Strategy Tester Report
Generic A-TLP v.9.03
Alpari-ECN1 (Build 988)

СимволUSDJPY (US Dollar vs Japanese Yen)
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=888888; Comm="USDJPY M15 Generic A-TLP v.11.86"; Max_Spread=3; Slipage=1; Stop_Loss=45; Take_Profit=100; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; Channel_Period=11; Entry_Break=4; Exit_Distance=-8; MaxDailyRange=75; Lots=0.01; Auto_Risk=0; Min_Volatility=7; Exit_Profit_Pips=-100; Reverse_Profit=20; Exit_Minutes=210; Time_Profit_Pips=10; Col_info=DarkBlue; S1=" DayOfWeek Filter"; monday_open="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="23:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; 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="23:59"; rollover_end="00:25";
Баров в истории70738Смоделировано тиков69118508Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (12)
Чистая прибыль32.92Общая прибыль79.41Общий убыток-46.49
Прибыльность1.71Матожидание выигрыша0.37
Абсолютная просадка10.74Максимальная просадка11.18 (11.13%)Относительная просадка11.13% (11.18)
Всего сделок90Короткие позиции (% выигравших)51 (66.67%)Длинные позиции (% выигравших)39 (84.62%)
Прибыльные сделки (% от всех)67 (74.44%)Убыточные сделки (% от всех)23 (25.56%)
Самая большаяприбыльная сделка8.15убыточная сделка-4.41
Средняяприбыльная сделка1.19убыточная сделка-2.02
Максимальное количествонепрерывных выигрышей (прибыль)11 (6.89)непрерывных проигрышей (убыток)4 (-10.52)
Макс.непрерывная прибыль (число выигрышей)10.66 (6)непрерывный убыток (число проигрышей)-10.52 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.08 00:03sell10.01104.6440.0000.000
22014.01.08 00:03modify10.01104.644105.094103.644
32014.01.08 03:00close10.01104.724105.094103.644-0.7699.24
42014.01.13 23:51sell20.01103.0550.0000.000
52014.01.13 23:51modify20.01103.055103.505102.055
62014.01.14 05:23s/l20.01103.505103.505102.055-4.4194.83
72014.01.23 23:51sell30.01103.2880.0000.000
82014.01.23 23:51modify30.01103.288103.738102.288
92014.01.24 03:06close30.01103.380103.738102.288-0.9593.89
102014.01.28 23:43sell40.01102.9920.0000.000
112014.01.28 23:43modify40.01102.992103.442101.992
122014.01.29 00:48s/l40.01103.442103.442101.992-4.4189.48
132014.01.31 00:42sell50.01102.8110.0000.000
142014.01.31 00:42modify50.01102.811103.261101.811
152014.01.31 01:25close50.01102.753103.261101.8110.5690.04
162014.02.07 00:53buy60.01102.0070.0000.000
172014.02.07 00:53modify60.01102.007101.557103.007
182014.02.07 01:26close60.01102.090101.557103.0070.8190.85
192014.03.07 00:07sell70.01103.1260.0000.000
202014.03.07 00:07modify70.01103.126103.576102.126
212014.03.07 00:34close70.01103.084103.576102.1260.4191.26
222014.03.13 23:58sell80.01101.7950.0000.000
232014.03.13 23:58modify80.01101.795102.245100.795
242014.03.14 02:15close80.01101.793102.245100.795-0.0491.22
252014.06.13 00:12sell90.01101.7510.0000.000
262014.06.13 00:12modify90.01101.751102.201100.751
272014.06.13 01:33close90.01101.720102.201100.7510.3091.52
282014.09.12 00:43buy100.01107.0040.0000.000
292014.09.12 00:43modify100.01107.004106.554108.004
302014.09.12 01:47close100.01107.053106.554108.0040.4691.98
312014.10.01 00:42buy110.01109.5670.0000.000
