Strategy Tester Report
Generic A-TLP v.12.38_RUS
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 ====>"; SetName="EURGBP M15 v.12.26 set from 11.86"; every_tick=true; MagicNumber=1002; Slippage=1; Lots=0.01; Auto_Risk=0; MM_Depo=0; MaxAmountCurrencyMult=0; CheckSpreadOnSellOpen=true; Max_Spread=4; Max_Spread_On_Close=0; Stop_Loss=35; Take_Profit=200; TP_perc=0; min_TP=10; MaxDailyRange=5; MDRFromHiLo=false; CheckMDRAfter0=false; Hedging=true; S_8="<==== Close Deal Settings ====>"; TotalOrders=1; OrdersDistance=5; MinPause=0; CloseSimultaneously=false; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=8; BB_Deviation=2; Entry_Break=4; Min_Volatility=3; OnlyBid=true; 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=240; sizeloss=34; S_4="<==== Enter Settings ====>"; Trail_Start=0; Trail_Size=5; Trail_Step=0.1; rollover_trall_end=true; X=0; Y=1; S_3="<==== SL, TP, BE, TRAL ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=100; Time_Profit_Pips=10; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-1; Exit_Profit_Pips=-100; S_33="При MA_period = 0 - выкл."; MA_period=2; Reverse_Profit=10; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_5="<==== Enter Settings. Bollinger Bands ====>"; 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=22; 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=0; FRIDAY_End_Trade_Minute=0; S_6="<==== Enter Settings. CCI ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=false; rollover_start="23:59"; rollover_end="00:25"; S_9="<==== Close Deal Settings. Roll Over 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="<==== Enter Settings. Other ====>"; showinfopanel=true; Col_info=LightGreen; Col_info2=Silver; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false;
Баров в истории70738Смоделировано тиков64473161Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (16)
Чистая прибыль37.05Общая прибыль52.95Общий убыток-15.89
Прибыльность3.33Матожидание выигрыша0.50
Абсолютная просадка0.66Максимальная просадка9.89 (8.87%)Относительная просадка8.87% (9.89)
Всего сделок74Короткие позиции (% выигравших)36 (86.11%)Длинные позиции (% выигравших)38 (73.68%)
Прибыльные сделки (% от всех)59 (79.73%)Убыточные сделки (% от всех)15 (20.27%)
Самая большаяприбыльная сделка4.01убыточная сделка-4.34
Средняяприбыльная сделка0.90убыточная сделка-1.06
Максимальное количествонепрерывных выигрышей (прибыль)22 (21.50)непрерывных проигрышей (убыток)2 (-1.26)
Макс.непрерывная прибыль (число выигрышей)21.50 (22)непрерывный убыток (число проигрышей)-4.34 (1)
Среднийнепрерывный выигрыш5непрерывный 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 00:33close10.010.836340.832070.855570.93100.93
42014.05.23 23:59buy20.010.809400.000000.00000
52014.05.23 23:59modify20.010.809400.805900.82940
62014.05.26 01:45close20.010.809440.805900.829400.03100.96
72014.07.11 23:59buy30.010.794390.000000.00000
82014.07.11 23:59modify30.010.794390.790890.81439
92014.07.14 02:00close30.010.794570.790890.814390.20101.16
102014.09.05 00:08sell40.010.792950.000000.00000
112014.09.05 00:08modify40.010.792950.796450.77295
122014.09.05 01:45close40.010.792610.796450.772950.43101.59
132014.09.12 00:05buy50.010.794990.000000.00000
142014.09.12 00:05modify50.010.794990.791490.81499
152014.09.12 03:00close50.010.795360.791490.814990.46102.05
162014.09.16 22:53sell60.010.797000.000000.00000
172014.09.16 22:53modify60.010.797000.800500.77700
182014.09.16 22:58close60.010.796160.800500.777001.04103.09
192014.09.19 00:12buy70.010.787730.000000.00000
202014.09.19 00:12modify70.010.787730.784230.80773
212014.09.19 02:32close70.010.786080.784230.80773-2.05101.04
222014.10.07 22:14sell80.010.787090.000000.00000
