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

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2014.01.01 22:01 - 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="USDCHF M15 Generic A-TLP v.11.86"; MagicNumber=777777; 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=70; Take_Profit=70; 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=12; Entry_Break=5; Min_Volatility=15; 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=35; DailyMA=0; DeltaMA=0.5; time_break=240; loss=68; 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=2; 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="02:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="02:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="02:00"; 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 тиков50953029Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (17)
Чистая прибыль50.56Общая прибыль62.38Общий убыток-11.81
Прибыльность5.28Матожидание выигрыша0.89
Абсолютная просадка2.69Максимальная просадка10.85 (7.31%)Относительная просадка7.31% (10.85)
Всего сделок57Короткие позиции (% выигравших)21 (66.67%)Длинные позиции (% выигравших)36 (88.89%)
Прибыльные сделки (% от всех)46 (80.70%)Убыточные сделки (% от всех)11 (19.30%)
Самая большаяприбыльная сделка8.31убыточная сделка-2.67
Средняяприбыльная сделка1.36убыточная сделка-1.07
Максимальное количествонепрерывных выигрышей (прибыль)9 (10.17)непрерывных проигрышей (убыток)2 (-3.90)
Макс.непрерывная прибыль (число выигрышей)17.67 (3)непрерывный убыток (число проигрышей)-3.90 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.29 00:15sell10.010.899380.000000.00000
22014.01.29 00:15modify10.010.899380.906380.89238
32014.01.29 03:02close10.010.899370.906380.892380.01100.01
42014.09.09 22:30buy20.010.932740.000000.00000
52014.09.09 22:30modify20.010.932740.925740.93974
62014.09.10 03:00close20.010.932760.925740.939740.03100.04
72014.10.07 22:14buy30.010.956640.000000.00000
82014.10.07 22:14modify30.010.956640.949640.96364
92014.10.08 03:00close30.010.957120.949640.963640.51100.54
102014.10.14 00:06buy40.010.947500.000000.00000
112014.10.14 00:06modify40.010.947500.940500.95450
122014.10.14 00:58close40.010.948550.940500.954501.11101.65
132014.12.11 23:42buy50.010.968430.000000.00000
142014.12.11 23:42modify50.010.968430.961430.97543
152014.12.12 02:01close50.010.969430.961430.975431.04102.69
162014.12.22 22:00sell60.010.984750.000000.00000
172014.12.22 22:00modify60.010.984750.991750.97775
182014.12.22 23:58close60.010.983750.991750.977751.02103.71
192015.01.02 01:31sell70.010.995190.000000.00000
202015.01.02 01:31modify70.010.995191.002190.98819
212015.01.02 10:04close70.010.996461.002190.98819-1.27102.44
222015.01.06 22:05sell80.011.008670.000000.00000
232015.01.06 22:05modify80.011.008671.015671.00167
242015.01.07 03:37close80.011.011161.015671.00167-2.6399.81
252015.01.16 00:00buy90.010.835950.000000.00000
262015.01.16 00:00modify90.010.835950.828950.84295
272015.01.16 00:04t/p90.010.842950.828950.842958.31108.12
282015.01.16 00:04buy100.010.843140.000000.00000
292015.01.16 00:04modify100.010.843140.836140.85014
302015.01.16 00:08t/p100.010.850140.836140.850148.22116.34
312015.01.20 01:31buy110.010.878140.000000.00000
322015.01.20 01:31modify110.010.878140.871140.88514
332015.01.20 02:21close110.010.879140.871140.885141.14117.48
342015.01.21 00:00buy120.010.874560.000000.00000
352015.01.21 00:00modify120.010.874560.867560.88156
362015.01.21 06:48close120.010.873360.867560.88156-1.37116.11
372015.01.22 23:54buy130.010.871040.000000.00000
382015.01.22 23:54modify130.010.871040.864040.87804