322014.10.01 00:42modify110.01109.567109.117110.567
332014.10.01 01:06close110.01109.631109.117110.5670.5892.56
342014.10.13 23:23buy120.01106.9680.0000.000
352014.10.13 23:23modify120.01106.968106.518107.968
362014.10.14 02:00close120.01106.996106.518107.9680.2392.79
372014.10.15 00:25sell130.01107.1490.0000.000
382014.10.15 00:25modify130.01107.149107.599106.149
392014.10.15 03:49close130.01107.250107.599106.149-0.9491.85
402014.10.20 23:34sell140.01106.9460.0000.000
412014.10.20 23:34modify140.01106.946107.396105.946
422014.10.21 01:35close140.01106.931107.396105.9460.0891.93
432014.10.22 00:22sell150.01107.0680.0000.000
442014.10.22 00:22modify150.01107.068107.518106.068
452014.10.22 02:15close150.01107.049107.518106.0680.1892.11
462014.11.05 00:53buy160.01113.4710.0000.000
472014.11.05 00:53modify160.01113.471113.021114.471
482014.11.05 02:15close160.01113.591113.021114.4711.0693.17
492014.11.11 23:41sell170.01115.5820.0000.000
502014.11.11 23:41modify170.01115.582116.032114.582
512014.11.12 02:04close170.01115.616116.032114.582-0.3592.82
522014.11.17 23:51sell180.01116.6080.0000.000
532014.11.17 23:51modify180.01116.608117.058115.608
542014.11.18 02:40close180.01116.669117.058115.608-0.5892.25
552014.11.20 23:44sell190.01118.1110.0000.000
562014.11.20 23:44modify190.01118.111118.561117.111
572014.11.21 02:06close190.01118.159118.561117.111-0.4791.78
582014.11.25 00:21sell200.01118.3570.0000.000
592014.11.25 00:21modify200.01118.357118.807117.357
602014.11.25 02:28close200.01118.287118.807117.3570.5992.37
612014.11.28 00:41sell210.01117.9190.0000.000
622014.11.28 00:41modify210.01117.919118.369116.919
632014.11.28 05:16close210.01118.212118.369116.919-2.4889.89
642014.11.28 23:53buy220.01118.5740.0000.000
652014.11.28 23:53modify220.01118.574118.124119.574
662014.12.01 00:25close220.01118.863118.124119.5742.4092.29
672014.12.11 23:05buy230.01118.9180.0000.000
682014.12.11 23:05modify230.01118.918118.468119.918
692014.12.12 01:50close230.01119.110118.468119.9181.5893.86
702014.12.15 23:53sell240.01117.9220.0000.000
712014.12.15 23:53modify240.01117.922118.372116.922
722014.12.16 01:25close240.01117.700118.372116.9221.8395.70
732014.12.19 00:56sell250.01118.9990.0000.000
742014.12.19 00:56modify250.01118.999119.449117.999
752014.12.19 02:13close250.01118.851119.449117.9991.2596.95
762014.12.19 23:27buy260.01119.4470.0000.000
772014.12.19 23:27modify260.01119.447118.997120.447
782014.12.22 00:58close260.01119.527118.997120.4470.6497.58
792014.12.23 23:54buy270.01120.6780.0000.000
802014.12.23 23:54modify270.01120.678120.228121.678
812014.12.24 01:04close270.01120.745120.228121.6780.5298.10
822014.12.26 00:47sell280.01120.2810.0000.000
832014.12.26 00:47modify280.01120.281120.731119.281
842014.12.26 03:01close280.01120.251120.731119.2810.2598.35
852014.12.30 00:37buy290.01120.5930.0000.000
862014.12.30 00:37modify290.01120.593120.143121.593
872014.12.30 00:59close290.01120.663120.143121.5930.5898.93
882015.01.06 00:41buy300.01119.4830.0000.000
892015.01.06 00:41modify300.01119.483119.033120.483
902015.01.06 05:32close300.01119.366119.033120.483-0.9897.95
912015.01.16 00:12buy310.01115.9530.0000.000
922015.01.16 00:12modify310.01115.953115.503116.953
