Strategy Tester Report
Generic A-TLP v.12.38_RUS (2)
Alpari-Pro.ECN-Demo (Build 1010)

СимволEURGBP (Euro vs Great Britain Pound )
Период15 Минут (M15) 2016.01.03 22:00 - 2016.11.14 23:59 (2016.01.10 - 2016.12.20)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; SetName="EURGBP M15 v.12.26 set from 11.86"; every_tick=true; MagicNumber=111111; Slippage=1; Lots=1; Auto_Risk=0; MM_Depo=0; MaxAmountCurrencyMult=0; CheckSpreadOnSellOpen=true; Max_Spread=4; Max_Spread_On_Close=0; Stop_Loss=0; Take_Profit=200; TP_perc=0; min_TP=10; MaxDailyRange=5; MDRFromHiLo=false; CheckMDRAfter0=false; Hedging=true; S_8="<==== Close Deal Settings ====>"; TotalOrders=3; OrdersDistance=5; MinPause=0; CloseSimultaneously=false; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=8; BB_Deviation=2; Entry_Break=4; Min_Volatility=3; 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=34; 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=-1; 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=1; 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=1; 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=1; 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=DarkBlue; Col_info2=Gray; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false;
Баров в истории21693Смоделировано тиков30564566Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (30)
Чистая прибыль1314.44Общая прибыль1314.44Общий убыток-0.00
ПрибыльностьМатожидание выигрыша17.53
Абсолютная просадка581.50Максимальная просадка715.12 (7.06%)Относительная просадка7.06% (715.12)
Всего сделок75Короткие позиции (% выигравших)27 (100.00%)Длинные позиции (% выигравших)48 (100.00%)
Прибыльные сделки (% от всех)75 (100.00%)Убыточные сделки (% от всех)0 (0.00%)
Самая большаяприбыльная сделка302.84убыточная сделка-0.00
Средняяприбыльная сделка17.53убыточная сделка-0.00
Максимальное количествонепрерывных выигрышей (прибыль)75 (1314.44)непрерывных проигрышей (убыток)0 (-0.00)
Макс.непрерывная прибыль (число выигрышей)1314.44 (75)непрерывный убыток (число проигрышей)-0.00 (0)
Среднийнепрерывный выигрыш75непрерывный проигрыш0
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.22 23:21sell11.000.756850.000000.00000
22016.01.22 23:27sell21.000.757370.000000.00000
32016.01.22 23:30modify21.000.757370.757370.73737
42016.01.22 23:30s/l21.000.757370.757370.737370.0010000.00
52016.01.22 23:40sell31.000.757360.000000.00000
62016.01.22 23:47modify31.000.757360.757360.73736
72016.01.22 23:53modify11.000.756850.756850.73685
82016.01.22 23:53s/l11.000.756850.756850.736850.0010000.00
92016.01.25 01:42s/l31.000.757360.757360.737360.0010000.00
102016.01.26 23:39sell41.000.757010.000000.00000
112016.01.26 23:42modify41.000.757010.757010.73701
122016.01.26 23:45s/l41.000.757010.757010.737010.0010000.00
132016.01.26 23:53sell51.000.757070.000000.00000
142016.01.27 02:33modify51.000.757070.757070.73707
152016.01.27 02:33close51.000.757040.757070.737073.8110003.81
162016.02.10 00:02buy61.000.780030.000000.00000
172016.02.10 00:04modify61.000.780030.780030.80003
182016.02.10 00:04s/l61.000.780030.780030.800030.0010003.81
192016.02.15 23:11sell71.000.773000.000000.00000
202016.02.15 23:13modify71.000.773000.773000.75300
212016.02.15 23:13s/l71.000.773000.773000.753000.0010003.81
222016.02.15 23:14sell81.000.772990.000000.00000
232016.02.15 23:27modify81.000.772990.772990.75299
242016.02.15 23:27s/l81.000.772990.772990.752990.0010003.81
252016.02.19 00:04buy91.000.774070.000000.00000
262016.02.19 00:04modify91.000.774070.774070.79407
272016.02.19 00:04s/l91.000.774070.774070.794070.0010003.81
282016.02.19 00:05buy101.000.774090.000000.00000
