Strategy Tester Report
Generic A-TLP v.9.03
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)
ПараметрыMagicNumber=25042016; Comm="Generic A-TLP v.9.0"; Max_Spread=4; Slipage=1; Stop_Loss=35; Take_Profit=200; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; Channel_Period=8; Entry_Break=4; Exit_Distance=-1; MaxDailyRange=5; Lots=0.01; Auto_Risk=0; Min_Volatility=3; Exit_Profit_Pips=-100; Reverse_Profit=10; Exit_Minutes=100; Time_Profit_Pips=10; Col_info=Aqua; S1=" DayOfWeek Filter"; monday_open="00:00"; monday_pause_start="01:00"; monday_pause_stop="22:00"; 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="01:00"; wednesday_pause_stop="22:00"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="01:00"; thursday_pause_stop="22:00"; 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"; S2=" Roll Over Filter"; rollover_start="23:55"; rollover_end="00:35";
Баров в истории70738Смоделировано тиков64473161Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (16)
Чистая прибыль41.20Общая прибыль75.90Общий убыток-34.70
Прибыльность2.19Матожидание выигрыша0.44
Абсолютная просадка0.34Максимальная просадка14.84 (10.45%)Относительная просадка10.45% (14.84)
Всего сделок93Короткие позиции (% выигравших)36 (77.78%)Длинные позиции (% выигравших)57 (77.19%)
Прибыльные сделки (% от всех)72 (77.42%)Убыточные сделки (% от всех)21 (22.58%)
Самая большаяприбыльная сделка4.92убыточная сделка-4.41
Средняяприбыльная сделка1.05убыточная сделка-1.65
Максимальное количествонепрерывных выигрышей (прибыль)10 (11.67)непрерывных проигрышей (убыток)2 (-8.76)
Макс.непрерывная прибыль (число выигрышей)11.67 (10)непрерывный убыток (число проигрышей)-8.76 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.06 00:02sell10.010.828670.000000.00000
22014.01.06 00:02modify10.010.828670.832170.80867
32014.01.06 02:04close10.010.828200.832170.808670.58100.58
42014.03.03 00:01buy20.010.823380.000000.00000
52014.03.03 00:01modify20.010.823380.819880.84338
62014.03.03 02:03close20.010.823870.819880.843380.61101.19
72014.03.14 23:38buy30.010.835520.000000.00000
82014.03.14 23:38modify30.010.835520.832020.85552
92014.03.17 00:34close30.010.836360.832020.855521.02102.21
102014.03.24 00:01sell40.010.837730.000000.00000
112014.03.24 00:01modify40.010.837730.841230.81773
122014.03.24 01:57close40.010.836700.841230.817731.28103.49
132014.04.14 00:01buy50.010.827860.000000.00000
142014.04.14 00:01modify50.010.827860.824360.84786
152014.04.14 03:02close50.010.827870.824360.847860.01103.50
162014.05.26 00:02buy60.010.808980.000000.00000
172014.05.26 00:02modify60.010.808980.805480.82898
182014.05.26 01:45close60.010.809440.805480.828980.57104.07
192014.08.18 00:01buy70.010.800610.000000.00000
202014.08.18 00:01modify70.010.800610.797110.82061
212014.08.18 02:17close70.010.801030.797110.820610.52104.59
222014.08.25 00:01buy80.010.797350.000000.00000
232014.08.25 00:01modify80.010.797350.793850.81735
242014.08.25 02:08close80.010.797630.793850.817350.35104.94
252014.09.08 00:01sell90.010.801110.000000.00000
262014.09.08 00:01modify90.010.801110.804610.78111
272014.09.08 01:09close90.010.800020.804610.781111.35106.29
282014.09.12 00:05buy100.010.794990.000000.00000
292014.09.12 00:05modify100.010.794990.791490.81499
302014.09.12 03:01close100.010.795440.791490.814990.56106.85
312014.09.15 00:14sell110.010.797120.000000.00000
322014.09.15 00:14modify110.010.797120.800620.77712
