Strategy Tester Report
Generic A-TLP v.9.03
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)
ПараметрыMagicNumber=25042016; Comm="Generic A-TLP v.9.0"; Max_Spread=5; Slipage=1; Stop_Loss=70; Take_Profit=70; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; Channel_Period=12; Entry_Break=5; Exit_Distance=2; MaxDailyRange=35; Lots=0.01; Auto_Risk=0; Min_Volatility=15; 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="02:00"; monday_pause_stop="22:00"; 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="02:00"; wednesday_pause_stop="22:00"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="02:00"; thursday_pause_stop="22:00"; 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"; S2=" Roll Over Filter"; rollover_start="23:55"; rollover_end="00:35";
Баров в истории70738Смоделировано тиков50953029Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (17)
Чистая прибыль103.57Общая прибыль125.08Общий убыток-21.52
Прибыльность5.81Матожидание выигрыша1.11
Абсолютная просадка4.25Максимальная просадка8.32 (4.37%)Относительная просадка5.43% (5.75)
Всего сделок93Короткие позиции (% выигравших)38 (81.58%)Длинные позиции (% выигравших)55 (94.55%)
Прибыльные сделки (% от всех)83 (89.25%)Убыточные сделки (% от всех)10 (10.75%)
Самая большаяприбыльная сделка8.28убыточная сделка-7.11
Средняяприбыльная сделка1.51убыточная сделка-2.15
Максимальное количествонепрерывных выигрышей (прибыль)27 (51.11)непрерывных проигрышей (убыток)2 (-1.65)
Макс.непрерывная прибыль (число выигрышей)51.11 (27)непрерывный убыток (число проигрышей)-7.11 (1)
Среднийнепрерывный выигрыш9непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.29 00:17sell10.010.899390.000000.00000
22014.01.29 00:17modify10.010.899390.906390.89239
32014.01.29 08:10close10.010.899720.906390.89239-0.3799.63
42014.04.14 00:01sell20.010.877300.000000.00000
52014.04.14 00:01modify20.010.877300.884300.87030
62014.04.14 19:02close20.010.878420.884300.87030-1.2898.35
72014.08.25 00:15sell30.010.917130.000000.00000
82014.08.25 00:15modify30.010.917130.924130.91013
92014.08.25 03:03close30.010.916510.924130.910130.6899.03
102014.09.09 22:31buy40.010.932470.000000.00000
112014.09.09 22:31modify40.010.932470.925470.93947
122014.09.10 05:18close40.010.933420.925470.939471.03100.06
132014.09.15 00:01buy50.010.932200.000000.00000
142014.09.15 00:01modify50.010.932200.925200.93920
152014.09.15 01:19close50.010.933200.925200.939201.07101.13
162014.10.07 22:20buy60.010.955960.000000.00000
172014.10.07 22:20modify60.010.955960.948960.96296
182014.10.07 22:57close60.010.956960.948960.962961.04102.17
192014.10.13 01:23buy70.010.955580.000000.00000
202014.10.13 01:23modify70.010.955580.948580.96258
212014.10.13 03:06close70.010.956580.948580.962581.05103.22
222014.10.14 00:07buy80.010.947370.000000.00000
232014.10.14 00:07modify80.010.947370.940370.95437
242014.10.14 00:58close80.010.948550.940370.954371.24104.46
252014.10.20 01:38sell90.010.947950.000000.00000
262014.10.20 01:38modify90.010.947950.954950.94095
272014.10.20 03:10close90.010.946790.954950.940951.23105.69
282014.11.03 00:16sell100.010.963960.000000.00000
292014.11.03 00:16modify100.010.963960.970960.95696
302014.11.03 08:20close100.010.965550.970960.95696-1.65104.04
312014.11.10 00:01buy110.010.964800.000000.00000
322014.11.10 00:01modify110.010.964800.957800.97180
332014.11.10 03:27close110.010.965810.957800.971801.05105.09