232014.10.07 22:14modify80.010.787090.790590.76709
242014.10.08 00:26close80.010.786850.790590.767090.30101.34
252014.11.10 23:29sell90.010.784390.000000.00000
262014.11.10 23:29modify90.010.784390.787890.76439
272014.11.11 01:00close90.010.784130.787890.764390.33101.67
282014.12.16 22:59sell100.010.795250.000000.00000
292014.12.16 22:59modify100.010.795250.798750.77525
302014.12.17 02:54close100.010.794420.798750.775251.03102.70
312015.01.06 22:10buy110.010.785180.000000.00000
322015.01.06 22:10modify110.010.785180.781680.80518
332015.01.07 02:02close110.010.784720.781680.80518-0.59102.11
342015.01.15 22:52sell120.010.765830.000000.00000
352015.01.15 22:52modify120.010.765830.769330.74583
362015.01.16 01:27close120.010.765650.769330.745830.23102.34
372015.01.16 22:06sell130.010.764050.000000.00000
382015.01.16 22:06modify130.010.764050.767550.74405
392015.01.16 23:04close130.010.763050.767550.744051.24103.58
402015.01.26 22:51buy140.010.746340.000000.00000
412015.01.26 22:51modify140.010.746340.742840.76634
422015.01.27 01:28close140.010.745350.742840.76634-1.25102.33
432015.02.03 23:52buy150.010.756620.000000.00000
442015.02.03 23:52modify150.010.756620.753120.77662
452015.02.04 03:16close150.010.756630.753120.77662-0.01102.32
462015.02.20 22:16buy160.010.739130.000000.00000
472015.02.20 22:16modify160.010.739130.735630.75913
482015.02.23 00:25close160.010.739840.735630.759130.86103.18
492015.02.26 22:24sell170.010.727440.000000.00000
502015.02.26 22:24modify170.010.727440.730940.70744
512015.02.26 23:24close170.010.726720.730940.707440.89104.07
522015.03.06 22:06sell180.010.721750.000000.00000
532015.03.06 22:06modify180.010.721750.725250.70175
542015.03.06 23:55close180.010.720740.725250.701751.25105.32
552015.03.11 00:04buy190.010.709350.000000.00000
562015.03.11 00:04modify190.010.709350.705850.72935
572015.03.11 02:06close190.010.709500.705850.729350.18105.50
582015.03.19 22:39sell200.010.723430.000000.00000
592015.03.19 22:39modify200.010.723430.726930.70343
602015.03.19 23:43close200.010.722540.726930.703431.10106.60
612015.03.31 22:58sell210.010.724740.000000.00000
622015.03.31 22:58modify210.010.724740.728240.70474
632015.04.01 01:21close210.010.724230.728240.704740.64107.24
642015.05.01 23:51buy220.010.738960.000000.00000
652015.05.01 23:51modify220.010.738960.735460.75896
662015.05.04 03:06close220.010.738500.735460.75896-0.59106.65
672015.05.05 23:14buy230.010.737180.000000.00000
682015.05.05 23:14modify230.010.737180.733680.75718
692015.05.06 01:09close230.010.736930.733680.75718-0.33106.32
702015.05.08 23:55sell240.010.726070.000000.00000
712015.05.08 23:55modify240.010.726070.729570.70607
722015.05.11 00:26close240.010.725040.729570.706071.28107.60
732015.05.22 23:58buy250.010.710620.000000.00000
742015.05.22 23:58modify250.010.710620.707120.73062
752015.05.25 02:18close250.010.710800.707120.730620.21107.81
762015.06.02 22:23buy260.010.726800.000000.00000
772015.06.02 22:23modify260.010.726800.723300.74680
782015.06.03 00:26close260.010.726730.723300.74680-0.10107.71
792015.06.05 00:12buy270.010.731070.000000.00000
802015.06.05 00:12modify270.010.731070.727570.75107
812015.06.05 04:45close270.010.729780.727570.75107-1.60106.11
822015.06.18 22:36buy280.010.715760.000000.00000
832015.06.18 22:36modify280.010.715760.712260.73576
842015.06.19 01:09close280.010.717490.712260.735762.12108.22
852015.06.26 00:00buy290.010.711020.000000.00000
862015.06.26 00:00modify290.010.711020.707520.73102
872015.06.26 01:27close290.010.711610.707520.731020.74108.96
882015.07.03 23:11buy300.010.711490.000000.00000
892015.07.03 23:11modify300.010.711490.707990.73149