332014.09.15 02:50close110.010.797150.800620.77712-0.04106.81
342014.09.19 00:13buy120.010.787620.000000.00000
352014.09.19 00:13modify120.010.787620.784120.80762
362014.09.19 02:36close120.010.786100.784120.80762-1.88104.93
372014.09.29 00:02sell130.010.781220.000000.00000
382014.09.29 00:02modify130.010.781220.784720.76122
392014.09.29 01:39close130.010.780230.784720.761221.23106.16
402014.10.20 00:01buy140.010.791770.000000.00000
412014.10.20 00:01modify140.010.791770.788270.81177
422014.10.20 03:03close140.010.792450.788270.811770.84107.00
432014.11.24 00:05buy150.010.790570.000000.00000
442014.11.24 00:05modify150.010.790570.787070.81057
452014.11.24 01:54close150.010.790750.787070.810570.22107.22
462014.12.15 00:09sell160.010.793260.000000.00000
472014.12.15 00:09modify160.010.793260.796760.77326
482014.12.15 01:37close160.010.792490.796760.773260.95108.17
492014.12.25 00:56buy170.010.783410.000000.00000
502014.12.25 00:56modify170.010.783410.779910.80341
512014.12.25 02:02close170.010.784010.779910.803410.74108.91
522015.01.05 00:01buy180.010.781060.000000.00000
532015.01.05 00:01modify180.010.781060.777560.80106
542015.01.05 00:05close180.010.784480.777560.801064.24113.15
552015.01.05 00:16buy190.010.782100.000000.00000
562015.01.05 00:16modify190.010.782100.778600.80210
572015.01.05 04:46close190.010.781870.778600.80210-0.29112.86
582015.01.06 22:12buy200.010.785110.000000.00000
592015.01.06 22:12modify200.010.785110.781610.80511
602015.01.07 02:03close200.010.784750.781610.80511-0.47112.39
612015.01.15 22:55sell210.010.765930.000000.00000
622015.01.15 22:55modify210.010.765930.769430.74593
632015.01.16 03:02close210.010.765280.769430.745930.80113.19
642015.01.26 00:01buy220.010.743170.000000.00000
652015.01.26 00:01modify220.010.743170.739670.76317
662015.01.26 02:03close220.010.743900.739670.763170.90114.09
672015.01.26 22:53buy230.010.746320.000000.00000
682015.01.26 22:53modify230.010.746320.742820.76632
692015.01.27 01:29close230.010.745390.742820.76632-1.18112.91
702015.02.03 23:55buy240.010.756590.000000.00000
712015.02.03 23:55modify240.010.756590.753090.77659
722015.02.04 03:17close240.010.756650.753090.776590.06112.97
732015.02.04 22:39sell250.010.751380.000000.00000
742015.02.04 22:39modify250.010.751380.754880.73138
752015.02.04 22:45close250.010.749720.754880.731382.06115.03
762015.02.11 23:40sell260.010.742330.000000.00000
772015.02.11 23:40modify260.010.742330.745830.72233
782015.02.12 01:30close260.010.742010.745830.722330.40115.43
792015.02.16 00:01buy270.010.738950.000000.00000
802015.02.16 00:01modify270.010.738950.735450.75895
812015.02.16 01:26close270.010.740090.735450.758951.42116.85
822015.02.20 22:29buy280.010.739110.000000.00000
832015.02.20 22:29modify280.010.739110.735610.75911
842015.02.23 00:01close280.010.739980.735610.759111.06117.91
852015.02.26 22:25sell290.010.727520.000000.00000
862015.02.26 22:25modify290.010.727520.731020.70752
872015.02.26 23:27close290.010.726620.731020.707521.11119.02
882015.03.06 22:07sell300.010.721850.000000.00000
892015.03.06 22:07modify300.010.721850.725350.70185
902015.03.06 23:53close300.010.720840.725350.701851.25120.27
912015.03.09 00:01buy310.010.720080.000000.00000
922015.03.09 00:01modify310.010.720080.716580.74008
932015.03.09 03:01close310.010.720260.716580.740080.22120.49
942015.03.16 00:04buy320.010.710070.000000.00000