342014.11.24 00:15sell120.010.971980.000000.00000
352014.11.24 00:15modify120.010.971980.978980.96498
362014.11.24 03:51close120.010.970940.978980.964981.07106.16
372014.12.11 23:43buy130.010.968330.000000.00000
382014.12.11 23:43modify130.010.968330.961330.97533
392014.12.12 01:54close130.010.969390.961330.975331.10107.25
402014.12.15 00:37buy140.010.962770.000000.00000
412014.12.15 00:37modify140.010.962770.955770.96977
422014.12.15 01:54close140.010.963920.955770.969771.19108.44
432015.01.05 00:15sell150.011.006600.000000.00000
442015.01.05 00:15modify150.011.006601.013600.99960
452015.01.05 02:01close150.011.005371.013600.999601.22109.66
462015.01.06 22:06sell160.011.008750.000000.00000
472015.01.06 22:06modify160.011.008751.015751.00175
482015.01.07 03:38close160.011.011121.015751.00175-2.51107.15
492015.01.12 00:32buy170.011.012650.000000.00000
502015.01.12 00:32modify170.011.012651.005651.01965
512015.01.12 03:49close170.011.013011.005651.019650.36107.51
522015.01.16 00:00buy180.010.838080.000000.00000
532015.01.16 00:00modify180.010.838080.831080.84508
542015.01.16 00:06t/p180.010.845080.831080.845088.28115.79
552015.01.16 00:07buy190.010.844540.000000.00000
562015.01.16 00:07modify190.010.844540.837540.85154
572015.01.16 00:10t/p190.010.851540.837540.851548.21124.00
582015.01.20 01:36buy200.010.878150.000000.00000
592015.01.20 01:36modify200.010.878150.871150.88515
602015.01.20 02:57close200.010.879280.871150.885151.29125.29
612015.01.21 00:01buy210.010.874570.000000.00000
622015.01.21 00:01modify210.010.874570.867570.88157
632015.01.21 09:33close210.010.875630.867570.881571.21126.50
642015.01.22 23:56buy220.010.870850.000000.00000
652015.01.22 23:56modify220.010.870850.863850.87785
662015.01.23 02:03close220.010.872180.863850.877851.53128.03
672015.01.28 01:34buy230.010.899380.000000.00000
682015.01.28 01:34modify230.010.899380.892380.90638
692015.01.28 02:17close230.010.902750.892380.906383.73131.76
702015.02.02 00:01sell240.010.925500.000000.00000
712015.02.02 00:01modify240.010.925500.932500.91850
722015.02.02 00:50close240.010.923160.932500.918502.53134.29
732015.02.04 23:25sell250.010.925750.000000.00000
742015.02.04 23:25modify250.010.925750.932750.91875
752015.02.04 23:35close250.010.924730.932750.918751.10135.39
762015.02.04 23:37sell260.010.926020.000000.00000
772015.02.04 23:37modify260.010.926020.933020.91902
782015.02.05 00:58close260.010.924220.933020.919021.44136.83
792015.02.12 00:03buy270.010.926420.000000.00000
802015.02.12 00:03modify270.010.926420.919420.93342
812015.02.12 00:41close270.010.927560.919420.933421.23138.06
822015.03.03 00:03buy280.010.956860.000000.00000
832015.03.03 00:03modify280.010.956860.949860.96386
842015.03.03 00:33close280.010.957940.949860.963861.13139.19
852015.03.11 23:25buy290.011.008080.000000.00000
862015.03.11 23:25modify290.011.008081.001081.01508
872015.03.11 23:37close290.011.009141.001081.015081.05140.24
882015.03.16 01:13sell300.011.006900.000000.00000
892015.03.16 01:13modify300.011.006901.013900.99990
902015.03.16 03:04close300.011.005881.013900.999901.01141.25
912015.03.20 22:18sell310.010.977720.000000.00000
922015.03.20 22:18modify310.010.977720.984720.97072
932015.03.20 23:25close310.010.975930.984720.970721.83143.08
942015.03.23 00:21buy320.010.973870.000000.00000
952015.03.23 00:21modify320.010.973870.966870.98087
