Strategy Tester Report
Generic A-TLP v.12.38_RUS
FBS-Real-6 (Build 1010)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2014.06.02 00:00 - 2016.11.22 23:45 (2014.06.01 - 2016.11.23)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; SetName="Generic A-TLP v12.38 AUDCAD optimization set"; every_tick=true; MagicNumber=1234321; Slippage=5; Lots=0.2; Auto_Risk=0; MM_Depo=1; MaxAmountCurrencyMult=0; CheckSpreadOnSellOpen=true; Max_Spread=3; Max_Spread_On_Close=0; Stop_Loss=50; Take_Profit=120; TP_perc=0; min_TP=10; MaxDailyRange=1000; MDRFromHiLo=false; CheckMDRAfter0=false; Hedging=true; S_8="<==== MULTI ORDERS ====>"; TotalOrders=1; OrdersDistance=5; MinPause=0; CloseSimultaneously=false; S_2="<==== ENTER SETTINGS ====>"; S_21="Настройки Bollinger Band"; BB_Period=30; BB_Deviation=2; Entry_Break=-2; Min_Volatility=30; OnlyBid=false; S_22="Настройки CCI"; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=1000; barcount=8; S_24="При паузе = 0 - выкл."; pause=0; sizeloss=20; S_4="<==== Trailing stop/Breakeven ====>"; Trail_Start=0; Trail_Size=7; Trail_Step=1; rollover_trall_end=true; X=0; Y=1; S_3="<==== EXIT SETTINGS ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=180; Time_Profit_Pips=10; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=0; Exit_Profit_Pips=-50; S_33="При MA_period = 0 - выкл."; MA_period=6; Reverse_Profit=8; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_5="<==== Trade Time Filter ====>"; GMT_Offset=2; DST=true; TradeAllDaysInTheSameTime=false; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=true; MONDAY_Start_Trade_Hour=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=1; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=true; TUESDAY_Start_Trade_Hour=22; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=true; WEDNESDAY_Start_Trade_Hour=22; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=22; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=1; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=true; FRIDAY_Start_Trade_Hour=22; FRIDAY_Start_Trade_Minute=0; FRIDAY_End_Trade_Hour=1; FRIDAY_End_Trade_Minute=0; S_6="<==== Roll Over Filter ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=true; rollover_start="23:55"; rollover_end="00:35"; S_9="<==== News Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=30; TimeAfterNews=120; Vhigh=true; Vmedium=true; Vlow=true; NewsSymb="USD,EUR,GBP,CHF,CAD,AUD,NZD,JPY"; highc=Red; mediumc=Lime; lowc=Blue; S_7="<==== Other Settings ====>"; showinfopanel=true; Col_info=176,162,168; Col_info2=Gray; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false;
Баров в истории62389Смоделировано тиков56494352Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит17000.00Спред30
Чистая прибыль1918.67Общая прибыль3960.85Общий убыток-2042.19
Прибыльность1.94Матожидание выигрыша7.00
Абсолютная просадка88.10Максимальная просадка280.80 (1.63%)Относительная просадка1.63% (280.80)
Всего сделок274Короткие позиции (% выигравших)123 (90.24%)Длинные позиции (% выигравших)151 (83.44%)
Прибыльные сделки (% от всех)237 (86.50%)Убыточные сделки (% от всех)37 (13.50%)
Самая большаяприбыльная сделка77.76убыточная сделка-76.40
Средняяприбыльная сделка16.71убыточная сделка-55.19
Максимальное количествонепрерывных выигрышей (прибыль)47 (778.43)непрерывных проигрышей (убыток)2 (-148.95)
Макс.непрерывная прибыль (число выигрышей)778.43 (47)непрерывный убыток (число проигрышей)-148.95 (2)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.06.18 22:00sell10.201.019130.000000.00000
