Strategy Tester Report
fishingbot_v2_11
(Build 432)

СимволEURAUD (Euro vs Australian Dollar)
Период4 Часа (H4) 2011.12.06 00:00 - 2013.12.05 23:59 (2012.01.02 - 2013.12.05)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыpausa_="Задержка инициализации"; pausa=10000; lotst_="Параметры расчета лота (Использование ММ)"; typelot=1; Lot=0.01; risk=10; rpip=1000; MeansType=3; posa_="Параметры открытия поз"; glopenpos=false; maxkolorder=3; dopkoeflot=1; martin_="Использование увеличения лота при, если последняя закрытая поза с убытком"; usemartin=true; martinkoef=2; mmaxlot=100; prmaxlot=false; noopen1_="Запрет на открытие поз при наличии поз в другую сторону"; noopenbuy=false; noopensell=false; reversopen_="Реверсивное открытие поз"; reversopen=false; otst_="Отступ"; delta=50; stops_="Стопы"; TP=1500; SL=500; inverse_="Противоположные позиции"; closeinversebuy=false; closeinversesell=false; noopen_="Неотработка первых ордеров"; noopenfirstbuy=false; noopenfirstsell=false; slugeb_="Служебное"; slip=30; MaxAttempts=5; MAGIC=123; UseSound=false; SoundError="alert.wav"; SoundSuccess="ok.wav"; Usecurrtime=true; tral="Параметры трала"; useTS=false; typets=1; tral1="Обычный трал с шагом КимIV"; TSProfitOnly=true; TStop.Buy=300; TStop.Sell=300; TStop.All=300; TrailingStep=30; tral2="Трал по ATR"; iAtr_timeframe=0; iAtr1_period=5; iAtr1_shift=1; iAtr2_period=21; iAtr2_shift=1; dCoeff=1; iAtrstep=30; bTrlinloss=false; tral3="Трал по фракталам"; iTmfrm=0; iIndent=3; bTrlinloss1=false; tral4="Трал по MA"; giMATmFrme=0; giMAPeriod=21; giMAShift=0; giMAMethod=1; giApplPrice=0; giShift=1; giIndent=30; giMAstep=30; bTrlMAinloss=false; usebu_="Параметры безубытка"; useBU=true; LevelProfit=900; LevelWLoss=700; useexitma_="Параметры выхода по МА"; useexitma=false; usecurrma=false; madelta=0; useexitma1_="Параметры быстрой МА"; ma1tf=0; ma1per=2; ma1shif=0; ma1met=0; ma1price=0; useexitma2_="Параметры медленной МА"; ma2per=2; ma2shif=0; ma2met=0; ma2price=1; useexitcci_="Параметры выхода по CCI"; useexitcci=false; ccitf=0; cciper=2; cciprice=0; useHL_="Определение пробития линии"; useHL=3; pline_="Параметры линий"; lineupw=2; lineupc=Blue; linednw=2; linednc=Red; filtr_="Параметры фильтра открытия поз по МА"; glfiltr=true; gntypefiltr=2; glcloserev=false; filtr1_="Для быстрой МА или когда одна МА"; gnmatf=0; gnmaper=6; gnmashif=0; gnmamet=1; gnmaprice=0; gnmadelta=0; filtr2_="Для медленной МА когда две МА"; gnma2tf=0; gnma2per=24; gnma2shif=0; gnma2met=1; gnma2price=0; filtr3_="Фильтр по BetterVolume"; glusebv=false; NumberOfBars=500; Note=""; MAPeriod=100; LookBack=20; filtr4_="Фильтр по i_Alex_Activity_v02_light"; gl4usef4=false; gl4BARS_Period=3; gl4Levels=50; gl4nbarswait=3; filtr5_="Фильтр по !EntropyMathMCD"; gl5usef5=false; gl5numbars=14; gl5SignalSMA=5; gl5Levels=0.0001; gl5nbarswait=3; nobreak_="Защита от переползания линии ценой"; nobreak1_="Работает только при открытии по закрытию!!!"; gldeltaclose=0; glnobreak=false; glclosenobreakrev=false; ptime_="время работы"; tiuse=false; tbeg="00:00"; tend="23:59"; noopensleepbuy=true; noopensleepsell=true; usewinlot=false; FontColor=Silver; note3="Font Size"; FontSize=9; note4="Font Type"; FontType="Calibri"; note5="Display the price in what corner?"; note6="Upper