Strategy Tester Report
Generic A-TLP 11.94.7
Alpari-ECN1 (Build 988)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2014.01.01 22:00 - 2016.11.18 21:59 (2014.01.01 - 2016.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; Comm="AUDCAD M15 Generic A-TLP v.11.94"; MagicNumber=111111; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=5; Max_Spread_mode2=5; Max_Spread_mode2_profit=0; Slippage=5; S_2="<==== ENTER SETTINGS ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== EXIT SETTINGS ====>"; Stop_Loss=55; Take_Profit=120; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=0; Trail_Size=7; Trail_Step=1; S_4="<==== Trailing stop/Breakeven ====>"; S_5="<==== Trade Time Filter ====>"; Channel_Period=15; Entry_Break=5; Min_Volatility=15; S_6="<==== Roll Over Filter ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Other Settings ====>"; MaxDailyRange=85; DailyMA=0; DeltaMA=0.5; time_break=240; loss=32; 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=0; Exit_Profit_Pips=-10; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; cci_Period_close=0; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:55"; rollover_end="00:35"; S_17="<==== Other Settings ====>"; VisualDebug=true; BrokerStatToFile=true; ColorDrawChannel=Yellow; ColorDrawChannelExit=CornflowerBlue; ColorDrawWarn=Red; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="00:00"; monday_pause_start="01:00"; monday_pause_stop="23:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="22:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="0"; thursday_open="0"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="02:00"; 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";
Баров в истории71872Смоделировано тиков71331023Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль33.74Общая прибыль42.01Общий убыток-8.27
Прибыльность5.08Матожидание выигрыша0.61
Абсолютная просадка3.69Максимальная просадка6.62 (6.21%)Относительная просадка6.21% (6.62)
Всего сделок55Короткие позиции (% выигравших)15 (93.33%)Длинные позиции (% выигравших)40 (95.00%)
Прибыльные сделки (% от всех)52 (94.55%)Убыточные сделки (% от всех)3 (5.45%)
Самая большаяприбыльная сделка2.18убыточная сделка-4.13
Средняяприбыльная сделка0.81убыточная сделка-2.76
Максимальное количествонепрерывных выигрышей (прибыль)31 (27.02)непрерывных проигрышей (убыток)1 (-4.13)
Макс.непрерывная прибыль (число выигрышей)27.02 (31)непрерывный убыток (число проигрышей)-4.13 (1)
Среднийнепрерывный выигрыш13непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.09 00:23buy10.010.961780.000000.00000
22014.01.09 00:23modify10.010.961780.956280.97378
32014.01.09 00:55close10.010.962920.956280.973780.85100.85
42014.01.30 01:37sell20.010.977720.000000.00000
52014.01.30 01:37modify20.010.977720.983220.96572
62014.01.30 03:00close20.010.977710.983220.965720.01100.86
72014.02.06 00:43sell30.010.988630.000000.00000
82014.02.06 00:43modify30.010.988630.994130.97663
92014.02.06 02:58s/l30.010.994130.994130.97663-4.1396.73
102014.02.13 00:45buy40.010.991110.000000.00000
112014.02.13 00:45modify40.010.991110.985611.00311
122014.02.13 01:24close40.010.992120.985611.003110.7697.49
132014.03.20 00:50buy50.011.014910.000000.00000
142014.03.20 00:50modify50.011.014911.009411.02691
152014.03.20 03:00close50.011.015161.009411.026910.1997.68
162014.07.24 00:33buy60.011.012830.000000.00000
172014.07.24 00:33modify60.011.012831.007331.02483
182014.07.24 03:00close60.011.013141.007331.024830.2397.91
192014.09.11 00:01buy70.011.000690.000000.00000
202014.09.11 00:01modify70.011.000690.995191.01269
212014.09.11 00:24close70.011.001690.995191.012690.7598.66
222014.10.23 00:45buy80.010.985270.000000.00000
232014.10.23 00:45modify80.010.985270.979770.99727
242014.10.23 02:47close80.010.986290.979770.997270.7799.43
252014.11.06 00:51buy90.010.976790.000000.00000
