Strategy Tester Report
Generic A-TLP v.12.38_RUS
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 ====>"; SetName="USDCHF M15 v.12.26 set from 11.86"; every_tick=true; MagicNumber=1007; 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=70; Take_Profit=70; TP_perc=0; min_TP=10; MaxDailyRange=35; 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=12; BB_Deviation=2; Entry_Break=5; Min_Volatility=15; 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=68; 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=2; 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=2; 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=2; 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=2; 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 тиков50953029Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (17)
Чистая прибыль70.97Общая прибыль83.14Общий убыток-12.16
Прибыльность6.83Матожидание выигрыша1.13
Абсолютная просадка1.68Максимальная просадка7.78 (7.33%)Относительная просадка7.33% (7.78)
Всего сделок63Короткие позиции (% выигравших)21 (61.90%)Длинные позиции (% выигравших)42 (90.48%)
Прибыльные сделки (% от всех)51 (80.95%)Убыточные сделки (% от всех)12 (19.05%)
Самая большаяприбыльная сделка8.28убыточная сделка-2.67
Средняяприбыльная сделка1.63убыточная сделка-1.01
Максимальное количествонепрерывных выигрышей (прибыль)12 (17.59)непрерывных проигрышей (убыток)2 (-3.90)
Макс.непрерывная прибыль (число выигрышей)17.62 (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 04:39close10.010.899030.906380.892380.39100.39
42014.09.09 22:30buy20.010.932740.000000.00000
52014.09.09 22:30modify20.010.932740.925740.93974
62014.09.10 05:17close20.010.933370.925740.939740.68101.07
72014.10.07 22:14buy30.010.956640.000000.00000
82014.10.07 22:14modify30.010.956640.949640.96364
92014.10.08 03:03close30.010.957610.949640.963641.02102.08
102014.10.14 00:06buy40.010.947500.000000.00000
112014.10.14 00:06modify40.010.947500.940500.95450
122014.10.14 00:58close40.010.948550.940500.954501.11103.19
132014.12.11 23:42buy50.010.968430.000000.00000
142014.12.11 23:42modify50.010.968430.961430.97543
152014.12.12 02:01close50.010.969430.961430.975431.04104.23
162014.12.22 22:00sell60.010.984750.000000.00000
172014.12.22 22:00modify60.010.984750.991750.97775
182014.12.22 23:58close60.010.983750.991750.977751.02105.25
192015.01.02 01:31sell70.010.995190.000000.00000
202015.01.02 01:31modify70.010.995191.002190.98819
212015.01.02 10:04close70.010.996461.002190.98819-1.27103.98
222015.01.06 22:05sell80.011.008670.000000.00000
232015.01.06 22:05modify80.011.008671.015671.00167
242015.01.07 03:37close80.011.011161.015671.00167-2.63101.35
252015.01.16 00:00buy90.010.838080.000000.00000
262015.01.16 00:00modify90.010.838080.831080.84508
272015.01.16 00:06t/p90.010.845080.831080.845088.28109.63
282015.01.16 00:06buy100.010.845290.000000.00000
292015.01.16 00:06modify100.010.845290.838290.85229
302015.01.16 00:10t/p100.010.852290.838290.852298.20117.83
312015.01.20 01:31buy110.010.878140.000000.00000
322015.01.20 01:31modify110.010.878140.871140.88514
332015.01.20 02:21close110.010.879140.871140.885141.14118.97
342015.01.21 00:00buy120.010.874560.000000.00000
352015.01.21 00:00modify120.010.874560.867560.88156
362015.01.21 06:48close120.010.873360.867560.88156-1.37117.60
372015.01.22 23:54buy130.010.871040.000000.00000
382015.01.22 23:54modify130.010.871040.864040.87804
392015.01.23 02:02close130.010.872130.864040.878041.26118.86
402015.01.28 01:24buy140.010.900410.000000.00000
412015.01.28 01:24modify140.010.900410.893410.90741
422015.01.28 02:17close140.010.902750.893410.907412.59121.45
432015.01.30 01:00buy150.010.922080.000000.00000
442015.01.30 01:00modify150.010.922080.915080.92908
452015.01.30 09:25close150.010.923150.915080.929081.16122.61
462015.03.03 00:00buy160.010.957580.000000.00000
472015.03.03 00:00modify160.010.957580.950580.96458