left=0; Upper right=1"; note7="Lower left=2; Lower right=3"; WhatCorner=2; Win=0; xx=5; yy=5; usewin1=true; FontColor1=Silver; note8="Font Size"; FontSize1=9; note9="Font Type"; FontType1="Calibri"; note10="Display the price in what corner?"; note11="Upper left=0; Upper right=1"; note12="Lower left=2; Lower right=3"; WhatCorner1=0; Win1=0; xx1=5; yy1=35; test_="Для тестера"; usetest=true; gltypeind=2; ind1_="Параметры для fishingind 2.03"; glotstup1=50; glkolshow1=50; ind2_="Параметры для fishingZZ"; glExtDepth1=12; glExtDeviation=5; glExtBackstep=3; glotstup2=50; glshowrline=false; ind3_="Параметры для fishingind 2.04"; glotstup3=50; glkolshow3=500; gllinealways3=true;
Баров в истории3234Смоделировано тиков52873296Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль1913.26Общая прибыль3157.69Общий убыток-1244.43
Прибыльность2.54Матожидание выигрыша13.97
Абсолютная просадка191.31Максимальная просадка389.47 (20.82%)Относительная просадка21.77% (224.99)
Всего сделок137Короткие позиции (% выигравших)62 (35.48%)Длинные позиции (% выигравших)75 (45.33%)
Прибыльные сделки (% от всех)56 (40.88%)Убыточные сделки (% от всех)81 (59.12%)
Самая большаяприбыльная сделка919.27убыточная сделка-153.21
Средняяприбыльная сделка56.39убыточная сделка-15.36
Максимальное количествонепрерывных выигрышей (прибыль)6 (62.19)непрерывных проигрышей (убыток)6 (-301.62)
Максимальнаянепрерывная прибыль (число выигрышей)919.27 (1)непрерывный убыток (число проигрышей)-301.62 (6)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.01.03 02:00sell10.011.261840.000000.00000
22012.01.03 02:00modify10.011.261841.266841.24684
32012.01.04 16:07modify10.011.261841.254841.24684
42012.01.05 15:17t/p10.011.246841.254841.2468414.361014.36
52012.01.10 06:00sell20.011.239970.000000.00000
62012.01.10 06:00modify20.011.239971.244971.22497
72012.01.12 13:39modify20.011.239971.232971.22497
82012.01.12 15:46s/l20.011.232971.232971.224976.701021.06
92012.01.19 06:00buy30.011.237760.000000.00000
102012.01.19 06:00modify30.011.237761.232761.25276
112012.01.23 00:00s/l30.011.232761.232761.25276-4.791016.27
122012.01.24 06:00buy40.021.238730.000000.00000
132012.01.24 06:00modify40.021.238731.233731.25373
142012.01.25 02:30modify40.021.238731.245731.25373
152012.01.25 02:30s/l40.021.245731.245731.2537313.391029.66
162012.01.25 22:00buy50.011.235630.000000.00000
172012.01.25 22:00modify50.011.235631.230631.25063
182012.01.27 10:50s/l50.011.230631.230631.25063-4.781024.88
192012.01.30 06:00buy60.021.243920.000000.00000
202012.01.30 06:00modify60.021.243921.238921.25892
212012.01.30 18:15s/l60.021.238921.238921.25892-9.571015.31
222012.02.03 18:00sell70.041.217920.000000.00000
232012.02.03 18:00modify70.041.217921.222921.20292
242012.02.06 18:58s/l70.041.222921.222921.20292-19.16996.15
252012.02.07 06:00sell80.081.214420.000000.00000
262012.02.07 06:00modify80.081.214421.219421.19942
272012.02.07 15:39s/l80.081.219421.219421.19942-38.30957.85
282012.02.10 06:00buy90.161.237210.000000.00000
292012.02.10 06:00modify90.161.237211.232211.25221
302012.02.13 10:52s/l90.161.232211.232211.25221-76.54881.31
312012.02.15 02:00sell100.321.226850.000000.00000
322012.02.15 02:00modify100.321.226851.231851.21185
332012.02.15 15:42modify100.321.226851.219851.21185