932015.01.16 00:31close310.01116.226115.503116.9532.35100.30
942015.02.12 23:52sell320.01119.0540.0000.000
952015.02.12 23:52modify320.01119.054119.504118.054
962015.02.13 01:47close320.01118.991119.504118.0540.47100.77
972015.02.20 00:55sell330.01119.0570.0000.000
982015.02.20 00:55modify330.01119.057119.507118.057
992015.02.20 00:59close330.01119.018119.507118.0570.33101.10
1002015.02.24 23:53sell340.01118.9910.0000.000
1012015.02.24 23:53modify340.01118.991119.441117.991
1022015.02.25 01:22close340.01118.958119.441117.9910.22101.33
1032015.02.27 23:55buy350.01119.5690.0000.000
1042015.02.27 23:55modify350.01119.569119.119120.569
1052015.03.02 00:25close350.01119.695119.119120.5691.02102.34
1062015.03.12 23:23buy360.01121.2710.0000.000
1072015.03.12 23:23modify360.01121.271120.821122.271
1082015.03.13 01:02close360.01121.300120.821122.2710.21102.55
1092015.03.19 23:33buy370.01120.7860.0000.000
1102015.03.19 23:33modify370.01120.786120.336121.786
1112015.03.20 01:59close370.01120.809120.336121.7860.16102.71
1122015.03.31 23:28sell380.01120.0290.0000.000
1132015.03.31 23:28modify380.01120.029120.479119.029
1142015.04.01 01:35close380.01120.018120.479119.0290.03102.74
1152015.04.07 23:53buy390.01120.2500.0000.000
1162015.04.07 23:53modify390.01120.250119.800121.250
1172015.04.08 00:41close390.01120.335119.800121.2500.68103.42
1182015.04.10 23:53sell400.01120.3160.0000.000
1192015.04.10 23:53modify400.01120.316120.766119.316
1202015.04.10 23:58close400.01120.188120.766119.3161.06104.48
1212015.04.13 23:52sell410.01120.1720.0000.000
1222015.04.13 23:52modify410.01120.172120.622119.172
1232015.04.14 00:37close410.01120.121120.622119.1720.36104.84
1242015.04.23 23:53sell420.01119.5840.0000.000
1252015.04.23 23:53modify420.01119.584120.034118.584
1262015.04.24 02:15close420.01119.611120.034118.584-0.29104.55
1272015.05.01 23:11buy430.01120.1330.0000.000
1282015.05.01 23:11modify430.01120.133119.683121.133
1292015.05.04 00:26close430.01120.212119.683121.1330.63105.18
1302015.05.08 00:03buy440.01119.6880.0000.000
1312015.05.08 00:03modify440.01119.688119.238120.688
1322015.05.08 01:03close440.01119.742119.238120.6880.45105.63
1332015.05.15 23:52sell450.01119.4390.0000.000
1342015.05.15 23:52modify450.01119.439119.889118.439
1352015.05.18 00:25close450.01119.320119.889118.4390.94106.57
1362015.06.05 00:44sell460.01124.4430.0000.000
1372015.06.05 00:44modify460.01124.443124.893123.443
1382015.06.05 02:35close460.01124.432124.893123.4430.09106.66
1392015.07.03 23:53sell470.01122.9290.0000.000
1402015.07.03 23:53modify470.01122.929123.379121.929
1412015.07.06 00:00t/p470.01121.929123.379121.9298.15114.82
1422015.07.09 23:40buy480.01121.2370.0000.000
1432015.07.09 23:40modify480.01121.237120.787122.237
1442015.07.09 23:51close480.01121.285120.787122.2370.40115.22
1452015.07.10 00:53sell490.01121.4210.0000.000
1462015.07.10 00:53modify490.01121.421121.871120.421
1472015.07.10 03:30close490.01121.633121.871120.421-1.74113.48
1482015.07.10 23:27buy500.01122.7400.0000.000
1492015.07.10 23:27modify500.01122.740122.290123.740
1502015.07.13 00:00s/l500.01122.290122.290123.740-3.71109.76
1512015.08.20 23:12buy510.01123.3640.0000.000