952015.03.16 00:04modify320.010.710070.706570.73007
962015.03.16 00:20close320.010.711100.706570.730071.28121.77
972015.03.19 22:44sell330.010.723420.000000.00000
982015.03.19 22:44modify330.010.723420.726920.70342
992015.03.19 23:44close330.010.722510.726920.703421.13122.90
1002015.03.30 00:01buy340.010.731280.000000.00000
1012015.03.30 00:01modify340.010.731280.727780.75128
1022015.03.30 03:49close340.010.731200.727780.75128-0.10122.80
1032015.03.31 23:14sell350.010.725070.000000.00000
1042015.03.31 23:14modify350.010.725070.728570.70507
1052015.04.01 01:22close350.010.724220.728570.705071.06123.86
1062015.04.06 00:07sell360.010.736860.000000.00000
1072015.04.06 00:07modify360.010.736860.740360.71686
1082015.04.06 03:00close360.010.736960.740360.71686-0.12123.74
1092015.05.01 23:52buy370.010.738920.000000.00000
1102015.05.01 23:52modify370.010.738920.735420.75892
1112015.05.04 03:07close370.010.738610.735420.75892-0.41123.33
1122015.06.01 00:01buy380.010.717920.000000.00000
1132015.06.01 00:01modify380.010.717920.714420.73792
1142015.06.01 00:24close380.010.718770.714420.737921.05124.38
1152015.06.02 22:24buy390.010.726790.000000.00000
1162015.06.02 22:24modify390.010.726790.723290.74679
1172015.06.03 00:15close390.010.726740.723290.74679-0.08124.30
1182015.06.08 00:03buy400.010.727110.000000.00000
1192015.06.08 00:03modify400.010.727110.723610.74711
1202015.06.08 02:13close400.010.727610.723610.747110.62124.92
1212015.06.15 00:01buy410.010.721110.000000.00000
1222015.06.15 00:01modify410.010.721110.717610.74111
1232015.06.15 03:03close410.010.721230.717610.741110.15125.07
1242015.06.18 22:37buy420.010.715620.000000.00000
1252015.06.18 22:37modify420.010.715620.712120.73562
1262015.06.19 01:17close420.010.716100.712120.735620.57125.64
1272015.06.22 00:01sell430.010.716270.000000.00000
1282015.06.22 00:01modify430.010.716270.719770.69627
1292015.06.22 05:06close430.010.716060.719770.696270.26125.90
1302015.06.29 00:01buy440.010.701140.000000.00000
1312015.06.29 00:01modify440.010.701140.697640.72114
1322015.06.29 03:06close440.010.700550.697640.72114-0.73125.17
1332015.07.03 23:12buy450.010.711480.000000.00000
1342015.07.03 23:12modify450.010.711480.707980.73148
1352015.07.03 23:52close450.010.713280.707980.731482.23127.40
1362015.07.06 00:01buy460.010.707090.000000.00000
1372015.07.06 00:01modify460.010.707090.703590.72709
1382015.07.06 01:40close460.010.708190.703590.727091.36128.76
1392015.07.13 00:01buy470.010.715740.000000.00000
1402015.07.13 00:01modify470.010.715740.712240.73574
1412015.07.13 00:44close470.010.716740.712240.735741.24130.00
1422015.08.03 00:01buy480.010.701790.000000.00000
1432015.08.03 00:01modify480.010.701790.698290.72179
1442015.08.03 03:33close480.010.702500.698290.721790.89130.89
1452015.08.13 23:14sell490.010.714800.000000.00000
1462015.08.13 23:14modify490.010.714800.718300.69480
1472015.08.14 02:49close490.010.714470.718300.694800.41131.30
1482015.08.25 22:27sell500.010.729660.000000.00000
1492015.08.25 22:27modify500.010.729660.733160.70966
1502015.08.25 23:26s/l500.010.733160.733160.70966-4.35126.95
1512015.08.31 00:06buy510.010.724770.000000.00000
1522015.08.31 00:06modify510.010.724770.721270.74477
1532015.08.31 01:40close510.010.726780.721270.744772.50129.45
1542015.09.28 00:05buy520.010.736310.000000.00000
1552015.09.28 00:05modify520.010.736310.732810.75631
1562015.09.28 02:10close520.010.736540.732810.756310.29129.74