342012.02.15 16:39s/l100.321.219851.219851.21185214.491095.80
352012.02.20 18:00buy110.011.231530.000000.00000
362012.02.20 18:00modify110.011.231531.226531.24653
372012.02.21 11:29modify110.011.231531.238531.24653
382012.02.21 13:46s/l110.011.238531.238531.246536.691102.49
392012.02.23 02:00buy120.011.246700.000000.00000
402012.02.23 02:00modify120.011.246701.241701.26170
412012.02.23 15:30s/l120.011.241701.241701.26170-4.781097.71
422012.02.24 18:00buy130.021.257400.000000.00000
432012.02.24 18:00modify130.021.257401.252401.27240
442012.02.27 15:45s/l130.021.252401.252401.27240-9.561088.15
452012.03.01 18:00sell140.041.234990.000000.00000
462012.03.01 18:00modify140.041.234991.239991.21999
472012.03.05 17:47s/l140.041.239991.239991.21999-19.151069.00
482012.03.06 06:00buy150.081.242460.000000.00000
492012.03.06 06:00modify150.081.242461.237461.25746
502012.03.08 17:59modify150.081.242461.249461.25746
512012.03.08 18:29s/l150.081.249461.249461.2574653.581122.58
522012.03.09 18:00sell160.011.235250.000000.00000
532012.03.09 18:00modify160.011.235251.240251.22025
542012.03.09 21:57s/l160.011.240251.240251.22025-4.791117.79
552012.03.12 10:00buy170.021.244450.000000.00000
562012.03.12 10:00modify170.021.244451.239451.25945
572012.03.12 18:30modify170.021.244451.251451.25945
582012.03.12 22:03s/l170.021.251451.251451.2594513.391131.18
592012.03.19 10:00sell180.011.241220.000000.00000
602012.03.19 10:00modify180.011.241221.246221.22622
612012.03.19 16:44s/l180.011.246221.246221.22622-4.781126.40
622012.03.19 18:00buy190.021.248460.000000.00000
632012.03.19 18:00modify190.021.248461.243461.26346
642012.03.20 11:24modify190.021.248461.255461.26346
652012.03.21 01:17t/p190.021.263461.255461.2634628.701155.10
662012.03.21 14:00buy200.011.264510.000000.00000
672012.03.21 14:00modify200.011.264511.259511.27951
682012.03.22 05:08modify200.011.264511.271511.27951
692012.03.22 05:33s/l200.011.271511.271511.279516.701161.80
702012.03.22 06:00buy210.011.273350.000000.00000
712012.03.22 06:00modify210.011.273351.268351.28835
722012.03.22 10:30s/l210.011.268351.268351.28835-4.791157.01
732012.03.27 02:00buy220.021.269460.000000.00000
742012.03.27 02:00modify220.021.269461.264461.28446
752012.03.28 06:35modify220.021.269461.276461.28446
762012.03.29 03:51t/p220.021.284461.276461.2844628.701185.71
772012.03.29 06:00buy230.011.286000.000000.00000
782012.03.29 06:00modify230.011.286001.281001.30100
792012.03.29 15:41s/l230.011.281001.281001.30100-4.781180.93
802012.03.30 18:00buy240.021.285420.000000.00000
812012.03.30 18:00modify240.021.285421.280421.30042
822012.04.02 00:00s/l240.021.280421.280421.30042-9.571171.36
832012.04.02 00:00buy250.041.278450.000000.00000
842012.04.02 00:00modify250.041.278451.273451.29345
852012.04.03 21:02modify250.041.278451.285451.29345
862012.04.03 21:11s/l250.041.285451.285451.2934526.791198.15
872012.04.05 10:00sell260.011.275750.000000.00000
882012.04.05 10:00modify260.011.275751.280751.26075
892012.04.05 18:08modify260.011.275751.268751.26075
902012.04.05 20:57s/l260.011.268751.268751.260756.701204.85
912012.04.06 14:00sell270.011.266090.000000.00000
922012.04.06 14:00modify270.011.266091.271091.25109
932012.04.06 15:30s/l270.011.271091.271091.25109-4.791200.06