292016.02.19 00:07modify101.000.774090.774090.79409
302016.02.19 00:30s/l101.000.774090.774090.794090.0010003.81
312016.02.19 23:00buy111.000.774650.000000.00000
322016.02.19 23:00modify111.000.774650.774650.79465
332016.02.19 23:00s/l111.000.774650.774650.794650.0010003.81
342016.02.19 23:01buy121.000.774650.000000.00000
352016.02.19 23:04modify121.000.774650.774650.79465
362016.02.19 23:04s/l121.000.774650.774650.794650.0010003.81
372016.02.19 23:12buy131.000.774650.000000.00000
382016.02.19 23:20buy141.000.774140.000000.00000
392016.02.19 23:21modify141.000.774140.774140.79414
402016.02.19 23:21modify131.000.774650.774650.79465
412016.02.19 23:21s/l131.000.774650.774650.794650.0010003.81
422016.02.19 23:25s/l141.000.774140.774140.794140.0010003.81
432016.03.01 22:27sell151.000.779380.000000.00000
442016.03.01 22:34modify151.000.779380.779380.75938
452016.03.01 22:43s/l151.000.779380.779380.759380.0010003.81
462016.03.04 23:59buy161.000.773030.000000.00000
472016.03.04 23:59modify161.000.773030.773030.79303
482016.03.04 23:59s/l161.000.773030.773030.793030.0010003.81
492016.03.04 23:59buy171.000.773120.000000.00000
502016.03.04 23:59modify171.000.773120.773120.79312
512016.03.04 23:59s/l171.000.773120.773120.793120.0010003.81
522016.03.04 23:59buy181.000.772880.000000.00000
532016.03.07 00:03modify181.000.772880.772880.79288
542016.03.07 00:04s/l181.000.772880.772880.792880.0010003.81
552016.03.10 22:29buy191.000.782940.000000.00000
562016.03.10 22:31modify191.000.782940.782940.80294
572016.03.10 22:31s/l191.000.782940.782940.802940.0010003.81
582016.03.22 23:10buy201.000.788910.000000.00000
592016.03.22 23:14modify201.000.788910.788910.80891
602016.03.22 23:15s/l201.000.788910.788910.808910.0010003.81
612016.03.22 23:37buy211.000.788830.000000.00000
622016.03.22 23:38modify211.000.788830.788830.80883
632016.03.22 23:39s/l211.000.788830.788830.808830.0010003.81
642016.04.01 22:47buy221.000.800950.000000.00000
652016.04.01 23:40modify221.000.800950.800950.82095
662016.04.01 23:40s/l221.000.800950.800950.820950.0010003.81
672016.04.26 22:09sell231.000.775090.000000.00000
682016.04.26 22:19modify231.000.775090.775090.75509
692016.04.26 22:19s/l231.000.775090.775090.755090.0010003.81
702016.04.28 22:12sell241.000.777320.000000.00000
712016.04.28 23:06modify241.000.777320.777320.75732
722016.04.28 23:15s/l241.000.777320.777320.757320.0010003.81
732016.05.19 22:49sell251.000.767150.000000.00000
742016.05.19 23:01modify251.000.767150.767150.74715
752016.05.19 23:01s/l251.000.767150.767150.747150.0010003.81
762016.06.06 22:39buy261.000.785760.000000.00000
772016.06.06 22:43modify261.000.785760.785760.80576
782016.06.06 22:43s/l261.000.785760.785760.805760.0010003.81
792016.06.10 23:18buy271.000.788650.000000.00000
802016.06.10 23:19modify271.000.788650.788650.80865
812016.06.10 23:20s/l271.000.788650.788650.808650.0010003.81
822016.06.13 23:48buy281.000.792690.000000.00000
832016.06.13 23:57modify281.000.792690.792690.81269
842016.06.13 23:57s/l281.000.792690.792690.812690.0010003.81
852016.06.13 23:58buy291.000.792630.000000.00000
862016.06.13 23:58buy301.000.792050.000000.00000
872016.06.13 23:58buy311.000.791480.000000.00000
882016.06.14 00:03modify311.000.791480.791480.81148
892016.06.14 00:03s/l311.000.791480.791480.811480.0010003.81
902016.06.14 00:04buy321.000.791170.000000.00000
912016.06.14 00:04modify321.000.791170.791170.81117
922016.06.14 00:04modify301.000.792050.792050.81205
932016.06.14 00:04s/l301.000.792050.792050.812050.0010003.81
942016.06.14 00:05modify291.000.792630.792630.81263
952016.06.14 00:29close321.000.793550.791170.81117302.8410306.65