962015.03.23 01:16close320.010.974900.966870.980871.06144.14
972015.04.06 00:02buy330.010.948310.000000.00000
982015.04.06 00:02modify330.010.948310.941310.95531
992015.04.06 00:06close330.010.950330.941310.955312.13146.27
1002015.04.13 00:02sell340.010.980800.000000.00000
1012015.04.13 00:02modify340.010.980800.987800.97380
1022015.04.13 01:00close340.010.979520.987800.973801.31147.58
1032015.04.28 22:32sell350.010.956230.000000.00000
1042015.04.28 22:32modify350.010.956230.963230.94923
1052015.04.29 00:05close350.010.955110.963230.949231.00148.58
1062015.05.01 22:58buy360.010.932590.000000.00000
1072015.05.01 22:58modify360.010.932590.925590.93959
1082015.05.04 00:10close360.010.933600.925590.939591.09149.67
1092015.05.15 22:00buy370.010.914110.000000.00000
1102015.05.15 22:00modify370.010.914110.907110.92111
1112015.05.15 22:37close370.010.915520.907110.921111.54151.21
1122015.05.29 00:03buy380.010.941310.000000.00000
1132015.05.29 00:03modify380.010.941310.934310.94831
1142015.05.29 00:08close380.010.943010.934310.948311.80153.01
1152015.05.29 00:12buy390.010.942300.000000.00000
1162015.05.29 00:12modify390.010.942300.935300.94930
1172015.05.29 01:06close390.010.943300.935300.949301.06154.07
1182015.06.05 01:50sell400.010.934990.000000.00000
1192015.06.05 01:50modify400.010.934990.941990.92799
1202015.06.05 07:15close400.010.933970.941990.927991.09155.16
1212015.06.12 22:14sell410.010.929020.000000.00000
1222015.06.12 22:14modify410.010.929020.936020.92202
1232015.06.12 23:26close410.010.927940.936020.922021.16156.32
1242015.06.15 22:01buy420.010.929970.000000.00000
1252015.06.15 22:01modify420.010.929970.922970.93697
1262015.06.16 03:02close420.010.930300.922970.936970.36156.68
1272015.06.29 00:01sell430.010.937950.000000.00000
1282015.06.29 00:01modify430.010.937950.944950.93095
1292015.06.29 03:40close430.010.936460.944950.930951.59158.27
1302015.07.06 00:02sell440.010.942910.000000.00000
1312015.07.06 00:02modify440.010.942910.949910.93591
1322015.07.06 08:42close440.010.943380.949910.93591-0.50157.77
1332015.07.07 22:25buy450.010.945240.000000.00000
1342015.07.07 22:25modify450.010.945240.938240.95224
1352015.07.07 23:14close450.010.946250.938240.952241.07158.84
1362015.07.23 22:49sell460.010.959280.000000.00000
1372015.07.23 22:49modify460.010.959280.966280.95228
1382015.07.24 03:55close460.010.958990.966280.952280.13158.97
1392015.07.31 22:00sell470.010.967860.000000.00000
1402015.07.31 22:00modify470.010.967860.974860.96086
1412015.07.31 22:10close470.010.966170.974860.960861.75160.72
1422015.08.13 22:35buy480.010.976040.000000.00000
1432015.08.13 22:35modify480.010.976040.969040.98304
1442015.08.14 04:34close480.010.976770.969040.983040.76161.48
1452015.08.14 23:06buy490.010.975710.000000.00000
1462015.08.14 23:06modify490.010.975710.968710.98271
1472015.08.17 01:01close490.010.976760.968710.982711.08162.55
1482015.08.17 23:43sell500.010.978370.000000.00000
1492015.08.17 23:43modify500.010.978370.985370.97137
1502015.08.18 09:37close500.010.977770.985370.971370.44162.99
1512015.08.25 22:38buy510.010.941370.000000.00000
1522015.08.25 22:38modify510.010.941370.934370.94837
1532015.08.26 03:39close510.010.940880.934370.94837-0.51162.48
1542015.09.02 00:01buy520.010.958020.000000.00000
1552015.09.02 00:01modify520.010.958020.951020.96502
1562015.09.02 00:19close520.010.959080.951020.965021.11163.59
1572015.09.03 23:21buy530.010.972270.000000.00000
