Strategy Tester Report
Generic A-TLP 11.94.1 ENG
Tickmill-DemoUK (Build 1010)

СимволUSDJPY (US Dollar vs Japanese Yen)
Период15 Минут (M15) 2015.01.01 22:00 - 2016.11.15 13:59 (2015.01.01 - 2016.11.15)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="USDJPY M15 Generic A-TLP v.11.86"; MagicNumber=888888; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=3; Max_Spread_mode2=0; Max_Spread_mode2_profit=10; Slippage=1; S_2="<==== MM ====>"; Lots=0.1; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=45; Take_Profit=100; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=11; Entry_Break=4; Min_Volatility=7; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=75; DailyMA=0; DeltaMA=0.5; time_break=240; loss=43; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; Exit_Minutes=210; Time_Profit_Pips=10; Exit_Distance=-5; Exit_Profit_Pips=-100; ma_period=2; Reverse_Profit=20; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; S_17="<==== Other Settings ====>"; VisualDebug=true; BrokerStatToFile=true; ColorDrawChannel=Yellow; ColorDrawChannelExit=CornflowerBlue; ColorDrawWarn=Red; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:30"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:30"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="23:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:30"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории46654Смоделировано тиков54808391Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред29
Чистая прибыль289.57Общая прибыль569.54Общий убыток-279.97
Прибыльность2.03Матожидание выигрыша3.97
Абсолютная просадка84.40Максимальная просадка84.40 (0.84%)Относительная просадка0.84% (84.40)
Всего сделок73Короткие позиции (% выигравших)42 (78.57%)Длинные позиции (% выигравших)31 (80.65%)
Прибыльные сделки (% от всех)58 (79.45%)Убыточные сделки (% от всех)15 (20.55%)
Самая большаяприбыльная сделка81.82убыточная сделка-42.86
Средняяприбыльная сделка9.82убыточная сделка-18.66
Максимальное количествонепрерывных выигрышей (прибыль)10 (89.79)непрерывных проигрышей (убыток)3 (-76.65)
Макс.непрерывная прибыль (число выигрышей)123.75 (8)непрерывный убыток (число проигрышей)-76.65 (3)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.02 00:30sell10.10119.7810.0000.000
22015.01.02 00:30modify10.10119.781120.231118.781
32015.01.02 03:21s/l10.10120.231120.231118.781-37.439962.57
42015.01.06 00:40buy20.10119.5170.0000.000
52015.01.06 00:40modify20.10119.517119.067120.517
62015.01.06 07:34s/l20.10119.067119.067120.517-37.809924.77
72015.01.09 00:30sell30.10119.7940.0000.000
82015.01.09 00:30modify30.10119.794120.244118.794
92015.01.09 03:01close30.10119.811120.244118.794-1.429923.35
102015.01.16 23:47buy40.10117.4260.0000.000
112015.01.16 23:47modify40.10117.426116.976118.426
122015.01.19 01:47close40.10117.528116.976118.4268.709932.05
132015.01.19 23:53buy50.10117.5310.0000.000
142015.01.19 23:53modify50.10117.531117.081118.531
152015.01.20 00:55close50.10117.654117.081118.53110.479942.52
162015.01.22 23:13sell60.10118.6440.0000.000
172015.01.22 23:13modify60.10118.644119.094117.644
182015.01.23 02:31close60.10118.518119.094117.64410.419952.93
192015.02.12 23:51sell70.10119.0390.0000.000
202015.02.12 23:51modify70.10119.039119.489118.039
212015.02.13 01:48close70.10118.988119.489118.0394.079956.99
222015.02.20 00:46sell80.10119.0580.0000.000
232015.02.20 00:46modify80.10119.058119.508118.058
242015.02.20 03:16close80.10119.057119.508118.0580.089957.07
252015.02.24 23:52sell90.10118.9880.0000.000