1572015.10.23 22:59sell530.010.719170.000000.00000
1582015.10.23 22:59modify530.010.719170.722670.69917
1592015.10.26 00:02close530.010.718300.722670.699171.08130.82
1602015.11.02 00:01sell540.010.714130.000000.00000
1612015.11.02 00:01modify540.010.714130.717630.69413
1622015.11.02 05:37close540.010.714710.717630.69413-0.72130.10
1632015.11.13 23:58sell550.010.706730.000000.00000
1642015.11.13 23:58modify550.010.706730.710230.68673
1652015.11.16 00:01close550.010.704970.710230.686732.18132.28
1662015.12.16 22:23buy560.010.727560.000000.00000
1672015.12.16 22:23modify560.010.727560.724060.74756
1682015.12.17 05:17close560.010.725850.724060.74756-2.18130.10
1692016.01.22 23:22sell570.010.756850.000000.00000
1702016.01.22 23:22modify570.010.756850.760350.73685
1712016.01.25 04:04close570.010.756330.760350.736850.64130.74
1722016.01.26 23:40sell580.010.757010.000000.00000
1732016.01.26 23:40modify580.010.757010.760510.73701
1742016.01.27 02:06close580.010.757210.760510.73701-0.25130.49
1752016.02.10 22:59sell590.010.777100.000000.00000
1762016.02.10 22:59modify590.010.777100.780600.75710
1772016.02.11 00:33close590.010.775840.780600.757101.56132.05
1782016.02.15 00:05buy600.010.775100.000000.00000
1792016.02.15 00:05modify600.010.775100.771600.79510
1802016.02.15 08:22close600.010.772680.771600.79510-3.01129.04
1812016.02.15 23:12sell610.010.773060.000000.00000
1822016.02.15 23:12modify610.010.773060.776560.75306
1832016.02.16 02:33close610.010.772970.776560.753060.11129.16
1842016.02.19 23:02buy620.010.774450.000000.00000
1852016.02.19 23:02modify620.010.774450.770950.79445
1862016.02.22 00:01close620.010.778430.770950.794454.92134.07
1872016.02.22 00:02sell630.010.778490.000000.00000
1882016.02.22 00:02modify630.010.778490.781990.75849
1892016.02.22 00:44close630.010.777250.781990.758491.54135.61
1902016.02.24 22:10buy640.010.790970.000000.00000
1912016.02.24 22:10modify640.010.790970.787470.81097
1922016.02.25 01:05close640.010.790990.787470.81097-0.03135.58
1932016.03.01 22:28sell650.010.779380.000000.00000
1942016.03.01 22:28modify650.010.779380.782880.75938
1952016.03.02 00:39close650.010.778820.782880.759380.69136.27
1962016.03.14 00:05buy660.010.774530.000000.00000
1972016.03.14 00:05modify660.010.774530.771030.79453
1982016.03.14 01:09close660.010.775630.771030.794531.37137.64
1992016.03.24 22:58sell670.010.789900.000000.00000
2002016.03.24 22:58modify670.010.789900.793400.76990
2012016.03.25 02:44close670.010.789880.793400.769900.03137.67
2022016.03.29 00:01buy680.010.784960.000000.00000
2032016.03.29 00:01modify680.010.784960.781460.80496
2042016.03.29 02:07close680.010.785430.781460.804960.58138.25
2052016.04.01 22:48buy690.010.800810.000000.00000
2062016.04.01 22:48modify690.010.800810.797310.82081
2072016.04.04 00:24close690.010.801460.797310.820810.79139.04
2082016.04.11 00:01sell700.010.808430.000000.00000
2092016.04.11 00:01modify700.010.808430.811930.78843
2102016.04.11 01:43close700.010.807420.811930.788431.26140.30
2112016.04.18 00:02sell710.010.795630.000000.00000
2122016.04.18 00:02modify710.010.795630.799130.77563
2132016.04.18 04:39close710.010.796750.799130.77563-1.39138.91
2142016.04.25 00:01buy720.010.775320.000000.00000
2152016.04.25 00:01modify720.010.775320.771820.79532
2162016.04.25 00:40close720.010.776320.771820.795321.24140.15
2172016.04.28 22:13sell730.010.777390.000000.00000