22014.06.18 22:00modify10.201.019131.024131.00713
32014.06.19 03:49close10.201.018131.024131.0071312.5017012.50
42014.06.30 22:49sell20.201.006420.000000.00000
52014.06.30 22:49modify20.201.006421.011420.99442
62014.07.01 02:10close20.201.005411.011420.9944214.2017026.70
72014.07.09 22:00sell30.201.003360.000000.00000
82014.07.09 22:00modify30.201.003361.008360.99136
92014.07.10 04:00close30.201.002321.008360.9913613.1017039.80
102014.07.11 22:12sell40.201.007980.000000.00000
112014.07.11 22:12modify40.201.007981.012980.99598
122014.07.14 00:02close40.201.006981.012980.9959814.0517053.85
132014.07.17 23:30buy50.201.005470.000000.00000
142014.07.17 23:30modify50.201.005471.000471.01747
152014.07.18 04:53close50.201.006491.000471.0174715.8617069.72
162014.08.29 22:55sell60.201.016170.000000.00000
172014.08.29 22:55modify60.201.016171.021171.00417
182014.09.01 00:00close60.201.014591.021171.0041722.6417092.36
192014.09.10 22:59buy70.201.001230.000000.00000
202014.09.10 22:59modify70.201.001230.996231.01323
212014.09.11 00:04close70.201.002580.996231.0132322.2717114.63
222014.09.15 00:00buy80.200.999930.000000.00000
232014.09.15 00:00modify80.200.999930.994931.01193
242014.09.15 12:30close80.200.999870.994931.01193-0.8917113.74
252014.09.19 22:00buy90.200.977760.000000.00000
262014.09.19 22:00modify90.200.977760.972760.98976
272014.09.22 00:00close90.200.979000.972760.9897619.1317132.88
282014.09.26 00:30sell100.200.977270.000000.00000
292014.09.26 00:30modify100.200.977270.982270.96527
302014.09.26 04:45close100.200.976250.982270.9652715.1117147.99
312014.10.08 00:50buy110.200.983150.000000.00000
322014.10.08 00:50modify110.200.983150.978150.99515
332014.10.08 01:32close110.200.984030.978150.9951513.0417161.03
342014.10.08 22:05sell120.200.982840.000000.00000
352014.10.08 22:05modify120.200.982840.987840.97084
362014.10.08 23:24close120.200.981850.987840.9708414.6717175.70
372014.10.09 22:49sell130.200.981880.000000.00000
382014.10.09 22:49modify130.200.981880.986880.96988
392014.10.10 00:11close130.200.981050.986880.9698811.5317187.23
402014.10.10 22:15buy140.200.973650.000000.00000
412014.10.10 22:15modify140.200.973650.968650.98565
422014.10.13 01:02s/l140.200.968650.968650.98565-73.3617113.87
432014.10.14 22:02sell150.200.984630.000000.00000
442014.10.14 22:02modify150.200.984630.989630.97263
452014.10.15 07:21s/l150.200.989630.989630.97263-74.8617039.01
462014.10.22 00:51buy160.200.984560.000000.00000
472014.10.22 00:51modify160.200.984560.979560.99656
482014.10.22 02:47close160.200.985390.979560.9965612.3017051.31
492014.10.22 23:45buy170.200.984550.000000.00000
502014.10.22 23:45modify170.200.984550.979550.99655
512014.10.23 00:15close170.200.985900.979550.9965522.2717073.59
522014.10.30 22:27sell180.200.989510.000000.00000
532014.10.30 22:27modify180.200.989510.994510.97751
542014.10.30 23:31close180.200.988590.994510.9775113.6317087.22
552014.11.03 00:15buy190.200.988060.000000.00000
562014.11.03 00:15modify190.200.988060.983061.00006
572014.11.03 09:06close190.200.987090.983061.00006-14.3817072.84
582014.11.04 23:00sell200.200.996780.000000.00000
592014.11.04 23:00modify200.200.996781.001780.98478
602014.11.05 01:14close200.200.995891.001780.9847812.4217085.26
612014.11.06 22:00buy210.200.978400.000000.00000
622014.11.06 22:00modify210.200.978400.973400.99040
632014.11.07 03:20close210.200.979400.973400.9904015.5717100.83
642014.11.10 22:29sell220.200.980660.000000.00000
652014.11.10 22:29modify220.200.980660.985660.96866
662014.11.11 07:57close220.200.980290.985660.968664.7117105.54