482015.03.03 01:52close160.010.958580.950580.964581.04123.65
492015.03.20 22:17sell170.010.977630.000000.00000
502015.03.20 22:17modify170.010.977630.984630.97063
512015.03.20 23:25close170.010.975930.984630.970631.74125.39
522015.04.24 23:59buy180.010.951850.000000.00000
532015.04.27 00:00modify180.010.951850.944850.95885
542015.04.27 00:25close180.010.954110.944850.958852.38127.76
552015.04.28 22:31sell190.010.956200.000000.00000
562015.04.28 22:31modify190.010.956200.963200.94920
572015.04.29 00:27close190.010.955150.963200.949200.93128.70
582015.05.01 22:53buy200.010.932650.000000.00000
592015.05.01 22:53modify200.010.932650.925650.93965
602015.05.04 03:18close200.010.933700.925650.939651.13129.82
612015.05.15 22:00buy210.010.914110.000000.00000
622015.05.15 22:00modify210.010.914110.907110.92111
632015.05.15 22:37close210.010.915520.907110.921111.54131.36
642015.05.22 23:59buy220.010.942180.000000.00000
652015.05.22 23:59modify220.010.942180.935180.94918
662015.05.25 00:25close220.010.943280.935180.949181.18132.54
672015.05.29 00:02buy230.010.941390.000000.00000
682015.05.29 00:02modify230.010.941390.934390.94839
692015.05.29 00:25close230.010.943150.934390.948391.87134.41
702015.06.05 01:49sell240.010.935020.000000.00000
712015.06.05 01:49modify240.010.935020.942020.92802
722015.06.05 07:11close240.010.934290.942020.928020.78135.19
732015.06.12 22:13sell250.010.928910.000000.00000
742015.06.12 22:13modify250.010.928910.935910.92191
752015.06.15 09:53close250.010.931240.935910.92191-2.67132.52
762015.06.15 22:00buy260.010.930410.000000.00000
772015.06.15 22:00modify260.010.930410.923410.93741
782015.06.16 03:01close260.010.930300.923410.93741-0.11132.41
792015.07.07 22:24buy270.010.945420.000000.00000
802015.07.07 22:24modify270.010.945420.938420.95242
812015.07.07 23:36close270.010.946610.938420.952421.26133.67
822015.07.22 00:03buy280.010.956880.000000.00000
832015.07.22 00:03modify280.010.956880.949880.96388
842015.07.22 00:26close280.010.958190.949880.963881.37135.04
852015.07.23 22:46sell290.010.959240.000000.00000
862015.07.23 22:46modify290.010.959240.966240.95224
872015.07.24 03:54close290.010.959120.966240.95224-0.04135.00
882015.07.31 22:00sell300.010.967860.000000.00000
892015.07.31 22:00modify300.010.967860.974860.96086
902015.07.31 22:11close300.010.966410.974860.960861.50136.50
912015.08.13 22:32buy310.010.976020.000000.00000
922015.08.13 22:32modify310.010.976020.969020.98302
932015.08.14 04:33close310.010.976510.969020.983020.51137.00
942015.08.14 23:05buy320.010.975760.000000.00000
952015.08.14 23:05modify320.010.975760.968760.98276
962015.08.17 01:00close320.010.976760.968760.982761.03138.03
972015.08.17 23:42sell330.010.978360.000000.00000
982015.08.17 23:42modify330.010.978360.985360.97136
992015.08.18 04:56close330.010.978270.985360.97136-0.08137.95
1002015.08.25 22:34buy340.010.941660.000000.00000
1012015.08.25 22:34modify340.010.941660.934660.94866
1022015.08.26 02:25close340.010.940550.934660.94866-1.17136.78
1032015.09.02 00:00buy350.010.957900.000000.00000
1042015.09.02 00:00modify350.010.957900.950900.96490
1052015.09.02 00:28close350.010.959400.950900.964901.56138.34
1062015.09.03 23:20buy360.010.972220.000000.00000
1072015.09.03 23:20modify360.010.972220.965220.97922
1082015.09.04 00:30close360.010.973240.965220.979221.06139.40
1092015.09.04 23:59buy370.010.971290.000000.00000
1102015.09.04 23:59modify370.010.971290.964290.97829
1112015.09.07 01:07close370.010.972320.964290.978291.07140.46
1122015.09.25 00:48sell380.010.978230.000000.00000
1132015.09.25 00:48modify380.010.978230.985230.97123
1142015.09.25 09:56close380.010.978570.985230.97123-0.35140.11
1152015.10.09 00:00buy390.010.962640.000000.00000
1162015.10.09 00:00modify390.010.962640.955640.96964
1172015.10.09 00:27close390.010.966340.955640.969643.83143.94
1182015.10.16 22:32sell400.010.952570.000000.00000
