Strategy Tester Report
Generic A-TLP 11.94.6
Alpari-ECN1 (Build 988)

СимволEURGBP (Euro vs Great Britain Pound )
Период15 Минут (M15) 2014.01.01 22:00 - 2016.11.02 23:59 (2014.01.01 - 2016.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="EURGBP M15 Generic A-TLP v.11.94"; MagicNumber=555555; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Max_Spread_mode2=4; Max_Spread_mode2_profit=0; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=35; Take_Profit=200; 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=8; Entry_Break=4; Min_Volatility=3; 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=5; DailyMA=0; DeltaMA=0.5; time_break=240; loss=34; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=-1; Exit_Profit_Pips=-100; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; 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="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="22:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории70738Смоделировано тиков64473161Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (16)
Чистая прибыль36.18Общая прибыль52.09Общий убыток-15.90
Прибыльность3.28Матожидание выигрыша0.51
Абсолютная просадка1.03Максимальная просадка8.93 (8.04%)Относительная просадка8.04% (8.93)
Всего сделок71Короткие позиции (% выигравших)36 (86.11%)Длинные позиции (% выигравших)35 (71.43%)
Прибыльные сделки (% от всех)56 (78.87%)Убыточные сделки (% от всех)15 (21.13%)
Самая большаяприбыльная сделка4.01убыточная сделка-4.35
Средняяприбыльная сделка0.93убыточная сделка-1.06
Максимальное количествонепрерывных выигрышей (прибыль)23 (21.50)непрерывных проигрышей (убыток)2 (-1.25)
Макс.непрерывная прибыль (число выигрышей)21.50 (23)непрерывный убыток (число проигрышей)-4.35 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.03.14 23:37buy10.010.835570.000000.00000
22014.03.14 23:37modify10.010.835570.832070.85557
32014.03.17 00:33close10.010.836340.832070.855570.94100.94
42014.09.05 00:08sell20.010.792950.000000.00000
52014.09.05 00:08modify20.010.792950.796450.77295
62014.09.05 01:45close20.010.792610.796450.772950.42101.36
72014.09.12 00:05buy30.010.794990.000000.00000
82014.09.12 00:05modify30.010.794990.791490.81499
92014.09.12 03:00close30.010.795250.791490.814990.32101.68
102014.09.16 22:53sell40.010.797000.000000.00000
112014.09.16 22:53modify40.010.797000.800500.77700
122014.09.16 22:58close40.010.796160.800500.777001.04102.72
132014.09.19 00:12buy50.010.787730.000000.00000
142014.09.19 00:12modify50.010.787730.784230.80773
152014.09.19 02:32close50.010.786080.784230.80773-2.05100.67
162014.10.07 22:14sell60.010.787090.000000.00000
172014.10.07 22:14modify60.010.787090.790590.76709
182014.10.08 00:26close60.010.786850.790590.767090.30100.97
192014.11.10 23:29sell70.010.784390.000000.00000
202014.11.10 23:29modify70.010.784390.787890.76439
212014.11.11 01:00close70.010.784130.787890.764390.33101.30
222014.12.16 22:59sell80.010.795250.000000.00000
232014.12.16 22:59modify80.010.795250.798750.77525
242014.12.17 02:54close80.010.794420.798750.775251.03102.33
252015.01.06 22:10buy90.010.785180.000000.00000
262015.01.06 22:10modify90.010.785180.781680.80518
272015.01.07 02:02close90.010.784720.781680.80518-0.60101.73
282015.01.15 22:52sell100.010.765830.000000.00000
292015.01.15 22:52modify100.010.765830.769330.74583
302015.01.16 01:27close100.010.765650.769330.745830.22101.95