962016.06.14 00:29close291.000.793650.792630.81263129.7910436.44
972016.06.20 23:28sell331.000.771580.000000.00000
982016.06.20 23:28modify331.000.771580.771580.75158
992016.06.20 23:45close331.000.769630.771580.75158248.1410684.58
1002016.06.20 23:48sell341.000.770970.000000.00000
1012016.06.20 23:48modify341.000.770970.770970.75097
1022016.06.20 23:50s/l341.000.770970.770970.750970.0010684.58
1032016.06.21 22:43sell351.000.768700.000000.00000
1042016.06.21 22:58sell361.000.769210.000000.00000
1052016.06.21 22:58sell371.000.769730.000000.00000
1062016.06.21 22:59modify371.000.769730.769730.74973
1072016.06.21 22:59s/l371.000.769730.769730.749730.0010684.58
1082016.06.21 23:16sell381.000.769760.000000.00000
1092016.06.21 23:42modify381.000.769760.769760.74976
1102016.06.21 23:42s/l381.000.769760.769760.749760.0010684.58
1112016.06.21 23:53modify361.000.769210.769210.74921
1122016.06.21 23:53s/l361.000.769210.769210.749210.0010684.58
1132016.06.21 23:56modify351.000.768700.768700.74870
1142016.06.21 23:57close351.000.767590.768700.74870141.2510825.83
1152016.06.27 22:59buy391.000.833900.000000.00000
1162016.06.27 23:00modify391.000.833900.833900.85390
1172016.06.27 23:00s/l391.000.833900.833900.853900.0010825.83
1182016.06.28 22:28sell401.000.829510.000000.00000
1192016.06.28 22:29modify401.000.829510.829510.80951
1202016.06.28 22:29s/l401.000.829510.829510.809510.0010825.83
1212016.06.30 22:50buy411.000.834160.000000.00000
1222016.06.30 22:50modify411.000.834160.834160.85416
1232016.06.30 22:51s/l411.000.834160.834160.854160.0010825.83
1242016.06.30 22:53buy421.000.834140.000000.00000
1252016.06.30 22:59buy431.000.833630.000000.00000
1262016.06.30 23:06buy441.000.833120.000000.00000
1272016.06.30 23:25modify441.000.833120.833120.85312
1282016.06.30 23:25s/l441.000.833120.833120.853120.0010825.83
1292016.06.30 23:25modify431.000.833630.833630.85363
1302016.06.30 23:25s/l431.000.833630.833630.853630.0010825.83
1312016.06.30 23:30buy451.000.833630.000000.00000
1322016.06.30 23:31buy461.000.833110.000000.00000
1332016.06.30 23:33modify461.000.833110.833110.85311
1342016.06.30 23:33modify451.000.833630.833630.85363
1352016.06.30 23:33s/l451.000.833630.833630.853630.0010825.83
1362016.06.30 23:56modify421.000.834140.834140.85414
1372016.06.30 23:56s/l421.000.834140.834140.854140.0010825.83
1382016.07.01 00:32close461.000.835280.833110.85311276.1111101.94
1392016.07.15 23:10buy471.000.837170.000000.00000
1402016.07.15 23:20modify471.000.837170.837170.85717
1412016.07.15 23:20s/l471.000.837170.837170.857170.0011101.94
1422016.07.15 23:53buy481.000.836420.000000.00000
1432016.07.15 23:53modify481.000.836420.836420.85642
1442016.07.15 23:54s/l481.000.836420.836420.856420.0011101.94
1452016.07.15 23:54buy491.000.836430.000000.00000
1462016.07.15 23:54modify491.000.836430.836430.85643
1472016.07.15 23:54s/l491.000.836430.836430.856430.0011101.94
1482016.07.15 23:54buy501.000.836310.000000.00000
1492016.07.15 23:54buy511.000.835800.000000.00000
1502016.07.15 23:55modify511.000.835800.835800.85580
1512016.07.15 23:55s/l511.000.835800.835800.855800.0011101.94
1522016.07.15 23:55buy521.000.835750.000000.00000
1532016.07.15 23:56modify521.000.835750.835750.85575
1542016.07.15 23:56s/l521.000.835750.835750.855750.0011101.94
1552016.07.15 23:57modify501.000.836310.836310.85631
1562016.07.15 23:57s/l501.000.836310.836310.856310.0011101.94
1572016.07.15 23:57buy531.000.836430.000000.00000
1582016.07.15 23:57modify531.000.836430.836430.85643
1592016.07.15 23:57s/l531.000.836430.836430.856430.0011101.94
1602016.07.15 23:58buy541.000.836430.000000.00000