2182016.04.28 22:13modify730.010.777390.780890.75739
2192016.04.29 02:15close730.010.777200.780890.757390.23140.38
2202016.05.02 00:01sell740.010.785310.000000.00000
2212016.05.02 00:01modify740.010.785310.788810.76531
2222016.05.02 02:00close740.010.785100.788810.765310.26140.64
2232016.05.19 22:50sell750.010.767180.000000.00000
2242016.05.19 22:50modify750.010.767180.770680.74718
2252016.05.20 04:04close750.010.767130.770680.747180.06140.71
2262016.05.23 00:01buy760.010.772860.000000.00000
2272016.05.23 00:01modify760.010.772860.769360.79286
2282016.05.23 02:02close760.010.773720.769360.792861.07141.78
2292016.06.06 00:01sell770.010.784470.000000.00000
2302016.06.06 00:01modify770.010.784470.787970.76447
2312016.06.06 02:05s/l770.010.787970.787970.76447-4.35137.43
2322016.06.10 23:19buy780.010.788510.000000.00000
2332016.06.10 23:19modify780.010.788510.785010.80851
2342016.06.13 00:13close780.010.789540.785010.808511.26138.68
2352016.06.13 23:49buy790.010.792540.000000.00000
2362016.06.13 23:49modify790.010.792540.789040.81254
2372016.06.14 00:24close790.010.793600.789040.812541.30139.98
2382016.06.20 00:01buy800.010.783210.000000.00000
2392016.06.20 00:01modify800.010.783210.779710.80321
2402016.06.20 02:53s/l800.010.779710.779710.80321-4.35135.63
2412016.06.21 22:59sell810.010.769530.000000.00000
2422016.06.21 22:59modify810.010.769530.773030.74953
2432016.06.21 23:58close810.010.767390.773030.749532.66138.29
2442016.06.22 22:59buy820.010.769150.000000.00000
2452016.06.22 22:59modify820.010.769150.765650.78915
2462016.06.23 00:26s/l820.010.765650.765650.78915-4.41133.88
2472016.06.27 00:01sell830.010.819560.000000.00000
2482016.06.27 00:01modify830.010.819560.823060.79956
2492016.06.27 00:26s/l830.010.823060.823060.79956-4.35129.53
2502016.06.30 22:50buy840.010.834020.000000.00000
2512016.06.30 22:50modify840.010.834020.830520.85402
2522016.07.01 00:31close840.010.835290.830520.854021.56131.09
2532016.07.15 23:11buy850.010.836900.000000.00000
2542016.07.15 23:11modify850.010.836900.833400.85690
2552016.07.15 23:38close850.010.838740.833400.856902.28133.37
2562016.07.15 23:55buy860.010.835610.000000.00000
2572016.07.15 23:55modify860.010.835610.832110.85561
2582016.07.18 00:02close860.010.837170.832110.855611.92135.29
2592016.07.18 22:43sell870.010.835390.000000.00000
2602016.07.18 22:43modify870.010.835390.838890.81539
2612016.07.19 01:05close870.010.835350.838890.815390.05135.34
2622016.07.21 00:04buy880.010.832940.000000.00000
2632016.07.21 00:04modify880.010.832940.829440.85294
2642016.07.21 04:36close880.010.833050.829440.852940.14135.48
2652016.07.25 00:01buy890.010.834850.000000.00000
2662016.07.25 00:01modify890.010.834850.831350.85485
2672016.07.25 02:59close890.010.835750.831350.854851.12136.60
2682016.07.28 23:32buy900.010.840650.000000.00000
2692016.07.28 23:32modify900.010.840650.837150.86065
2702016.07.29 01:06close900.010.841650.837150.860651.22137.82
2712016.08.04 22:28buy910.010.847970.000000.00000
2722016.08.04 22:28modify910.010.847970.844470.86797
2732016.08.04 23:50close910.010.848890.844470.867971.15138.97
2742016.08.08 00:06buy920.010.847280.000000.00000
2752016.08.08 00:06modify920.010.847280.843780.86728
2762016.08.08 01:53close920.010.848220.843780.867281.16140.13
2772016.08.12 22:05buy930.010.863850.000000.00000
2782016.08.12 22:05modify930.010.863850.860350.88385
2792016.08.12 23:33close930.010.864710.860350.883851.07141.20