312015.01.16 22:06sell110.010.764050.000000.00000
322015.01.16 22:06modify110.010.764050.767550.74405
332015.01.16 23:04close110.010.763050.767550.744051.24103.19
342015.01.26 22:51buy120.010.746340.000000.00000
352015.01.26 22:51modify120.010.746340.742840.76634
362015.01.27 01:28close120.010.745350.742840.76634-1.25101.94
372015.02.03 23:52buy130.010.756620.000000.00000
382015.02.03 23:52modify130.010.756620.753120.77662
392015.02.04 03:16close130.010.756630.753120.77662-0.00101.94
402015.02.20 22:16buy140.010.739130.000000.00000
412015.02.20 22:16modify140.010.739130.735630.75913
422015.02.23 00:25close140.010.739840.735630.759130.87102.81
432015.02.26 22:24sell150.010.727440.000000.00000
442015.02.26 22:24modify150.010.727440.730940.70744
452015.02.26 23:24close150.010.726720.730940.707440.90103.71
462015.03.06 22:06sell160.010.721750.000000.00000
472015.03.06 22:06modify160.010.721750.725250.70175
482015.03.06 23:55close160.010.720740.725250.701751.25104.96
492015.03.11 00:04buy170.010.709350.000000.00000
502015.03.11 00:04modify170.010.709350.705850.72935
512015.03.11 02:06close170.010.709500.705850.729350.18105.14
522015.03.19 22:39sell180.010.723430.000000.00000
532015.03.19 22:39modify180.010.723430.726930.70343
542015.03.19 23:43close180.010.722540.726930.703431.11106.25
552015.03.31 22:58sell190.010.724740.000000.00000
562015.03.31 22:58modify190.010.724740.728240.70474
572015.04.01 01:21close190.010.724230.728240.704740.63106.88
582015.05.01 23:51buy200.010.738960.000000.00000
592015.05.01 23:51modify200.010.738960.735460.75896
602015.05.04 03:06close200.010.738500.735460.75896-0.59106.29
612015.05.05 23:14buy210.010.737180.000000.00000
622015.05.05 23:14modify210.010.737180.733680.75718
632015.05.06 01:09close210.010.736930.733680.75718-0.33105.96
642015.05.08 23:55sell220.010.726070.000000.00000
652015.05.08 23:55modify220.010.726070.729570.70607
662015.05.11 00:26close220.010.725040.729570.706071.28107.24
672015.05.22 23:58buy230.010.710620.000000.00000
682015.05.22 23:58modify230.010.710620.707120.73062
692015.05.25 02:18close230.010.710800.707120.730620.20107.44
702015.06.02 22:23buy240.010.726800.000000.00000
712015.06.02 22:23modify240.010.726800.723300.74680
722015.06.03 00:26close240.010.726730.723300.74680-0.11107.33
732015.06.05 00:12buy250.010.731070.000000.00000
742015.06.05 00:12modify250.010.731070.727570.75107
752015.06.05 04:45close250.010.729780.727570.75107-1.60105.73
762015.06.18 22:36buy260.010.715760.000000.00000
772015.06.18 22:36modify260.010.715760.712260.73576
782015.06.19 01:09close260.010.717490.712260.735762.12107.85
792015.06.26 00:00buy270.010.711020.000000.00000
802015.06.26 00:00modify270.010.711020.707520.73102
812015.06.26 01:27close270.010.711610.707520.731020.74108.59
822015.07.03 23:11buy280.010.711490.000000.00000
832015.07.03 23:11modify280.010.711490.707990.73149
842015.07.03 23:49close280.010.712900.707990.731491.75110.34
852015.07.09 23:40sell290.010.717660.000000.00000
862015.07.09 23:40modify290.010.717660.721160.69766
872015.07.10 06:17close290.010.720570.721160.69766-3.62106.72
882015.08.13 23:13sell300.010.714640.000000.00000
892015.08.13 23:13modify300.010.714640.718140.69464
902015.08.14 02:48close300.010.714480.718140.694640.20106.92
912015.08.25 22:26sell310.010.729460.000000.00000