262015.02.24 23:52modify90.10118.988119.438117.988
272015.02.25 01:27close90.10118.946119.438117.9883.319960.38
282015.02.27 23:53buy100.10119.5850.0000.000
292015.02.27 23:53modify100.10119.585119.135120.585
302015.03.02 00:25close100.10119.695119.135120.5859.219969.59
312015.03.24 00:55buy110.10119.6590.0000.000
322015.03.24 00:55modify110.10119.659119.209120.659
332015.03.24 01:47close110.10119.711119.209120.6594.349973.93
342015.03.30 23:58buy120.10120.0970.0000.000
352015.03.30 23:58modify120.10120.097119.647121.097
362015.03.31 00:43close120.10120.166119.647121.0975.769979.69
372015.03.31 23:18sell130.10120.0230.0000.000
382015.03.31 23:18modify130.10120.023120.473119.023
392015.04.01 01:46close130.10120.045120.473119.023-2.059977.64
402015.04.07 23:52buy140.10120.2810.0000.000
412015.04.07 23:52modify140.10120.281119.831121.281
422015.04.08 00:42close140.10120.352119.831121.2815.929983.56
432015.04.10 23:51sell150.10120.2940.0000.000
442015.04.10 23:51modify150.10120.294120.744119.294
452015.04.10 23:57close150.10120.207120.744119.2947.249990.80
462015.04.13 23:51sell160.10120.1700.0000.000
472015.04.13 23:51modify160.10120.170120.620119.170
482015.04.14 01:45close160.10120.147120.620119.1701.699992.49
492015.04.23 23:52sell170.10119.5870.0000.000
502015.04.23 23:52modify170.10119.587120.037118.587
512015.04.24 02:52close170.10119.615120.037118.587-2.569989.92
522015.04.24 23:54sell180.10119.0050.0000.000
532015.04.24 23:54modify180.10119.005119.455118.005
542015.04.27 00:54close180.10118.906119.455118.0058.119998.03
552015.05.01 23:10buy190.10120.1540.0000.000
562015.05.01 23:10modify190.10120.154119.704121.154
572015.05.04 00:51close190.10120.208119.704121.1544.5110002.54
582015.05.08 00:54buy200.10119.6410.0000.000
592015.05.08 00:54modify200.10119.641119.191120.641
602015.05.08 01:15close200.10119.757119.191120.6419.6910012.23
612015.05.15 23:51sell210.10119.4320.0000.000
622015.05.15 23:51modify210.10119.432119.882118.432
632015.05.18 02:48close210.10119.401119.882118.4322.3810014.61
642015.06.05 00:42sell220.10124.4370.0000.000
652015.06.05 00:42modify220.10124.437124.887123.437
662015.06.05 02:45close220.10124.434124.887123.4370.2410014.85
672015.07.03 23:16sell230.10122.9050.0000.000
682015.07.03 23:16modify230.10122.905123.355121.905
692015.07.03 23:19close230.10122.757123.355121.90512.0610026.91
702015.07.03 23:52sell240.10122.9080.0000.000
712015.07.03 23:52modify240.10122.908123.358121.908
722015.07.06 00:00t/p240.10121.908123.358121.90881.8210108.73
732015.07.09 23:39buy250.10121.2540.0000.000
742015.07.09 23:39modify250.10121.254120.804122.254
752015.07.09 23:51close250.10121.314120.804122.2544.9510113.68
762015.07.10 00:52sell260.10121.4030.0000.000
772015.07.10 00:52modify260.10121.403121.853120.403
782015.07.10 03:45close260.10121.645121.853120.403-19.8910093.79
792015.07.10 23:24buy270.10122.7570.0000.000
802015.07.10 23:24modify270.10122.757122.307123.757
812015.07.13 00:00s/l270.10122.307122.307123.757-36.8110056.98
822015.08.20 23:11buy280.10123.3850.0000.000
832015.08.20 23:11modify280.10123.385122.935124.385
842015.08.21 01:28close280.10123.433122.935124.3853.9110060.89
852015.08.25 23:00buy290.10118.8680.0000.000
862015.08.25 23:00modify290.10118.868118.418119.868
872015.08.26 00:27close290.10119.078118.418119.86817.6610078.55
882015.08.28 23:52sell300.10121.4880.0000.000
892015.08.28 23:52modify300.10121.488121.938120.488
902015.08.31 01:33close300.10121.387121.938120.4888.1010086.64
912015.09.08 23:20buy310.10119.8160.0000.000