1192015.10.16 22:32modify400.010.952570.959570.94557
1202015.10.19 09:11close400.010.953700.959570.94557-1.35142.59
1212015.11.13 22:03buy410.011.007160.000000.00000
1222015.11.13 22:03modify410.011.007161.000161.01416
1232015.11.16 01:22close410.011.008181.000161.014161.02143.61
1242015.12.01 23:50buy420.011.025800.000000.00000
1252015.12.01 23:50modify420.011.025801.018801.03280
1262015.12.02 02:25close420.011.026811.018801.032800.99144.60
1272015.12.14 22:09sell430.010.985830.000000.00000
1282015.12.14 22:09modify430.010.985830.992830.97883
1292015.12.15 02:43close430.010.984840.992830.978830.84145.44
1302015.12.18 00:29buy440.010.995450.000000.00000
1312015.12.18 00:29modify440.010.995450.988451.00245
1322015.12.18 05:52close440.010.995700.988451.002450.25145.69
1332015.12.23 00:00buy450.010.985820.000000.00000
1342015.12.23 00:00modify450.010.985820.978820.99282
1352015.12.23 00:28close450.010.987430.978820.992821.63147.32
1362016.01.04 22:03buy460.011.001740.000000.00000
1372016.01.04 22:03modify460.011.001740.994741.00874
1382016.01.04 22:55close460.011.002750.994741.008741.01148.33
1392016.01.08 22:41buy470.010.994030.000000.00000
1402016.01.08 22:41modify470.010.994030.987031.00103
1412016.01.11 09:41close470.010.995030.987031.001031.01149.33
1422016.01.15 22:00sell480.011.002200.000000.00000
1432016.01.15 22:00modify480.011.002201.009200.99520
1442016.01.18 00:27close480.011.001101.009200.995200.93150.26
1452016.01.25 22:33buy490.011.013800.000000.00000
1462016.01.25 22:33modify490.011.013801.006801.02080
1472016.01.26 02:35close490.011.013221.006801.02080-0.56149.70
1482016.01.26 22:06buy500.011.017160.000000.00000
1492016.01.26 22:06modify500.011.017161.010161.02416
1502016.01.27 03:16close500.011.017821.010161.024160.66150.36
1512016.02.10 00:25sell510.010.973860.000000.00000
1522016.02.10 00:25modify510.010.973860.980860.96686
1532016.02.10 02:34close510.010.972810.980860.966861.08151.44
1542016.02.26 22:37buy520.010.996360.000000.00000
1552016.02.26 22:37modify520.010.996360.989361.00336
1562016.02.29 00:35close520.010.997420.989361.003361.07152.50
1572016.03.03 23:53sell530.010.992150.000000.00000
1582016.03.03 23:53modify530.010.992150.999150.98515
1592016.03.04 02:55close530.010.991300.999150.985150.69153.20
1602016.03.04 23:08buy540.010.993160.000000.00000
1612016.03.04 23:08modify540.010.993160.986161.00016
1622016.03.07 01:01close540.010.994160.986161.000161.02154.21
1632016.03.10 22:44sell550.010.984610.000000.00000
1642016.03.10 22:44modify550.010.984610.991610.97761
1652016.03.11 02:07close550.010.984100.991610.977610.35154.56
1662016.03.18 22:09sell560.010.970020.000000.00000
1672016.03.18 22:09modify560.010.970020.977020.96302
1682016.03.18 23:53close560.010.969020.977020.963021.03155.59
1692016.03.31 22:54sell570.010.961540.000000.00000
1702016.03.31 22:54modify570.010.961540.968540.95454
1712016.04.01 03:08close570.010.960920.968540.954540.48156.07
1722016.06.23 23:36sell580.010.959390.000000.00000
1732016.06.23 23:36modify580.010.959390.966390.95239
1742016.06.24 00:08buy590.010.955900.000000.00000
1752016.06.24 00:08modify590.010.955900.948900.96290
1762016.06.24 00:21t/p590.010.962900.948900.962907.27163.34
1772016.06.24 03:09close580.010.959760.966390.95239-0.56162.78
1782016.06.24 22:26buy600.010.968210.000000.00000
1792016.06.24 22:26modify600.010.968210.961210.97521
1802016.06.24 23:01close600.010.972880.961210.975214.80167.58
1812016.06.28 23:09buy610.010.980150.000000.00000
1822016.06.28 23:09modify610.010.980150.973150.98715
1832016.06.28 23:49close610.010.981170.973150.987151.04168.62
1842016.07.15 23:33buy620.010.981870.000000.00000
1852016.07.15 23:33modify620.010.981870.974870.98887
1862016.07.15 23:48close620.010.983110.974870.988871.26169.88
1872016.07.15 23:59buy630.010.981710.000000.00000
1882016.07.18 00:00modify630.010.981710.974710.98871
1892016.07.18 00:58close630.010.982770.974710.988711.09170.97