902015.07.03 23:49close300.010.712900.707990.731491.75110.71
912015.07.09 23:40sell310.010.717660.000000.00000
922015.07.09 23:40modify310.010.717660.721160.69766
932015.07.10 06:17close310.010.720570.721160.69766-3.61107.11
942015.08.13 23:13sell320.010.714640.000000.00000
952015.08.13 23:13modify320.010.714640.718140.69464
962015.08.14 02:48close320.010.714480.718140.694640.20107.31
972015.08.25 22:26sell330.010.729460.000000.00000
982015.08.25 22:26modify330.010.729460.732960.70946
992015.08.25 23:24s/l330.010.732960.732960.70946-4.34102.97
1002015.09.08 22:22sell340.010.728170.000000.00000
1012015.09.08 22:22modify340.010.728170.731670.70817
1022015.09.09 02:57close340.010.727850.731670.708170.40103.37
1032015.09.14 22:59sell350.010.733930.000000.00000
1042015.09.14 22:59modify350.010.733930.737430.71393
1052015.09.15 01:38close350.010.733590.737430.713930.43103.80
1062015.10.15 23:59sell360.010.735660.000000.00000
1072015.10.15 23:59modify360.010.735660.739160.71566
1082015.10.16 02:15close360.010.735050.739160.715660.76104.56
1092015.10.23 22:54sell370.010.719070.000000.00000
1102015.10.23 22:54modify370.010.719070.722570.69907
1112015.10.26 03:50close370.010.719520.722570.69907-0.55104.01
1122015.11.13 23:50sell380.010.706730.000000.00000
1132015.11.13 23:50modify380.010.706730.710230.68673
1142015.11.16 00:25close380.010.705280.710230.686731.80105.81
1152015.12.03 22:54buy390.010.722270.000000.00000
1162015.12.03 22:54modify390.010.722270.718770.74227
1172015.12.04 02:05close390.010.722170.718770.74227-0.15105.66
1182015.12.29 23:59buy400.010.736940.000000.00000
1192015.12.30 00:00modify400.010.736940.733440.75694
1202015.12.30 02:27close400.010.737390.733440.756940.54106.20
1212015.12.31 23:44sell410.010.737890.000000.00000
1222015.12.31 23:44modify410.010.737890.741390.71789
1232015.12.31 23:49close410.010.736620.741390.717891.57107.77
1242016.01.22 23:21sell420.010.756850.000000.00000
1252016.01.22 23:21modify420.010.756850.760350.73685
1262016.01.25 04:02close420.010.756440.760350.736850.50108.27
1272016.01.26 23:39sell430.010.757010.000000.00000
1282016.01.26 23:39modify430.010.757010.760510.73701
1292016.01.27 02:05close430.010.757240.760510.73701-0.29107.98
1302016.02.10 00:02buy440.010.779890.000000.00000
1312016.02.10 00:02modify440.010.779890.776390.79989
1322016.02.10 01:16close440.010.780660.776390.799890.96108.94
1332016.02.15 23:11sell450.010.773000.000000.00000
1342016.02.15 23:11modify450.010.773000.776500.75300
1352016.02.16 02:32close450.010.772980.776500.753000.03108.97
1362016.02.19 00:04buy460.010.773930.000000.00000
1372016.02.19 00:04modify460.010.773930.770430.79393
1382016.02.19 00:39close460.010.774860.770430.793931.15110.12
1392016.02.19 23:00buy470.010.774510.000000.00000
1402016.02.19 23:00modify470.010.774510.771010.79451
1412016.02.22 00:25close470.010.777760.771010.794514.01114.13
1422016.03.01 22:27sell480.010.779380.000000.00000
1432016.03.01 22:27modify480.010.779380.782880.75938
1442016.03.02 00:26close480.010.778840.782880.759380.67114.80
1452016.03.04 23:59buy490.010.772890.000000.00000
1462016.03.04 23:59modify490.010.772890.769390.79289
1472016.03.07 01:45close490.010.773050.769390.792890.18114.98
1482016.03.10 22:29buy500.010.782800.000000.00000
1492016.03.10 22:29modify500.010.782800.779300.80280
1502016.03.11 02:00close500.010.782570.779300.80280-0.31114.67
1512016.03.18 22:59sell510.010.779040.000000.00000
1522016.03.18 22:59modify510.010.779040.782540.75904
1532016.03.18 23:58close510.010.778230.782540.759041.00115.67
1542016.03.24 22:57sell520.010.789830.000000.00000
1552016.03.24 22:57modify520.010.789830.793330.76983
1562016.03.25 02:43close520.010.789930.793330.76983-0.12115.55