942012.04.09 18:00sell280.021.267140.000000.00000
952012.04.09 18:00modify280.021.267141.272141.25214
962012.04.09 20:05s/l280.021.272141.272141.25214-9.581190.48
972012.04.11 02:00buy290.041.277740.000000.00000
982012.04.11 02:00modify290.041.277741.272741.29274
992012.04.11 06:49s/l290.041.272741.272741.29274-19.141171.34
1002012.04.12 06:00sell300.081.265720.000000.00000
1012012.04.12 06:00modify300.081.265721.270721.25072
1022012.04.17 08:10s/l300.081.270721.270721.25072-38.311133.03
1032012.04.19 18:00buy310.161.271240.000000.00000
1042012.04.19 18:00modify310.161.271241.266241.28624
1052012.04.24 04:30modify310.161.271241.278241.28624
1062012.04.24 15:14s/l310.161.278241.278241.28624107.151240.18
1072012.04.27 14:00sell320.011.269290.000000.00000
1082012.04.27 14:00modify320.011.269291.274291.25429
1092012.05.01 07:30s/l320.011.274291.274291.25429-4.791235.39
1102012.05.02 10:00buy330.021.279500.000000.00000
1112012.05.02 10:00modify330.021.279501.274501.29450
1122012.05.02 11:18s/l330.021.274501.274501.29450-9.571225.82
1132012.05.03 18:00buy340.041.280830.000000.00000
1142012.05.03 18:00modify340.041.280831.275831.29583
1152012.05.04 16:32modify340.041.280831.287831.29583
1162012.05.04 17:45s/l340.041.287831.287831.2958326.791252.61
1172012.05.04 18:00buy350.011.286580.000000.00000
1182012.05.04 18:00modify350.011.286581.281581.30158
1192012.05.07 00:00s/l350.011.281581.281581.30158-4.781247.83
1202012.05.08 06:00buy360.021.280780.000000.00000
1212012.05.08 06:00modify360.021.280781.275781.29578
1222012.05.09 07:48modify360.021.280781.287781.29578
1232012.05.09 09:11s/l360.021.287781.287781.2957813.391261.22
1242012.05.11 02:00buy370.011.285300.000000.00000
1252012.05.11 02:00modify370.011.285301.280301.30030
1262012.05.15 18:00sell380.011.280520.000000.00000
1272012.05.15 18:00modify380.011.280521.285521.26552
1282012.05.15 18:42s/l370.011.280301.280301.30030-4.781256.44
1292012.05.16 11:13s/l380.011.285521.285521.26552-4.791251.65
1302012.05.23 06:00buy390.021.297670.000000.00000
1312012.05.23 06:00modify390.021.297671.292671.31267
1322012.05.23 20:22s/l390.021.292671.292671.31267-9.571242.08
1332012.05.24 06:00sell400.041.288440.000000.00000
1342012.05.24 06:00modify400.041.288441.293441.27344
1352012.05.28 02:00modify400.041.288441.281441.27344
1362012.05.28 16:22t/p400.041.273441.281441.2734457.461299.54
1372012.05.29 10:00sell410.011.270470.000000.00000
1382012.05.29 10:00modify410.011.270471.275471.25547
1392012.05.30 11:50s/l410.011.275471.275471.25547-4.791294.75
1402012.05.31 22:00sell420.021.269840.000000.00000
1412012.05.31 22:00modify420.021.269841.274841.25484
1422012.06.01 03:59s/l420.021.274841.274841.25484-9.581285.17
1432012.06.04 02:00buy430.041.285450.000000.00000
1442012.06.04 02:00modify430.041.285451.280451.30045
1452012.06.04 14:51s/l430.041.280451.280451.30045-19.131266.04
1462012.06.06 06:00sell440.081.268850.000000.00000
1472012.06.06 06:00modify440.081.268851.273851.25385
1482012.06.07 14:24modify440.081.268851.261851.25385
1492012.06.07 14:41s/l440.081.261851.261851.2538553.621319.66
1502012.06.12 22:00sell450.011.257980.000000.00000
1512012.06.12 22:00modify450.011.257981.262981.24298
1522012.06.13 18:45s/l450.011.262981.262981.24298-4.791314.87
1532012.06.14 18:00sell460.021.261480.000000.00000