1522015.08.20 23:12modify510.01123.364122.914124.364
1532015.08.21 01:15close510.01123.412122.914124.3640.36110.12
1542015.08.25 23:00buy520.01118.8480.0000.000
1552015.08.25 23:00modify520.01118.848118.398119.848
1562015.08.26 00:30close520.01119.169118.398119.8482.66112.78
1572015.08.28 23:53sell530.01121.5240.0000.000
1582015.08.28 23:53modify530.01121.524121.974120.524
1592015.08.31 01:15close530.01121.422121.974120.5240.78113.56
1602015.09.02 00:00buy540.01119.3820.0000.000
1612015.09.02 00:00modify540.01119.382118.932120.382
1622015.09.02 02:02close540.01119.608118.932120.3821.89115.45
1632015.09.25 00:01sell550.01120.1610.0000.000
1642015.09.25 00:01modify550.01120.161120.611119.161
1652015.09.25 02:32close550.01120.183120.611119.161-0.18115.27
1662015.12.09 00:05buy560.01122.8950.0000.000
1672015.12.09 00:05modify560.01122.895122.445123.895
1682015.12.09 01:46close560.01122.921122.445123.8950.21115.48
1692015.12.11 23:13sell570.01120.9060.0000.000
1702015.12.11 23:13modify570.01120.906121.356119.906
1712015.12.14 01:35close570.01120.871121.356119.9060.23115.71
1722015.12.17 23:51buy580.01122.6020.0000.000
1732015.12.17 23:51modify580.01122.602122.152123.602
1742015.12.18 02:22close580.01122.546122.152123.602-0.49115.22
1752015.12.31 23:49sell590.01120.2740.0000.000
1762015.12.31 23:49modify590.01120.274120.724119.274
1772016.01.04 01:51close590.01120.246120.724119.2740.12115.33
1782016.01.08 23:47buy600.01117.3890.0000.000
1792016.01.08 23:47modify600.01117.389116.939118.389
1802016.01.11 00:15s/l600.01116.939116.939118.389-3.88111.45
1812016.02.03 00:21buy610.01119.8360.0000.000
1822016.02.03 00:21modify610.01119.836119.386120.836
1832016.02.03 05:48close610.01119.608119.386120.836-1.91109.54
1842016.02.08 23:05sell620.01115.7680.0000.000
1852016.02.08 23:05modify620.01115.768116.218114.768
1862016.02.09 00:57close620.01115.551116.218114.7681.82111.36
1872016.02.12 00:40sell630.01112.5720.0000.000
1882016.02.12 00:40modify630.01112.572113.022111.572
1892016.02.12 02:02close630.01112.401113.022111.5721.52112.88
1902016.02.16 00:52buy640.01114.4630.0000.000
1912016.02.16 00:52modify640.01114.463114.013115.463
1922016.02.16 02:32close640.01114.590114.013115.4631.11113.99
1932016.02.16 23:29sell650.01114.0330.0000.000
1942016.02.16 23:29modify650.01114.033114.483113.033
1952016.02.17 03:15close650.01114.129114.483113.033-0.90113.10
1962016.03.01 00:29buy660.01112.3280.0000.000
1972016.03.01 00:29modify660.01112.328111.878113.328
1982016.03.01 03:04close660.01112.436111.878113.3280.96114.06
1992016.03.25 23:54buy670.01113.0550.0000.000
2002016.03.25 23:54modify670.01113.055112.605114.055
2012016.03.28 00:25close670.01113.162112.605114.0550.92114.97
2022016.04.08 00:19buy680.01108.0820.0000.000
2032016.04.08 00:19modify680.01108.082107.632109.082
2042016.04.08 01:14close680.01108.340107.632109.0822.38117.35
2052016.04.15 23:56sell690.01108.7840.0000.000
2062016.04.15 23:56modify690.01108.784109.234107.784
2072016.04.18 00:25close690.01108.285109.234107.7844.55121.91
2082016.05.02 23:21buy700.01106.3990.0000.000
2092016.05.02 23:21modify700.01106.399105.949107.399
2102016.05.03 01:10close700.01106.429105.949107.3990.25122.15
2112016.05.03 23:51sell710.01106.6350.0000.000