672014.11.12 00:54sell230.200.986640.000000.00000
682014.11.12 00:54modify230.200.986640.991640.97464
692014.11.12 02:01close230.200.985310.991640.9746419.7117125.25
702014.11.17 00:16sell240.200.989110.000000.00000
712014.11.17 00:16modify240.200.989110.994110.97711
722014.11.17 00:58close240.200.988280.994110.9771112.2917137.54
732014.11.17 23:50buy250.200.983590.000000.00000
742014.11.17 23:50modify250.200.983590.978590.99559
752014.11.18 01:45close250.200.984500.978590.9955914.2417151.79
762014.11.20 00:00buy260.200.976010.000000.00000
772014.11.20 00:00modify260.200.976010.971010.98801
782014.11.20 01:33close260.200.976820.971010.9880112.0117163.80
792014.11.26 22:00sell270.200.960410.000000.00000
802014.11.26 22:00modify270.200.960410.965410.94841
812014.11.27 04:02s/l270.200.965410.965410.94841-76.4017087.40
822014.11.28 00:35buy280.200.967250.000000.00000
832014.11.28 00:35modify280.200.967250.962250.97925
842014.11.28 10:06close280.200.966800.962250.97925-6.6717080.73
852014.12.01 00:00buy290.200.968110.000000.00000
862014.12.01 00:00modify290.200.968110.963110.98011
872014.12.01 00:47close290.200.969330.963110.9801118.0817098.81
882014.12.01 00:47buy300.200.969630.000000.00000
892014.12.01 00:47modify300.200.969630.964630.98163
902014.12.01 03:31s/l300.200.964630.964630.98163-74.1017024.71
912014.12.01 22:00buy310.200.963290.000000.00000
922014.12.01 22:00modify310.200.963290.958290.97529
932014.12.02 05:31close310.200.963340.958290.975291.4917026.20
942014.12.04 00:53buy320.200.954320.000000.00000
952014.12.04 00:53modify320.200.954320.949320.96632
962014.12.04 02:30close320.200.955160.949320.9663212.4517038.65
972014.12.05 23:59buy330.200.950330.000000.00000
982014.12.05 23:59modify330.200.950330.945330.96233
992014.12.08 02:52close330.200.951140.945330.9623312.7517051.41
1002014.12.09 22:29buy340.200.948830.000000.00000
1012014.12.09 22:30modify340.200.948830.943830.96083
1022014.12.10 01:36close340.200.949840.943830.9608315.7217067.13
1032014.12.10 22:40sell350.200.955090.000000.00000
1042014.12.10 22:40modify350.200.955090.960090.94309
1052014.12.11 02:36s/l350.200.960090.960090.94309-76.3916990.74
1062014.12.17 22:00buy360.200.946250.000000.00000
1072014.12.17 22:00modify360.200.946250.941250.95825
1082014.12.17 22:10close360.200.947050.941250.9582511.8617002.60
1092014.12.17 22:10buy370.200.947270.000000.00000
1102014.12.17 22:10modify370.200.947270.942270.95927
1112014.12.17 23:59s/l370.200.942270.942270.95927-74.1016928.50
1122014.12.17 23:59buy380.200.942440.000000.00000
1132014.12.17 23:59modify380.200.942440.937440.95444
1142014.12.18 00:23close380.200.946270.937440.9544459.0216987.53
1152014.12.19 00:00buy390.200.943880.000000.00000
1162014.12.19 00:00modify390.200.943880.938880.95588
1172014.12.19 00:33close390.200.945750.938880.9558827.7117015.24
1182014.12.19 23:59buy400.200.942850.000000.00000
1192014.12.19 23:59modify400.200.942850.937850.95485
1202014.12.22 00:00close400.200.944750.937850.9548528.9017044.14
1212015.01.05 00:19sell410.200.953750.000000.00000
1222015.01.05 00:19modify410.200.953750.958750.94175
1232015.01.05 01:24close410.200.951960.958750.9417526.5217070.66
1242015.01.05 22:56buy420.200.950560.000000.00000
1252015.01.05 22:56modify420.200.950560.945560.96256
1262015.01.06 01:16close420.200.951550.945560.9625615.4217086.09
1272015.01.07 00:09buy430.200.955570.000000.00000
1282015.01.07 00:09modify430.200.955570.950570.96757
1292015.01.07 00:24close430.200.956380.950570.9675712.0017098.09
1302015.01.07 00:52buy440.200.955670.000000.00000