922015.08.25 22:26modify310.010.729460.732960.70946
932015.08.25 23:24s/l310.010.732960.732960.70946-4.35102.57
942015.09.08 22:22sell320.010.728170.000000.00000
952015.09.08 22:22modify320.010.728170.731670.70817
962015.09.09 02:57close320.010.727850.731670.708170.40102.97
972015.09.14 22:59sell330.010.733930.000000.00000
982015.09.14 22:59modify330.010.733930.737430.71393
992015.09.15 01:38close330.010.733590.737430.713930.43103.40
1002015.10.16 00:02sell340.010.736500.000000.00000
1012015.10.16 00:02modify340.010.736500.740000.71650
1022015.10.16 01:34close340.010.735320.740000.716501.47104.87
1032015.10.23 22:54sell350.010.719070.000000.00000
1042015.10.23 22:54modify350.010.719070.722570.69907
1052015.10.26 03:50close350.010.719520.722570.69907-0.56104.31
1062015.11.13 23:50sell360.010.706730.000000.00000
1072015.11.13 23:50modify360.010.706730.710230.68673
1082015.11.16 00:25close360.010.705280.710230.686731.80106.11
1092015.12.03 22:54buy370.010.722270.000000.00000
1102015.12.03 22:54modify370.010.722270.718770.74227
1112015.12.04 02:05close370.010.722170.718770.74227-0.14105.97
1122015.12.31 23:44sell380.010.737890.000000.00000
1132015.12.31 23:44modify380.010.737890.741390.71789
1142015.12.31 23:49close380.010.736620.741390.717891.58107.55
1152016.01.22 23:21sell390.010.756850.000000.00000
1162016.01.22 23:21modify390.010.756850.760350.73685
1172016.01.25 03:03close390.010.756850.760350.736850.00107.55
1182016.01.26 23:39sell400.010.757010.000000.00000
1192016.01.26 23:39modify400.010.757010.760510.73701
1202016.01.27 02:05close400.010.757240.760510.73701-0.28107.28
1212016.02.10 00:02buy410.010.779890.000000.00000
1222016.02.10 00:02modify410.010.779890.776390.79989
1232016.02.10 01:16close410.010.780660.776390.799890.96108.24
1242016.02.15 23:11sell420.010.773000.000000.00000
1252016.02.15 23:11modify420.010.773000.776500.75300
1262016.02.16 02:32close420.010.772980.776500.753000.03108.27
1272016.02.19 00:04buy430.010.773930.000000.00000
1282016.02.19 00:04modify430.010.773930.770430.79393
1292016.02.19 00:39close430.010.774860.770430.793931.15109.42
1302016.02.19 23:00buy440.010.774510.000000.00000
1312016.02.19 23:00modify440.010.774510.771010.79451
1322016.02.22 00:25close440.010.777760.771010.794514.01113.43
1332016.03.01 22:27sell450.010.779380.000000.00000
1342016.03.01 22:27modify450.010.779380.782880.75938
1352016.03.02 00:26close450.010.778840.782880.759380.67114.10
1362016.03.10 22:29buy460.010.782800.000000.00000
1372016.03.10 22:29modify460.010.782800.779300.80280
1382016.03.11 02:00close460.010.782570.779300.80280-0.30113.80
1392016.03.18 22:59sell470.010.779040.000000.00000
1402016.03.18 22:59modify470.010.779040.782540.75904
1412016.03.18 23:58close470.010.778230.782540.759041.01114.81
1422016.03.24 22:57sell480.010.789830.000000.00000
1432016.03.24 22:57modify480.010.789830.793330.76983
1442016.03.25 02:43close480.010.789930.793330.76983-0.12114.69
1452016.03.29 00:00buy490.010.784920.000000.00000
1462016.03.29 00:00modify490.010.784920.781420.80492
1472016.03.29 02:01close490.010.785410.781420.804920.60115.29
1482016.04.01 22:47buy500.010.800810.000000.00000
1492016.04.01 22:47modify500.010.800810.797310.82081
1502016.04.04 00:25close500.010.801430.797310.820810.75116.04
1512016.04.26 22:09sell510.010.775090.000000.00000
1522016.04.26 22:09modify510.010.775090.778590.75509