1572016.03.29 00:00buy530.010.784920.000000.00000
1582016.03.29 00:00modify530.010.784920.781420.80492
1592016.03.29 02:01close530.010.785410.781420.804920.61116.16
1602016.04.01 22:47buy540.010.800810.000000.00000
1612016.04.01 22:47modify540.010.800810.797310.82081
1622016.04.04 00:25close540.010.801430.797310.820810.75116.91
1632016.04.26 22:09sell550.010.775090.000000.00000
1642016.04.26 22:09modify550.010.775090.778590.75509
1652016.04.27 01:51close550.010.775090.778590.755090.00116.91
1662016.04.28 22:12sell560.010.777320.000000.00000
1672016.04.28 22:12modify560.010.777320.780820.75732
1682016.04.29 01:52close560.010.777110.780820.757320.26117.18
1692016.05.19 22:49sell570.010.767150.000000.00000
1702016.05.19 22:49modify570.010.767150.770650.74715
1712016.05.20 04:03close570.010.767140.770650.747150.01117.19
1722016.06.06 22:39buy580.010.785620.000000.00000
1732016.06.06 22:39modify580.010.785620.782120.80562
1742016.06.07 00:30close580.010.786250.782120.805620.76117.95
1752016.06.10 23:18buy590.010.788510.000000.00000
1762016.06.10 23:18modify590.010.788510.785010.80851
1772016.06.13 00:25close590.010.789750.785010.808511.52119.46
1782016.06.13 23:48buy600.010.792550.000000.00000
1792016.06.13 23:48modify600.010.792550.789050.81255
1802016.06.14 00:29close600.010.793560.789050.812551.23120.69
1812016.06.20 23:28sell610.010.771580.000000.00000
1822016.06.20 23:28modify610.010.771580.775080.75158
1832016.06.20 23:45close610.010.769490.775080.751582.60123.29
1842016.06.20 23:48sell620.010.770970.000000.00000
1852016.06.20 23:48modify620.010.770970.774470.75097
1862016.06.20 23:54close620.010.769480.774470.750971.85125.14
1872016.06.21 22:43sell630.010.768700.000000.00000
1882016.06.21 22:43modify630.010.768700.772200.74870
1892016.06.21 23:57close630.010.767450.772200.748701.55126.69
1902016.06.27 22:59buy640.010.833760.000000.00000
1912016.06.27 22:59modify640.010.833760.830260.85376
1922016.06.28 00:45close640.010.834300.830260.853760.65127.34
1932016.06.28 22:28sell650.010.829510.000000.00000
1942016.06.28 22:28modify650.010.829510.833010.80951
1952016.06.29 01:13close650.010.828740.833010.809510.96128.30
1962016.06.30 22:50buy660.010.834020.000000.00000
1972016.06.30 22:50modify660.010.834020.830520.85402
1982016.07.01 00:30close660.010.835420.830520.854021.72130.02
1992016.07.15 23:10buy670.010.837030.000000.00000
2002016.07.15 23:10modify670.010.837030.833530.85703
2012016.07.15 23:23close670.010.837960.833530.857031.16131.18
2022016.07.15 23:53buy680.010.836280.000000.00000
2032016.07.15 23:53modify680.010.836280.832780.85628
2042016.07.18 00:30close680.010.837380.832780.856281.35132.53
2052016.07.18 22:42sell690.010.835390.000000.00000
2062016.07.18 22:42modify690.010.835390.838890.81539
2072016.07.19 01:04close690.010.835350.838890.815390.05132.58
2082016.07.21 23:43buy700.010.833540.000000.00000
2092016.07.21 23:43modify700.010.833540.830040.85354
2102016.07.22 01:06close700.010.834270.830040.853540.89133.47
2112016.07.28 23:31buy710.010.840950.000000.00000
2122016.07.28 23:31modify710.010.840950.837450.86095
2132016.07.29 01:03close710.010.841620.837450.860950.81134.28
2142016.08.04 22:23buy720.010.848020.000000.00000
2152016.08.04 22:23modify720.010.848020.844520.86802
2162016.08.04 23:47close720.010.848720.844520.868020.87135.15
2172016.08.05 23:49sell730.010.848600.000000.00000
2182016.08.05 23:49modify730.010.848600.852100.82860
2192016.08.08 00:26close730.010.847830.852100.828600.96136.11
2202016.08.12 22:04buy740.010.863850.000000.00000
2212016.08.12 22:04modify740.010.863850.860350.88385
2222016.08.12 23:31close740.010.864610.860350.883850.94137.05