1582015.09.03 23:21modify530.010.972270.965270.97927
1592015.09.04 00:08close530.010.973340.965270.979271.11164.70
1602015.09.16 22:00sell540.010.971210.000000.00000
1612015.09.16 22:00modify540.010.971210.978210.96421
1622015.09.17 04:06close540.010.970160.978210.964210.57165.27
1632015.09.25 00:50sell550.010.978390.000000.00000
1642015.09.25 00:50modify550.010.978390.985390.97139
1652015.09.25 09:57close550.010.978460.985390.97139-0.07165.20
1662015.09.28 00:02buy560.010.976620.000000.00000
1672015.09.28 00:02modify560.010.976620.969620.98362
1682015.09.28 00:10close560.010.977850.969620.983621.26166.46
1692015.10.16 22:34sell570.010.952590.000000.00000
1702015.10.16 22:34modify570.010.952590.959590.94559
1712015.10.19 00:04close570.010.950840.959590.945591.67168.13
1722015.11.02 00:01buy580.010.985510.000000.00000
1732015.11.02 00:01modify580.010.985510.978510.99251
1742015.11.02 01:13close580.010.986790.978510.992511.30169.43
1752015.11.09 00:01buy590.011.004620.000000.00000
1762015.11.09 00:01modify590.011.004620.997621.01162
1772015.11.09 00:53close590.011.005860.997621.011621.23170.66
1782015.11.13 22:04buy600.011.007160.000000.00000
1792015.11.13 22:04modify600.011.007161.000161.01416
1802015.11.16 01:24close600.011.008261.000161.014161.10171.76
1812015.11.16 01:25sell610.011.008930.000000.00000
1822015.11.16 01:25modify610.011.008931.015931.00193
1832015.11.16 01:44close610.011.007921.015931.001931.00172.76
1842015.12.01 23:51buy620.011.025750.000000.00000
1852015.12.01 23:51modify620.011.025751.018751.03275
1862015.12.02 02:53close620.011.026781.018751.032751.01173.76
1872015.12.14 22:10sell630.010.986230.000000.00000
1882015.12.14 22:10modify630.010.986230.993230.97923
1892015.12.15 00:01close630.010.984850.993230.979231.23174.99
1902015.12.16 22:20sell640.010.988370.000000.00000
1912015.12.16 22:20modify640.010.988370.995370.98137
1922015.12.17 00:01close640.010.986940.995370.981370.94175.94
1932015.12.17 01:15sell650.010.993350.000000.00000
1942015.12.17 01:15modify650.010.993351.000350.98635
1952015.12.17 02:05close650.010.992151.000350.986351.21177.15
1962015.12.23 00:01buy660.010.985860.000000.00000
1972015.12.23 00:01modify660.010.985860.978860.99286
1982015.12.23 00:15close660.010.987510.978860.992861.67178.82
1992016.01.04 00:31buy670.010.999580.000000.00000
2002016.01.04 00:31modify670.010.999580.992581.00658
2012016.01.04 02:36close670.011.000690.992581.006581.11179.93
2022016.01.04 22:04buy680.011.001630.000000.00000
2032016.01.04 22:04modify680.011.001630.994631.00863
2042016.01.04 22:55close680.011.002720.994631.008631.09181.02
2052016.01.11 00:18buy690.010.993190.000000.00000
2062016.01.11 00:18modify690.010.993190.986191.00019
2072016.01.11 00:36close690.010.994330.986191.000191.15182.17
2082016.01.11 01:04buy700.010.992240.000000.00000
2092016.01.11 01:04modify700.010.992240.985240.99924
2102016.01.11 02:17close700.010.993280.985240.999241.05183.22
2112016.01.15 22:00sell710.011.002200.000000.00000
2122016.01.15 22:00modify710.011.002201.009200.99520
2132016.01.18 00:01close710.011.000571.009200.995201.46184.68
2142016.01.20 22:12sell720.011.005110.000000.00000
2152016.01.20 22:12modify720.011.005111.012110.99811
2162016.01.21 00:00close720.011.003811.012110.998110.79185.47
2172016.01.21 01:44sell730.011.005810.000000.00000
2182016.01.21 01:44modify730.011.005811.012810.99881