392015.01.23 02:02close130.010.872130.864040.878041.26117.37
402015.01.28 01:24buy140.010.900410.000000.00000
412015.01.28 01:24modify140.010.900410.893410.90741
422015.01.28 02:17close140.010.902750.893410.907412.59119.96
432015.01.30 01:00buy150.010.922080.000000.00000
442015.01.30 01:00modify150.010.922080.915080.92908
452015.01.30 03:21close150.010.922100.915080.929080.02119.98
462015.03.03 00:00buy160.010.957580.000000.00000
472015.03.03 00:00modify160.010.957580.950580.96458
482015.03.03 01:52close160.010.958580.950580.964581.04121.02
492015.03.20 22:17sell170.010.977630.000000.00000
502015.03.20 22:17modify170.010.977630.984630.97063
512015.03.20 23:25close170.010.975930.984630.970631.74122.76
522015.04.28 22:31sell180.010.956200.000000.00000
532015.04.28 22:31modify180.010.956200.963200.94920
542015.04.29 00:27close180.010.955150.963200.949200.93123.69
552015.05.01 22:53buy190.010.932650.000000.00000
562015.05.01 22:53modify190.010.932650.925650.93965
572015.05.04 03:00close190.010.933280.925650.939650.69124.38
582015.05.29 00:02buy200.010.941390.000000.00000
592015.05.29 00:02modify200.010.941390.934390.94839
602015.05.29 00:25close200.010.943150.934390.948391.87126.25
612015.06.05 01:49sell210.010.935020.000000.00000
622015.06.05 01:49modify210.010.935020.942020.92802
632015.06.05 03:00close210.010.934980.942020.928020.04126.29
642015.06.12 22:13sell220.010.928910.000000.00000
652015.06.12 22:13modify220.010.928910.935910.92191
662015.06.15 09:53close220.010.931240.935910.92191-2.67123.62
672015.06.15 22:00buy230.010.930410.000000.00000
682015.06.15 22:00modify230.010.930410.923410.93741
692015.06.16 03:01close230.010.930300.923410.93741-0.11123.50
702015.07.07 22:24buy240.010.945420.000000.00000
712015.07.07 22:24modify240.010.945420.938420.95242
722015.07.07 23:36close240.010.946610.938420.952421.26124.76
732015.07.22 00:03buy250.010.956880.000000.00000
742015.07.22 00:03modify250.010.956880.949880.96388
752015.07.22 00:26close250.010.958190.949880.963881.37126.13
762015.07.23 22:46sell260.010.959240.000000.00000
772015.07.23 22:46modify260.010.959240.966240.95224
782015.07.24 03:54close260.010.959120.966240.95224-0.04126.09
792015.07.31 22:00sell270.010.967840.000000.00000
802015.07.31 22:00modify270.010.967840.974840.96084
812015.07.31 22:10close270.010.966170.974840.960841.73127.82
822015.08.13 22:32buy280.010.976020.000000.00000
832015.08.13 22:32modify280.010.976020.969020.98302
842015.08.14 04:19close280.010.976020.969020.983020.01127.83
852015.08.14 23:05buy290.010.975760.000000.00000
862015.08.14 23:05modify290.010.975760.968760.98276
872015.08.17 01:00close290.010.976760.968760.982761.03128.86
882015.08.17 23:42sell300.010.978360.000000.00000
892015.08.17 23:42modify300.010.978360.985360.97136
902015.08.18 04:56close300.010.978270.985360.97136-0.08128.78
912015.08.25 22:34buy310.010.941660.000000.00000
922015.08.25 22:34modify310.010.941660.934660.94866
932015.08.26 02:25close310.010.940550.934660.94866-1.17127.60
942015.09.02 00:00buy320.010.957900.000000.00000
952015.09.02 00:00modify320.010.957900.950900.96490
962015.09.02 00:28close320.010.959400.950900.964901.56129.16
972015.09.03 23:20buy330.010.972220.000000.00000
982015.09.03 23:20modify330.010.972220.965220.97922
992015.09.04 00:30close330.010.973240.965220.979221.06130.22
1002015.09.25 00:48sell340.010.978230.000000.00000
1012015.09.25 00:48modify340.010.978230.985230.97123
1022015.09.25 03:02close340.010.978220.985230.971230.01130.23
1032015.10.09 00:00buy350.010.962640.000000.00000
1042015.10.09 00:00modify350.010.962640.955640.96964
1052015.10.09 00:27close350.010.966340.955640.969643.83134.06