1542012.06.14 18:00modify460.021.261481.266481.24648
1552012.06.18 12:16modify460.021.261481.254481.24648
1562012.06.18 17:59t/p460.021.246481.254481.2464828.731343.60
1572012.06.20 10:00sell470.011.244760.000000.00000
1582012.06.20 10:00modify470.011.244761.249761.22976
1592012.06.21 20:40s/l470.011.249761.249761.22976-4.791338.81
1602012.06.26 14:00sell480.021.243120.000000.00000
1612012.06.26 14:00modify480.021.243121.248121.22812
1622012.06.28 03:34modify480.021.243121.236121.22812
1632012.06.28 06:28s/l480.021.236121.236121.2281213.411352.22
1642012.07.02 14:00sell490.011.230900.000000.00000
1652012.07.02 14:00modify490.011.230901.235901.21590
1662012.07.04 04:30modify490.011.230901.223901.21590
1672012.07.04 06:29s/l490.011.223901.223901.215906.701358.92
1682012.07.10 02:00sell500.011.206670.000000.00000
1692012.07.10 02:00modify500.011.206671.211671.19167
1702012.07.11 12:33modify500.011.206671.199671.19167
1712012.07.12 04:33s/l500.011.199671.199671.191676.701365.62
1722012.07.16 14:00sell510.011.193420.000000.00000
1732012.07.16 14:00modify510.011.193421.198421.17842
1742012.07.16 18:31s/l510.011.198421.198421.17842-4.791360.83
1752012.07.20 14:00sell520.021.175230.000000.00000
1762012.07.20 14:00modify520.021.175231.180231.16023
1772012.07.23 17:15s/l520.021.180231.180231.16023-9.581351.25
1782012.07.26 06:00sell530.041.176100.000000.00000
1792012.07.26 06:00modify530.041.176101.181101.16110
1802012.07.26 15:34s/l530.041.181101.181101.16110-19.151332.10
1812012.07.27 18:00buy540.081.184840.000000.00000
1822012.07.27 18:00modify540.081.184841.179841.19984
1832012.07.27 20:45s/l540.081.179841.179841.19984-38.271293.83
1842012.07.30 00:00sell550.161.173750.000000.00000
1852012.07.30 00:00modify550.161.173751.178751.15875
1862012.07.31 12:14modify550.161.173751.166751.15875
1872012.07.31 12:59s/l550.161.166751.166751.15875107.241401.07
1882012.08.02 14:00sell560.011.167140.000000.00000
1892012.08.02 14:00modify560.011.167141.172141.15214
1902012.08.02 15:10s/l560.011.172141.172141.15214-4.791396.28
1912012.08.07 18:00buy570.021.176100.000000.00000
1922012.08.07 18:00modify570.021.176101.171101.19110
1932012.08.08 12:59s/l570.021.171101.171101.19110-9.561386.72
1942012.08.09 10:00sell580.041.167640.000000.00000
1952012.08.09 10:00modify580.041.167641.172641.15264
1962012.08.13 16:52s/l580.041.172641.172641.15264-19.151367.57
1972012.08.16 18:00buy590.081.177830.000000.00000
1982012.08.16 18:00modify590.081.177831.172831.19283
1992012.08.21 17:10modify590.081.177831.184831.19283
2002012.08.22 03:30t/p590.081.192831.184831.19283114.811482.38
2012012.08.23 14:00buy600.011.198240.000000.00000
2022012.08.23 14:00modify600.011.198241.193241.21324
2032012.08.28 11:47modify600.011.198241.205241.21324
2042012.08.30 03:50t/p600.011.213241.205241.2132414.351496.73
2052012.08.30 10:00buy610.011.214420.000000.00000
2062012.08.30 10:00modify610.011.214421.209421.22942
2072012.09.03 02:48modify610.011.214421.221421.22942
2082012.09.03 17:59t/p610.011.229421.221421.2294214.351511.08
2092012.09.03 18:00buy620.011.229820.000000.00000
2102012.09.03 18:00modify620.011.229821.224821.24482
2112012.09.05 17:10modify620.011.229821.236821.24482
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