440.020.904250.000000.90691
1742020.10.21 14:42modify430.020.906020.000000.90691
1752020.10.21 14:42modify420.010.907630.000000.90691
1762020.10.23 11:33t/p420.010.906910.000000.90691-1.256220.09
1772020.10.23 11:33t/p430.020.906910.000000.906911.936222.02
1782020.10.23 11:33t/p440.020.906910.000000.906916.826228.84
1792020.10.23 11:33t/p450.030.906910.000000.9069116.896245.73
1802020.11.10 12:00buy460.010.890040.000000.00000
1812020.11.10 12:00modify460.010.890040.000000.89244
1822020.11.10 13:48t/p460.010.892440.000000.892443.316249.04
1832020.11.10 13:48buy470.010.892640.000000.00000
1842020.11.10 13:48modify470.010.892640.000000.89504
1852020.11.10 14:50buy480.020.891040.000000.00000
1862020.11.10 14:50modify480.020.891040.000000.89397
1872020.11.10 14:50modify470.010.892640.000000.89397
1882020.11.11 08:00buy490.020.889420.000000.00000
1892020.11.11 08:00modify490.020.889420.000000.89311
1902020.11.11 08:00modify480.020.891040.000000.89311
1912020.11.11 08:00modify470.010.892640.000000.89311
1922020.11.11 08:14buy500.030.887820.000000.00000
1932020.11.11 08:14modify500.030.887820.000000.89203
1942020.11.11 08:14modify490.020.889420.000000.89203
1952020.11.11 08:14modify480.020.891040.000000.89203
1962020.11.11 08:14modify470.010.892640.000000.89203
1972020.11.12 06:38t/p470.010.892030.000000.89203-1.106247.95
1982020.11.12 06:38t/p480.020.892030.000000.892032.226250.17
1992020.11.12 06:38t/p490.020.892030.000000.892036.826256.99
2002020.11.12 06:38t/p500.030.892030.000000.8920316.846273.82
2012020.11.23 10:00buy510.010.888860.000000.00000
2022020.11.23 10:00modify510.010.888860.000000.89126
2032020.11.23 11:20t/p510.010.891260.000000.891263.316277.13
2042020.12.09 13:00buy520.010.900360.000000.00000
2052020.12.09 13:00modify520.010.900360.000000.90276
2062020.12.09 13:24buy530.020.898750.000000.00000
2072020.12.09 13:24modify530.020.898750.000000.90169
2082020.12.09 13:24modify520.010.900360.000000.90169
2092020.12.09 14:07t/p520.010.901690.000000.901691.846278.97
2102020.12.09 14:07t/p530.020.901690.000000.901698.126287.09
2112020.12.09 14:07buy540.010.901900.000000.00000
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2212020.12.31 18:00buy570.010.895720.000000.00000
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2352021.01.13 08:26modify600.020.893190.000000.89526
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2482021.01.20 09:02buy640.080.886740.000000.00000
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2552021.01.20 10:06buy650.110.885140.000000.00000
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