1062015.10.16 22:32sell360.010.952570.000000.00000
1072015.10.16 22:32modify360.010.952570.959570.94557
1082015.10.19 09:11close360.010.953700.959570.94557-1.35132.71
1092015.11.13 22:03buy370.011.007160.000000.00000
1102015.11.13 22:03modify370.011.007161.000161.01416
1112015.11.16 01:22close370.011.008181.000161.014161.02133.73
1122015.12.01 23:50buy380.011.025800.000000.00000
1132015.12.01 23:50modify380.011.025801.018801.03280
1142015.12.02 02:25close380.011.026811.018801.032800.99134.72
1152015.12.14 22:09sell390.010.985830.000000.00000
1162015.12.14 22:09modify390.010.985830.992830.97883
1172015.12.15 02:43close390.010.984840.992830.978830.84135.56
1182015.12.18 00:29buy400.010.995450.000000.00000
1192015.12.18 00:29modify400.010.995450.988451.00245
1202015.12.18 03:39close400.010.995460.988451.002450.01135.57
1212015.12.23 00:00buy410.010.985820.000000.00000
1222015.12.23 00:00modify410.010.985820.978820.99282
1232015.12.23 00:28close410.010.987430.978820.992821.63137.20
1242016.01.04 22:03buy420.011.001740.000000.00000
1252016.01.04 22:03modify420.011.001740.994741.00874
1262016.01.04 22:55close420.011.002750.994741.008741.01138.21
1272016.01.08 22:41buy430.010.994030.000000.00000
1282016.01.08 22:41modify430.010.994030.987031.00103
1292016.01.11 03:16close430.010.994060.987031.001030.04138.24
1302016.01.15 22:00sell440.011.002150.000000.00000
1312016.01.15 22:00modify440.011.002151.009150.99515
1322016.01.15 22:16close440.011.001131.009150.995151.02139.26
1332016.01.25 22:33buy450.011.013800.000000.00000
1342016.01.25 22:33modify450.011.013801.006801.02080
1352016.01.26 02:35close450.011.013221.006801.02080-0.56138.70
1362016.01.26 22:06buy460.011.017160.000000.00000
1372016.01.26 22:06modify460.011.017161.010161.02416
1382016.01.27 03:00close460.011.017391.010161.024160.24138.94
1392016.02.10 00:25sell470.010.973860.000000.00000
1402016.02.10 00:25modify470.010.973860.980860.96686
1412016.02.10 02:34close470.010.972810.980860.966861.08140.02
1422016.02.26 22:37buy480.010.996360.000000.00000
1432016.02.26 22:37modify480.010.996360.989361.00336
1442016.02.29 00:35close480.010.997420.989361.003361.07141.08
1452016.03.03 23:53sell490.010.992150.000000.00000
1462016.03.03 23:53modify490.010.992150.999150.98515
1472016.03.04 02:55close490.010.991300.999150.985150.69141.77
1482016.03.04 23:08buy500.010.993160.000000.00000
1492016.03.04 23:08modify500.010.993160.986161.00016
1502016.03.07 01:01close500.010.994160.986161.000161.02142.79
1512016.03.10 22:44sell510.010.984610.000000.00000
1522016.03.10 22:44modify510.010.984610.991610.97761
1532016.03.11 02:07close510.010.984100.991610.977610.35143.14
1542016.03.18 22:09sell520.010.970020.000000.00000
1552016.03.18 22:09modify520.010.970020.977020.96302
1562016.03.18 23:53close520.010.969020.977020.963021.03144.17
1572016.03.31 22:54sell530.010.961540.000000.00000
1582016.03.31 22:54modify530.010.961540.968540.95454
1592016.04.01 03:00close530.010.961310.968540.954540.07144.24
1602016.06.23 23:36sell540.010.959390.000000.00000
1612016.06.23 23:36modify540.010.959390.966390.95239
1622016.06.24 03:09close540.010.959760.966390.95239-0.56143.68
1632016.06.24 22:26buy550.010.968210.000000.00000
1642016.06.24 22:26modify550.010.968210.961210.97521
1652016.06.24 23:01close550.010.972880.961210.975214.80148.48
1662016.06.28 23:09buy560.010.980150.000000.00000
1672016.06.28 23:09modify560.010.980150.973150.98715
1682016.06.28 23:42close560.010.981150.973150.987151.02149.50
1692016.07.15 23:33buy570.010.981870.000000.00000
1702016.07.15 23:33modify570.010.981870.974870.98887
1712016.07.15 23:44close570.010.982910.974870.988871.06150.56