1312015.01.07 00:52modify440.200.955670.950670.96767
1322015.01.07 10:03close440.200.955730.950670.967670.8917098.98
1332015.01.09 23:15sell450.200.974170.000000.00000
1342015.01.09 23:15modify450.200.974170.979170.96217
1352015.01.12 02:46close450.200.973170.979170.9621714.0517113.03
1362015.01.15 22:00sell460.200.984350.000000.00000
1372015.01.15 22:00modify460.200.984350.989350.97235
1382015.01.15 23:49close460.200.983320.989350.9723515.2617128.29
1392015.01.16 23:34sell470.200.986950.000000.00000
1402015.01.16 23:34modify470.200.986950.991950.97495
1412015.01.16 23:59close470.200.986040.991950.9749513.4817141.77
1422015.01.19 22:20buy480.200.980120.000000.00000
1432015.01.19 22:20modify480.200.980120.975120.99212
1442015.01.20 03:50close480.200.981120.975120.9921215.5717157.34
1452015.01.20 23:17sell490.200.989910.000000.00000
1462015.01.20 23:17modify490.200.989910.994910.97791
1472015.01.20 23:54close490.200.989090.994910.9779112.1517169.49
1482015.01.22 22:00buy500.200.996690.000000.00000
1492015.01.22 22:00modify500.200.996690.991691.00869
1502015.01.23 00:05s/l500.200.991690.991691.00869-73.3517096.15
1512015.01.23 00:05buy510.200.991960.000000.00000
1522015.01.23 00:05modify510.200.991960.986961.00396
1532015.01.23 00:51close510.200.993960.986961.0039629.6417125.79
1542015.01.26 00:00buy520.200.981030.000000.00000
1552015.01.26 00:00modify520.200.981030.976030.99303
1562015.01.26 02:08close520.200.982380.976030.9930320.0117145.80
1572015.01.26 22:49sell530.200.986590.000000.00000
1582015.01.26 22:49modify530.200.986590.991590.97459
1592015.01.27 06:32s/l530.200.991590.991590.97459-74.8617070.94
1602015.01.28 22:33buy540.200.989460.000000.00000
1612015.01.28 22:33modify540.200.989460.984461.00146
1622015.01.28 22:46close540.200.990350.984461.0014613.1917084.13
1632015.01.28 23:00buy550.200.989400.000000.00000
1642015.01.28 23:00modify550.200.989400.984401.00140
1652015.01.29 08:25s/l550.200.984400.984401.00140-71.8417012.29
1662015.01.30 23:37sell560.200.989400.000000.00000
1672015.01.30 23:37modify560.200.989400.994400.97740
1682015.01.30 23:54close560.200.988440.994400.9774014.2217026.51
1692015.02.02 00:00buy570.200.985180.000000.00000
1702015.02.02 00:00modify570.200.985180.980180.99718
1712015.02.02 00:44close570.200.986400.980180.9971818.0817044.59
1722015.02.02 22:54buy580.200.981510.000000.00000
1732015.02.02 22:54modify580.200.981510.976510.99351
1742015.02.03 02:38close580.200.982550.976510.9935116.1717060.77
1752015.02.09 00:00buy590.200.973340.000000.00000
1762015.02.09 00:00modify590.200.973340.968340.98534
1772015.02.09 09:32close590.200.972320.968340.98534-15.1117045.66
1782015.02.13 23:35buy600.200.965920.000000.00000
1792015.02.13 23:35modify600.200.965920.960920.97792
1802015.02.16 00:00close600.200.967290.960920.9779221.0617066.72
1812015.02.18 22:00sell610.200.971260.000000.00000
1822015.02.18 22:00modify610.200.971260.976260.95926
1832015.02.19 06:38close610.200.971160.976260.95926-0.8317065.89
1842015.02.20 22:37sell620.200.983710.000000.00000
1852015.02.20 22:37modify620.200.983710.988710.97171
1862015.02.20 23:45close620.200.982900.988710.9717112.0017077.89
1872015.03.05 22:00sell630.200.972480.000000.00000
1882015.03.05 22:00modify630.200.972480.977480.96048
1892015.03.06 00:24close630.200.971620.977480.9604811.9717089.86
1902015.03.11 00:02sell640.200.967530.000000.00000
1912015.03.11 00:02modify640.200.967530.972530.95553
1922015.03.11 05:04close640.200.966500.972530.9555315.2617105.12