922015.09.08 23:20modify310.10119.816119.366120.816
932015.09.09 00:47close310.10119.881119.366120.8165.4410092.08
942015.09.18 00:56sell320.10120.2280.0000.000
952015.09.18 00:56modify320.10120.228120.678119.228
962015.09.18 02:51close320.10120.127120.678119.2288.4110100.49
972015.09.25 00:30sell330.10120.3300.0000.000
982015.09.25 00:30modify330.10120.330120.780119.330
992015.09.25 02:45close330.10120.232120.780119.3308.1510108.64
1002015.12.04 23:56buy340.10123.1190.0000.000
1012015.12.04 23:56modify340.10123.119122.669124.119
1022015.12.07 00:25close340.10123.201122.669124.1196.6810115.33
1032015.12.11 23:07sell350.10120.8950.0000.000
1042015.12.11 23:07modify350.10120.895121.345119.895
1052015.12.14 01:35close350.10120.874121.345119.8951.5210116.84
1062015.12.17 23:50buy360.10122.6180.0000.000
1072015.12.17 23:50modify360.10122.618122.168123.618
1082015.12.18 02:28close360.10122.575122.168123.618-3.4910113.35
1092015.12.21 23:44sell370.10121.2210.0000.000
1102015.12.21 23:44modify370.10121.221121.671120.221
1112015.12.22 02:00close370.10121.237121.671120.221-1.5410111.81
1122015.12.24 23:32sell380.10120.4020.0000.000
1132015.12.24 23:32modify380.10120.402120.852119.402
1142015.12.25 00:40close380.10120.362120.852119.4023.1010114.91
1152015.12.31 23:48sell390.10120.2670.0000.000
1162015.12.31 23:48modify390.10120.267120.717119.267
1172016.01.04 03:46close390.10120.334120.717119.267-6.0210108.89
1182016.01.08 23:46buy400.10117.4280.0000.000
1192016.01.08 23:46modify400.10117.428116.978118.428
1202016.01.11 00:10s/l400.10116.978116.978118.428-38.4510070.44
1212016.01.14 23:25buy410.10118.0240.0000.000
1222016.01.14 23:25modify410.10118.024117.574119.024
1232016.01.15 00:26close410.10118.138117.574119.0249.6710080.11
1242016.02.08 23:04sell420.10115.7590.0000.000
1252016.02.08 23:04modify420.10115.759116.209114.759
1262016.02.09 00:57close420.10115.545116.209114.75918.3010098.41
1272016.02.12 00:37sell430.10112.5690.0000.000
1282016.02.12 00:37modify430.10112.569113.019111.569
1292016.02.12 02:01close430.10112.397113.019111.56915.3010113.71
1302016.02.16 00:51buy440.10114.4890.0000.000
1312016.02.16 00:51modify440.10114.489114.039115.489
1322016.02.16 02:32close440.10114.598114.039115.4899.5110123.22
1332016.02.16 23:28sell450.10114.0240.0000.000
1342016.02.16 23:28modify450.10114.024114.474113.024
1352016.02.17 03:15close450.10114.105114.474113.024-7.3210115.89
1362016.03.01 00:30buy460.10112.3070.0000.000
1372016.03.01 00:30modify460.10112.307111.857113.307
1382016.03.01 02:04close460.10112.507111.857113.30717.7810133.67
1392016.03.03 23:58sell470.10113.7040.0000.000
1402016.03.03 23:58modify470.10113.704114.154112.704
1412016.03.04 02:00close470.10113.698114.154112.7040.3110133.98
1422016.03.22 00:38sell480.10112.0230.0000.000
1432016.03.22 00:38modify480.10112.023112.473111.023
1442016.03.22 02:52close480.10112.003112.473111.0231.7910135.77
1452016.03.22 23:51sell490.10112.4280.0000.000
1462016.03.22 23:51modify490.10112.428112.878111.428
1472016.03.23 00:35close490.10112.370112.878111.4284.9410140.71
1482016.04.14 23:01sell500.10109.4550.0000.000
1492016.04.14 23:01modify500.10109.455109.905108.455
1502016.04.15 01:30close500.10109.436109.905108.4551.5210142.23
1512016.04.15 23:50sell510.10108.7820.0000.000
1522016.04.15 23:50modify510.10108.782109.232107.782
1532016.04.18 00:25close510.10108.302109.232107.78244.1010186.32
1542016.05.02 23:20buy520.10106.4190.0000.000
1552016.05.02 23:20modify520.10106.419105.969107.419