262014.11.06 00:51modify90.010.976790.971290.98879
272014.11.06 02:21close90.010.978090.971290.988790.98100.41
282014.11.20 00:45buy100.010.976010.000000.00000
292014.11.20 00:45modify100.010.976010.970510.98801
302014.11.20 02:31close100.010.977010.970510.988010.75101.16
312014.12.04 00:53buy110.010.954130.000000.00000
322014.12.04 00:53modify110.010.954130.948630.96613
332014.12.04 02:30close110.010.955240.948630.966130.84102.00
342014.12.25 01:16sell120.010.943740.000000.00000
352014.12.25 01:16modify120.010.943740.949240.93174
362014.12.25 02:01close120.010.942690.949240.931740.79102.79
372015.01.15 01:59buy130.010.973080.000000.00000
382015.01.15 01:59modify130.010.973080.967580.98508
392015.01.15 02:30close130.010.974190.967580.985080.84103.63
402015.01.22 01:59sell140.011.000080.000000.00000
412015.01.22 01:59modify140.011.000081.005580.98808
422015.01.22 02:11close140.010.998631.005580.988081.09104.72
432015.03.19 00:56buy150.010.974780.000000.00000
442015.03.19 00:56modify150.010.974780.969280.98678
452015.03.19 02:09close150.010.975890.969280.986780.83105.55
462015.04.09 00:00buy160.010.963180.000000.00000
472015.04.09 00:00modify160.010.963180.957680.97518
482015.04.09 00:33close160.010.964210.957680.975180.78106.33
492015.04.30 00:01buy170.010.961910.000000.00000
502015.04.30 00:01modify170.010.961910.956410.97391
512015.04.30 03:14close170.010.961920.956410.973910.01106.34
522015.06.11 00:00buy180.010.949340.000000.00000
532015.06.11 00:00modify180.010.949340.943840.96134
542015.06.11 00:00s/l180.010.943840.943840.96134-4.13102.21
552015.06.18 01:45buy190.010.946190.000000.00000
562015.06.18 01:45modify190.010.946190.940690.95819
572015.06.18 04:40close190.010.946220.940690.958190.02102.23
582015.06.25 00:00buy200.010.953830.000000.00000
592015.06.25 00:00modify200.010.953830.948330.96583
602015.06.25 03:00close200.010.954430.948330.965830.45102.68
612015.07.23 00:00sell210.010.962180.000000.00000
622015.07.23 00:00modify210.010.962180.967680.95018
632015.07.23 00:01close210.010.959390.967680.950182.10104.78
642015.07.23 00:02buy220.010.958530.000000.00000
652015.07.23 00:02modify220.010.958530.953030.97053
662015.07.23 00:02close220.010.959560.953030.970530.77105.55
672015.09.10 00:01buy230.010.927580.000000.00000
682015.09.10 00:01modify230.010.927580.922080.93958
692015.09.10 00:02close230.010.929140.922080.939581.18106.73
702015.09.10 00:02buy240.010.927570.000000.00000
712015.09.10 00:02modify240.010.927570.922070.93957
722015.09.10 04:56close240.010.927560.922070.93957-0.01106.72
732015.09.17 01:45buy250.010.946590.000000.00000
742015.09.17 01:45modify250.010.946590.941090.95859
752015.09.17 01:58close250.010.947590.941090.958590.75107.47
762015.10.01 00:04buy260.010.934030.000000.00000
772015.10.01 00:04modify260.010.934030.928530.94603
782015.10.01 00:22close260.010.935100.928530.946030.80108.27
792015.10.01 01:26buy270.010.933430.000000.00000
802015.10.01 01:26modify270.010.933430.927930.94543
812015.10.01 03:00close270.010.933460.927930.945430.02108.29
822015.10.29 00:00sell280.010.938640.000000.00000
832015.10.29 00:00modify280.010.938640.944140.92664
842015.10.29 00:06close280.010.937590.944140.926640.78109.07
852015.11.05 00:00buy290.010.939840.000000.00000
862015.11.05 00:00modify290.010.939840.934340.95184
872015.11.05 03:00close290.010.939890.934340.951840.04109.11
882015.11.19 00:02buy300.010.945140.000000.00000
892015.11.19 00:02modify300.010.945140.939640.95714
902015.11.19 00:56close300.010.946230.939640.957140.81109.92
912015.11.19 01:26sell310.010.947700.000000.00000
922015.11.19 01:26modify310.010.947700.953200.93570
932015.11.19 01:47close310.010.946700.953200.935700.75110.67
942015.12.17 00:59buy320.010.992950.000000.00000
952015.12.17 00:59modify320.010.992950.987451.00495
962015.12.17 02:10close320.010.994030.987451.004950.81111.48