1932015.03.12 22:17sell650.200.978410.000000.00000
1942015.03.12 22:17modify650.200.978410.983410.96641
1952015.03.13 00:55close650.200.977610.983410.9664111.0917116.22
1962015.03.17 23:19sell660.200.974800.000000.00000
1972015.03.17 23:19modify660.200.974800.979800.96280
1982015.03.18 02:35close660.200.973800.979800.9628014.0517130.27
1992015.03.18 22:02sell670.200.979000.000000.00000
2002015.03.18 22:02modify670.200.979000.984000.96700
2012015.03.18 22:05buy680.200.975660.000000.00000
2022015.03.18 22:05modify680.200.975660.970660.98766
2032015.03.18 22:08close680.200.979190.970660.9876652.3117182.58
2042015.03.18 22:18close670.200.978190.984000.9670012.0017194.58
2052015.03.18 22:30buy690.200.975780.000000.00000
2062015.03.18 22:30modify690.200.975780.970780.98778
2072015.03.18 23:45close690.200.976600.970780.9877812.1617206.74
2082015.03.18 23:48buy700.200.975580.000000.00000
2092015.03.18 23:48modify700.200.975580.970580.98758
2102015.03.19 01:52close700.200.976910.970580.9875821.9717228.71
2112015.03.23 00:25sell710.200.979620.000000.00000
2122015.03.23 00:25modify710.200.979620.984620.96762
2132015.03.23 01:17close710.200.978640.984620.9676214.5217243.23
2142015.03.24 00:55sell720.200.987910.000000.00000
2152015.03.24 00:55modify720.200.987910.992910.97591
2162015.03.24 01:08close720.200.987040.992910.9759112.8917256.12
2172015.03.31 22:01buy730.200.963420.000000.00000
2182015.03.31 22:01modify730.200.963420.958420.97542
2192015.03.31 22:59close730.200.964260.958420.9754212.4517268.57
2202015.04.06 22:09buy740.200.949830.000000.00000
2212015.04.06 22:09modify740.200.949830.944830.96183
2222015.04.07 05:17close740.200.949920.944830.961832.0917270.66
2232015.04.20 00:05sell750.200.955240.000000.00000
2242015.04.20 00:05modify750.200.955240.960240.94324
2252015.04.20 00:51close750.200.954350.960240.9432413.1917283.85
2262015.04.20 00:57sell760.200.954640.000000.00000
2272015.04.20 00:57modify760.200.954640.959640.94264
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7962016.11.07 00:01buy2660.201.022620.000000.00000
7972016.11.07 00:01modify2660.201.022621.017621.03462
7982016.11.07 00:14close2660.201.024981.017621.0346234.9718773.98
7992016.11.07 00:14buy2670.201.025280.000000.00000
8002016.11.07 00:14modify2670.201.025281.020281.03728
8012016.11.07 02:13close2670.201.027101.020281.0372826.9718800.95
8022016.11.07 23:45sell2680.201.032420.000000.00000
8032016.11.07 23:45modify2680.201.032421.037421.02042
8042016.11.08 01:51close2680.201.031591.037421.0204211.5318812.48
8052016.11.08 22:03sell2690.201.032570.000000.00000
8062016.11.08 22:03modify2690.201.032571.037571.02057
8072016.11.09 00:09close2690.201.031391.037571.0205716.7118829.19
8082016.11.09 00:59buy2700.201.029260.000000.00000
8092016.11.09 00:59modify2700.201.029261.024261.04126
8102016.11.09 01:14close2700.201.030191.024261.0412613.7818842.97
8112016.11.14 00:01buy2710.201.018930.000000.00000
8122016.11.14 00:01modify2710.201.018931.013931.03093
8132016.11.14 00:35close2710.201.020001.013931.0309315.8618858.83
8142016.11.17 00:23sell2720.201.005870.000000.00000
8152016.11.17 00:23modify2720.201.005871.010870.99387
8162016.11.17 02:40close2720.201.004341.010870.9938722.6718881.50
8172016.11.17 23:37sell2730.201.003010.000000.00000
8182016.11.17 23:37modify2730.201.003011.008010.99101
8192016.11.18 00:08close2730.201.001641.008010.9910119.5318901.03
8202016.11.18 00:54sell2740.201.002590.000000.00000
8212016.11.18 00:54modify2740.201.002591.007590.99059
8222016.11.18 01:56close2740.201.001401.007590.9905917.6418918.67