1562016.05.03 01:31close520.10106.418105.969107.419-0.0710186.25
1572016.05.03 23:50sell530.10106.5990.0000.000
1582016.05.03 23:50modify530.10106.599107.049105.599
1592016.05.04 00:38s/l530.10107.049107.049105.599-42.2510144.00
1602016.05.27 23:55buy540.10110.2930.0000.000
1612016.05.27 23:55modify540.10110.293109.843111.293
1622016.05.30 00:30close540.10110.404109.843111.29310.0710154.07
1632016.06.10 23:37sell550.10106.9650.0000.000
1642016.06.10 23:37modify550.10106.965107.415105.965
1652016.06.13 00:25close550.10106.837107.415105.96511.7610165.83
1662016.06.17 23:10buy560.10104.1500.0000.000
1672016.06.17 23:10modify560.10104.150103.700105.150
1682016.06.17 23:43close560.10104.230103.700105.1507.6810173.51
1692016.06.24 00:39sell570.10106.6340.0000.000
1702016.06.24 00:39modify570.10106.634107.084105.634
1712016.06.24 01:23close570.10106.428107.084105.63419.3610192.87
1722016.06.24 23:01sell580.10102.3690.0000.000
1732016.06.24 23:01modify580.10102.369102.819101.369
1742016.06.24 23:50close580.10102.222102.819101.36914.3810207.25
1752016.06.28 00:43buy590.10101.8870.0000.000
1762016.06.28 00:43modify590.10101.887101.437102.887
1772016.06.28 04:40close590.10101.993101.437102.88710.3910217.64
1782016.06.28 23:05buy600.10102.6400.0000.000
1792016.06.28 23:05modify600.10102.640102.190103.640
1802016.06.28 23:50close600.10102.757102.190103.64011.3910229.03
1812016.07.01 00:40sell610.10103.3460.0000.000
1822016.07.01 00:40modify610.10103.346103.796102.346
1832016.07.01 01:11close610.10103.254103.796102.3468.9110237.94
1842016.07.12 23:56buy620.10104.6920.0000.000
1852016.07.12 23:56modify620.10104.692104.242105.692
1862016.07.13 01:48close620.10104.741104.242105.6924.7010242.64
1872016.07.15 23:04buy630.10105.4440.0000.000
1882016.07.15 23:04modify630.10105.444104.994106.444
1892016.07.15 23:30s/l630.10104.994104.994106.444-42.8610199.78
1902016.07.22 00:37sell640.10105.9160.0000.000
1912016.07.22 00:37modify640.10105.916106.366104.916
1922016.07.22 02:37close640.10105.729106.366104.91617.6910217.47
1932016.07.29 23:15sell650.10102.1800.0000.000
1942016.07.29 23:15modify650.10102.180102.630101.180
1952016.08.01 00:25close650.10102.056102.630101.18011.9310229.39
1962016.09.05 23:13sell660.10103.4550.0000.000
1972016.09.05 23:13modify660.10103.455103.905102.455
1982016.09.06 01:10close660.10103.440103.905102.4551.2310230.62
1992016.09.13 00:44sell670.10101.9240.0000.000
2002016.09.13 00:44modify670.10101.924102.374100.924
2012016.09.13 01:38close670.10101.885102.374100.9243.8310234.45
2022016.09.19 23:57sell680.10101.9240.0000.000
2032016.09.19 23:57modify680.10101.924102.374100.924
2042016.09.20 00:31close680.10101.834102.374100.9248.6210243.07
2052016.09.30 23:57buy690.10101.3220.0000.000
2062016.09.30 23:57modify690.10101.322100.872102.322
2072016.10.03 01:02close690.10101.358100.872102.3223.5710246.64
2082016.10.06 23:49buy700.10103.9630.0000.000
2092016.10.06 23:49modify700.10103.963103.513104.963
2102016.10.07 02:02close700.10103.974103.513104.9631.0810247.72
2112016.10.13 23:53sell710.10103.7140.0000.000
2122016.10.13 23:53modify710.10103.714104.164102.714
2132016.10.14 00:30close710.10103.668104.164102.7144.2210251.94
2142016.11.11 00:31buy720.10106.6960.0000.000
2152016.11.11 00:31modify720.10106.696106.246107.696
2162016.11.11 01:32close720.10106.911106.246107.69620.1110272.05
2172016.11.11 23:58buy730.10106.6430.0000.000
2182016.11.11 23:58modify730.10106.643106.193107.643
2192016.11.14 00:25close730.10106.830106.193107.64317.5210289.57