1612016.07.15 23:58modify541.000.836430.836430.85643
1622016.07.15 23:58s/l541.000.836430.836430.856430.0011101.94
1632016.07.15 23:58buy551.000.836310.000000.00000
1642016.07.15 23:58modify551.000.836310.836310.85631
1652016.07.15 23:58s/l551.000.836310.836310.856310.0011101.94
1662016.07.15 23:58buy561.000.836360.000000.00000
1672016.07.15 23:58modify561.000.836360.836360.85636
1682016.07.15 23:58s/l561.000.836360.836360.856360.0011101.94
1692016.07.15 23:58buy571.000.836240.000000.00000
1702016.07.15 23:58modify571.000.836240.836240.85624
1712016.07.15 23:59s/l571.000.836240.836240.856240.0011101.94
1722016.07.15 23:59buy581.000.836340.000000.00000
1732016.07.18 00:00modify581.000.836340.836340.85634
1742016.07.18 00:30close581.000.837380.836340.85634132.3311234.27
1752016.07.18 22:42sell591.000.835390.000000.00000
1762016.07.18 23:14modify591.000.835390.835390.81539
1772016.07.18 23:14s/l591.000.835390.835390.815390.0011234.27
1782016.07.21 23:43buy601.000.833680.000000.00000
1792016.07.21 23:48modify601.000.833680.833680.85368
1802016.07.21 23:51s/l601.000.833680.833680.853680.0011234.27
1812016.07.21 23:59buy611.000.833290.000000.00000
1822016.07.22 00:00modify611.000.833290.833290.85329
1832016.07.22 00:00s/l611.000.833290.833290.853290.0011234.27
1842016.07.28 23:31buy621.000.841090.000000.00000
1852016.07.28 23:33buy631.000.840550.000000.00000
1862016.07.28 23:35modify631.000.840550.840550.86055
1872016.07.28 23:35s/l631.000.840550.840550.860550.0011234.27
1882016.07.28 23:43modify621.000.841090.841090.86109
1892016.07.28 23:43s/l621.000.841090.841090.861090.0011234.27
1902016.08.04 22:23buy641.000.848160.000000.00000
1912016.08.04 23:03modify641.000.848160.848160.86816
1922016.08.04 23:03s/l641.000.848160.848160.868160.0011234.27
1932016.08.05 23:49sell651.000.848600.000000.00000
1942016.08.05 23:58modify651.000.848600.848600.82860
1952016.08.08 00:26close651.000.847970.848600.8286080.1711314.44
1962016.08.12 22:04buy661.000.863990.000000.00000
1972016.08.12 22:15modify661.000.863990.863990.88399
1982016.08.12 22:15s/l661.000.863990.863990.883990.0011314.44
1992016.09.09 23:58sell671.000.846600.000000.00000
2002016.09.12 00:07modify671.000.846600.846600.82660
2012016.09.12 00:07s/l671.000.846600.846600.826600.0011314.44
2022016.09.21 00:09buy681.000.858390.000000.00000
2032016.09.21 00:10modify681.000.858390.858390.87839
2042016.09.21 00:10s/l681.000.858390.858390.878390.0011314.44
2052016.10.21 22:39sell691.000.890180.000000.00000
2062016.10.21 23:29modify691.000.890180.890180.87018
2072016.10.21 23:29s/l691.000.890180.890180.870180.0011314.44
2082016.10.25 22:27buy701.000.892850.000000.00000
2092016.10.25 22:28modify701.000.892850.892850.91285
2102016.10.25 22:28s/l701.000.892850.892850.912850.0011314.44
2112016.11.08 22:57sell711.000.890180.000000.00000
2122016.11.08 22:57modify711.000.890180.890180.87018
2132016.11.08 22:57s/l711.000.890180.890180.870180.0011314.44
2142016.11.08 22:57sell721.000.890160.000000.00000
2152016.11.08 23:01sell731.000.890660.000000.00000
2162016.11.08 23:13modify731.000.890660.890660.87066
2172016.11.08 23:13s/l731.000.890660.890660.870660.0011314.44
2182016.11.08 23:17sell741.000.890670.000000.00000
2192016.11.08 23:40modify741.000.890670.890670.87067
2202016.11.08 23:40s/l741.000.890670.890670.870670.0011314.44
2212016.11.09 00:00modify721.000.890160.890160.87016
2222016.11.09 00:00s/l721.000.890160.890160.870160.0011314.44
2232016.11.11 23:55sell751.000.861930.000000.00000
2242016.11.11 23:55modify751.000.861930.861930.84193
2252016.11.11 23:55s/l751.000.861930.861930.841930.0011314.44