2192016.01.21 05:39close730.011.004941.012810.998810.87186.34
2202016.01.25 22:35buy740.011.013720.000000.00000
2212016.01.25 22:35modify740.011.013721.006721.02072
2222016.01.26 02:40close740.011.013291.006721.02072-0.41185.93
2232016.01.26 22:07buy750.011.017030.000000.00000
2242016.01.26 22:07modify750.011.017031.010031.02403
2252016.01.27 03:17close750.011.018021.010031.024030.98186.90
2262016.02.01 00:02buy760.011.021580.000000.00000
2272016.02.01 00:02modify760.011.021581.014581.02858
2282016.02.01 00:24close760.011.023091.014581.028581.48188.38
2292016.02.10 00:26sell770.010.973900.000000.00000
2302016.02.10 00:26modify770.010.973900.980900.96690
2312016.02.10 02:35close770.010.972780.980900.966901.15189.53
2322016.02.15 01:04sell780.010.978190.000000.00000
2332016.02.15 01:04modify780.010.978190.985190.97119
2342016.02.15 15:25s/l780.010.985190.985190.97119-7.11182.42
2352016.02.26 22:39buy790.010.996280.000000.00000
2362016.02.26 22:39modify790.010.996280.989281.00328
2372016.02.29 00:03close790.010.997380.989281.003281.11183.53
2382016.03.03 23:54sell800.010.992200.000000.00000
2392016.03.03 23:54modify800.010.992200.999200.98520
2402016.03.04 02:55close800.010.991300.999200.985200.74184.27
2412016.03.04 23:09buy810.010.993160.000000.00000
2422016.03.04 23:09modify810.010.993160.986161.00016
2432016.03.07 01:15close810.010.994160.986161.000161.02185.29
2442016.03.14 00:06sell820.010.983720.000000.00000
2452016.03.14 00:06modify820.010.983720.990720.97672
2462016.03.14 01:18close820.010.982680.990720.976721.06186.35
2472016.04.11 00:22buy830.010.952370.000000.00000
2482016.04.11 00:22modify830.010.952370.945370.95937
2492016.04.11 01:22close830.010.953390.945370.959371.07187.42
2502016.04.18 00:15buy840.010.965560.000000.00000
2512016.04.18 00:15modify840.010.965560.958560.97256
2522016.04.18 01:03close840.010.966580.958560.972561.06188.48
2532016.06.20 00:33sell850.010.962760.000000.00000
2542016.06.20 00:33modify850.010.962760.969760.95576
2552016.06.20 02:06close850.010.961650.969760.955761.15189.63
2562016.06.23 00:31buy860.010.956510.000000.00000
2572016.06.23 00:31modify860.010.956510.949510.96351
2582016.06.23 00:47close860.010.958400.949510.963511.97191.60
2592016.06.23 23:37sell870.010.959420.000000.00000
2602016.06.23 23:37modify870.010.959420.966420.95242
2612016.06.24 00:09close870.010.955650.966420.952423.77195.37
2622016.06.24 00:10buy880.010.955370.000000.00000
2632016.06.24 00:10modify880.010.955370.948370.96237
2642016.06.24 00:13close880.010.961100.948370.962375.96201.33
2652016.06.24 22:27buy890.010.968000.000000.00000
2662016.06.24 22:27modify890.010.968000.961000.97500
2672016.06.24 23:01close890.010.972880.961000.975005.02206.35
2682016.06.28 23:10buy900.010.980040.000000.00000
2692016.06.28 23:10modify900.010.980040.973040.98704
2702016.06.28 23:45close900.010.981100.973040.987041.08207.43
2712016.07.15 23:34buy910.010.981690.000000.00000
2722016.07.15 23:34modify910.010.981690.974690.98869
2732016.07.15 23:48close910.010.983110.974690.988691.44208.87
2742016.07.27 22:00buy920.010.990180.000000.00000
2752016.07.27 22:00modify920.010.990180.983180.99718
2762016.07.28 10:30s/l920.010.983180.983180.99718-7.10201.77
2772016.08.08 00:04buy930.010.978700.000000.00000
2782016.08.08 00:04modify930.010.978700.971700.98570
2792016.08.08 00:22close930.010.980460.971700.985701.80203.57