972015.12.31 00:36buy330.011.009200.000000.00000
982015.12.31 00:36modify330.011.009201.003701.02120
992015.12.31 00:51close330.011.010321.003701.021200.84112.32
1002015.12.31 00:53buy340.011.009070.000000.00000
1012015.12.31 00:53modify340.011.009071.003571.02107
1022015.12.31 01:01close340.011.010071.003571.021070.75113.07
1032016.01.07 01:30sell350.010.996390.000000.00000
1042016.01.07 01:30modify350.010.996391.001890.98439
1052016.01.07 02:30close350.010.995381.001890.984390.76113.83
1062016.01.14 00:05buy360.010.997300.000000.00000
1072016.01.14 00:05modify360.010.997300.991801.00930
1082016.01.14 00:48close360.010.998430.991801.009300.85114.68
1092016.01.14 01:52buy370.010.995580.000000.00000
1102016.01.14 01:52modify370.010.995580.990081.00758
1112016.01.14 02:30close370.010.996740.990081.007580.87115.55
1122016.01.21 01:37sell380.011.004200.000000.00000
1132016.01.21 01:37modify380.011.004201.009700.99220
1142016.01.21 03:00close380.011.004091.009700.992200.08115.63
1152016.01.28 01:37buy390.010.988700.000000.00000
1162016.01.28 01:37modify390.010.988700.983201.00070
1172016.01.28 02:26close390.010.989700.983201.000700.75116.38
1182016.02.11 00:00buy400.010.987640.000000.00000
1192016.02.11 00:00modify400.010.987640.982140.99964
1202016.02.11 01:04close400.010.989260.982140.999641.21117.59
1212016.02.18 00:17buy410.010.980970.000000.00000
1222016.02.18 00:17modify410.010.980970.975470.99297
1232016.02.18 02:10close410.010.981980.975470.992970.76118.35
1242016.03.17 00:00buy420.010.988790.000000.00000
1252016.03.17 00:00modify420.010.988790.983291.00079
1262016.03.17 00:12close420.010.989790.983291.000790.75119.10
1272016.04.28 00:01buy430.010.954010.000000.00000
1282016.04.28 00:01modify430.010.954010.948510.96601
1292016.04.28 00:02close430.010.955070.948510.966010.79119.89
1302016.06.09 00:01sell440.010.951020.000000.00000
1312016.06.09 00:01modify440.010.951020.956520.93902
1322016.06.09 00:24close440.010.949640.956520.939021.03120.92
1332016.07.07 00:14sell450.010.975240.000000.00000
1342016.07.07 00:14modify450.010.975240.980740.96324
1352016.07.07 00:37close450.010.974030.980740.963240.91121.83
1362016.07.21 00:15buy460.010.974890.000000.00000
1372016.07.21 00:15modify460.010.974890.969390.98689
1382016.07.21 00:25close460.010.976030.969390.986890.85122.68
1392016.08.11 00:00buy470.011.005170.000000.00000
1402016.08.11 00:00modify470.011.005170.999671.01717
1412016.08.11 00:00close470.011.008030.999671.017172.14124.82
1422016.08.11 00:00sell480.011.008090.000000.00000
1432016.08.11 00:00modify480.011.008091.013590.99609
1442016.08.11 00:03close480.011.006231.013590.996091.39126.21
1452016.08.11 00:04buy490.011.004890.000000.00000
1462016.08.11 00:04modify490.011.004890.999391.01689
1472016.08.11 00:04close490.011.005930.999391.016890.78126.99
1482016.08.11 00:04buy500.011.005190.000000.00000
1492016.08.11 00:04modify500.011.005190.999691.01719
1502016.08.11 00:04close500.011.006400.999691.017190.91127.90
1512016.08.11 00:04sell510.011.008420.000000.00000
1522016.08.11 00:04modify510.011.008421.013920.99642
1532016.08.11 00:05close510.011.005521.013920.996422.18130.08
1542016.08.11 00:05buy520.011.004950.000000.00000
1552016.08.11 00:05modify520.011.004950.999451.01695
1562016.08.11 00:06close520.011.006060.999451.016950.83130.91
1572016.08.11 00:07sell530.011.008110.000000.00000
1582016.08.11 00:07modify530.011.008111.013610.99611
1592016.08.11 00:08close530.011.007051.013610.996110.80131.71
1602016.08.11 00:08sell540.011.008070.000000.00000
1612016.08.11 00:08modify540.011.008071.013570.99607
1622016.08.11 00:20close540.011.006871.013570.996070.90132.61
1632016.08.11 00:40buy550.011.005080.000000.00000
1642016.08.11 00:40modify550.011.005080.999581.01708
1652016.08.11 01:05close550.011.006590.999581.017081.13133.74