2122016.05.03 23:51modify710.01106.635107.085105.635
2132016.05.04 00:38s/l710.01107.085107.085105.635-4.26117.90
2142016.05.04 00:40sell720.01107.1620.0000.000
2152016.05.04 00:40modify720.01107.162107.612106.162
2162016.05.04 01:03close720.01106.875107.612106.1622.69120.59
2172016.05.11 00:37sell730.01109.3660.0000.000
2182016.05.11 00:37modify730.01109.366109.816108.366
2192016.05.11 01:02close730.01109.310109.816108.3660.51121.10
2202016.05.27 23:57buy740.01110.2570.0000.000
2212016.05.27 23:57modify740.01110.257109.807111.257
2222016.05.30 00:25close740.01110.386109.807111.2571.14122.23
2232016.06.10 23:38sell750.01106.9710.0000.000
2242016.06.10 23:38modify750.01106.971107.421105.971
2252016.06.13 00:25close750.01106.820107.421105.9711.35123.59
2262016.06.17 23:11buy760.01104.1320.0000.000
2272016.06.17 23:11modify760.01104.132103.682105.132
2282016.06.17 23:43close760.01104.193103.682105.1320.59124.18
2292016.06.21 00:10buy770.01103.7860.0000.000
2302016.06.21 00:10modify770.01103.786103.336104.786
2312016.06.21 00:26close770.01103.956103.336104.7861.64125.82
2322016.06.24 00:06sell780.01106.2890.0000.000
2332016.06.24 00:06modify780.01106.289106.739105.289
2342016.06.24 00:15s/l780.01106.739106.739105.289-4.22121.60
2352016.06.24 00:16sell790.01106.7240.0000.000
2362016.06.24 00:16modify790.01106.724107.174105.724
2372016.06.24 00:28close790.01106.428107.174105.7242.78124.38
2382016.06.24 00:40sell800.01106.6710.0000.000
2392016.06.24 00:40modify800.01106.671107.121105.671
2402016.06.24 01:23close800.01106.469107.121105.6711.90126.28
2412016.06.24 23:02sell810.01102.3710.0000.000
2422016.06.24 23:02modify810.01102.371102.821101.371
2432016.06.24 23:51close810.01102.186102.821101.3711.81128.09
2442016.06.28 23:06buy820.01102.6230.0000.000
2452016.06.28 23:06modify820.01102.623102.173103.623
2462016.06.28 23:45close820.01102.744102.173103.6231.18129.27
2472016.07.01 00:41sell830.01103.3650.0000.000
2482016.07.01 00:41modify830.01103.365103.815102.365
2492016.07.01 01:03close830.01103.255103.815102.3651.07130.34
2502016.07.15 23:05buy840.01105.3940.0000.000
2512016.07.15 23:05modify840.01105.394104.944106.394
2522016.07.15 23:32s/l840.01104.944104.944106.394-4.28126.06
2532016.07.15 23:33buy850.01104.6600.0000.000
2542016.07.15 23:33modify850.01104.660104.210105.660
2552016.07.15 23:39close850.01104.882104.210105.6602.12128.18
2562016.07.15 23:40buy860.01104.9160.0000.000
2572016.07.15 23:40modify860.01104.916104.466105.916
2582016.07.18 00:25close860.01105.467104.466105.9165.19133.36
2592016.07.22 00:39sell870.01105.9190.0000.000
2602016.07.22 00:39modify870.01105.919106.369104.919
2612016.07.22 02:38close870.01105.712106.369104.9191.96135.32
2622016.07.27 00:24sell880.01104.7360.0000.000
2632016.07.27 00:24modify880.01104.736105.186103.736
2642016.07.27 00:25close880.01104.686105.186103.7360.48135.80
2652016.07.27 00:56sell890.01104.7400.0000.000
2662016.07.27 00:56modify890.01104.740105.190103.740
2672016.07.27 03:58s/l890.01105.190105.190103.740-4.28131.52
2682016.07.29 23:16sell900.01102.1870.0000.000
2692016.07.29 23:16modify900.01102.187102.637101.187
2702016.08.01 00:25close900.01102.039102.637101.1871.39132.92