1532016.04.27 01:51close510.010.775090.778590.755090.00116.04
1542016.04.28 22:12sell520.010.777320.000000.00000
1552016.04.28 22:12modify520.010.777320.780820.75732
1562016.04.29 01:52close520.010.777110.780820.757320.26116.30
1572016.05.19 22:49sell530.010.767150.000000.00000
1582016.05.19 22:49modify530.010.767150.770650.74715
1592016.05.20 04:03close530.010.767140.770650.747150.01116.31
1602016.06.06 22:39buy540.010.785620.000000.00000
1612016.06.06 22:39modify540.010.785620.782120.80562
1622016.06.07 00:30close540.010.786250.782120.805620.76117.07
1632016.06.10 23:18buy550.010.788510.000000.00000
1642016.06.10 23:18modify550.010.788510.785010.80851
1652016.06.13 00:25close550.010.789750.785010.808511.52118.59
1662016.06.13 23:48buy560.010.792550.000000.00000
1672016.06.13 23:48modify560.010.792550.789050.81255
1682016.06.14 00:25close560.010.793570.789050.812551.25119.84
1692016.06.20 23:28sell570.010.771580.000000.00000
1702016.06.20 23:28modify570.010.771580.775080.75158
1712016.06.20 23:28close570.010.770560.775080.751581.27121.11
1722016.06.20 23:48sell580.010.770970.000000.00000
1732016.06.20 23:48modify580.010.770970.774470.75097
1742016.06.20 23:54close580.010.769480.774470.750971.85122.96
1752016.06.21 22:43sell590.010.768700.000000.00000
1762016.06.21 22:43modify590.010.768700.772200.74870
1772016.06.21 23:57close590.010.767450.772200.748701.55124.51
1782016.06.27 22:59buy600.010.833760.000000.00000
1792016.06.27 22:59modify600.010.833760.830260.85376
1802016.06.28 00:45close600.010.834300.830260.853760.66125.17
1812016.06.28 22:28sell610.010.829510.000000.00000
1822016.06.28 22:28modify610.010.829510.833010.80951
1832016.06.29 01:13close610.010.828740.833010.809510.96126.13
1842016.06.30 22:50buy620.010.834020.000000.00000
1852016.06.30 22:50modify620.010.834020.830520.85402
1862016.07.01 00:30close620.010.835420.830520.854021.72127.85
1872016.07.15 23:10buy630.010.837030.000000.00000
1882016.07.15 23:10modify630.010.837030.833530.85703
1892016.07.15 23:23close630.010.837960.833530.857031.15129.00
1902016.07.15 23:53buy640.010.836280.000000.00000
1912016.07.15 23:53modify640.010.836280.832780.85628
1922016.07.15 23:53close640.010.837360.832780.856281.34130.34
1932016.07.15 23:54buy650.010.836290.000000.00000
1942016.07.15 23:54modify650.010.836290.832790.85629
1952016.07.18 00:30close650.010.837380.832790.856291.33131.66
1962016.07.18 22:42sell660.010.835390.000000.00000
1972016.07.18 22:42modify660.010.835390.838890.81539
1982016.07.19 01:04close660.010.835350.838890.815390.05131.72
1992016.07.21 23:43buy670.010.833540.000000.00000
2002016.07.21 23:43modify670.010.833540.830040.85354
2012016.07.22 01:06close670.010.834270.830040.853540.89132.60
2022016.07.28 23:31buy680.010.840950.000000.00000
2032016.07.28 23:31modify680.010.840950.837450.86095
2042016.07.29 01:03close680.010.841620.837450.860950.81133.41
2052016.08.04 22:23buy690.010.848020.000000.00000
2062016.08.04 22:23modify690.010.848020.844520.86802
2072016.08.04 23:47close690.010.848720.844520.868020.87134.28
2082016.08.05 23:49sell700.010.848600.000000.00000
2092016.08.05 23:49modify700.010.848600.852100.82860
2102016.08.08 00:26close700.010.847830.852100.828600.96135.24
2112016.08.12 22:04buy710.010.863850.000000.00000
2122016.08.12 22:04modify710.010.863850.860350.88385
2132016.08.12 23:31close710.010.864610.860350.883850.94136.18