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

СимволCADCHF (Canadian Dollar vs Swiss Franc)
Период15 Минут (M15) 2014.01.01 22:00 - 2016.11.29 22:59 (2014.01.01 - 2016.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; Comm="CADCHF M15 Generic A-TLP v.11.94"; MagicNumber=222222; 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=35; 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=55; DailyMA=0; DeltaMA=0.5; time_break=240; loss=25; 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=2; Exit_Profit_Pips=-100; 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="22:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; 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="22:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории72521Смоделировано тиков55029881Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль23.06Общая прибыль23.13Общий убыток-0.07
Прибыльность330.43Матожидание выигрыша1.00
Абсолютная просадка0.15Максимальная просадка2.29 (2.01%)Относительная просадка2.01% (2.29)
Всего сделок23Короткие позиции (% выигравших)4 (75.00%)Длинные позиции (% выигравших)19 (100.00%)
Прибыльные сделки (% от всех)22 (95.65%)Убыточные сделки (% от всех)1 (4.35%)
Самая большаяприбыльная сделка1.97убыточная сделка-0.07
Средняяприбыльная сделка1.05убыточная сделка-0.07
Максимальное количествонепрерывных выигрышей (прибыль)22 (23.13)непрерывных проигрышей (убыток)1 (-0.07)
Макс.непрерывная прибыль (число выигрышей)23.13 (22)непрерывный убыток (число проигрышей)-0.07 (1)
Среднийнепрерывный выигрыш22непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.02.05 00:02sell10.010.736940.000000.00000
22015.02.05 00:02modify10.010.736940.740440.72494
32015.02.05 00:08close10.010.735850.740440.724941.08101.08
42015.02.12 00:17buy20.010.732610.000000.00000
52015.02.12 00:17modify20.010.732610.729110.74461
62015.02.12 00:17close20.010.733750.729110.744611.13102.21
72015.02.19 00:00buy30.010.756000.000000.00000
82015.02.19 00:00modify30.010.756000.752500.76800
92015.02.19 03:02close30.010.756020.752500.768000.01102.22
102015.03.19 00:12buy40.010.775560.000000.00000
112015.03.19 00:12modify40.010.775560.772060.78756
122015.03.19 00:15close40.010.777560.772060.787561.97104.19
132015.03.19 00:16buy50.010.776030.000000.00000
142015.03.19 00:16modify50.010.776030.772530.78803
152015.03.19 00:25close50.010.777030.772530.788030.99105.18
162015.03.19 00:29buy60.010.775880.000000.00000
172015.03.19 00:29modify60.010.775880.772380.78788
182015.03.19 00:36close60.010.777550.772380.787881.65106.83
192015.03.19 01:14sell70.010.781450.000000.00000
202015.03.19 01:14modify70.010.781450.784950.76945
212015.03.19 03:00close70.010.781440.784950.769450.01106.84
222015.03.26 00:00buy80.010.766090.000000.00000
232015.03.26 00:00modify80.010.766090.762590.77809
242015.03.26 03:00close80.010.766450.762590.778090.36107.20
252015.06.11 00:12buy90.010.757810.000000.00000
262015.06.11 00:12modify90.010.757810.754310.76981
272015.06.11 00:15close90.010.758930.754310.769811.11108.31
282015.07.02 00:28buy100.010.751780.000000.00000
292015.07.02 00:28modify100.010.751780.748280.76378
302015.07.02 00:41close100.010.752810.748280.763781.01109.32
312015.07.02 00:50buy110.010.751460.000000.00000
322015.07.02 00:50modify110.010.751460.747960.76346
332015.07.02 00:51close110.010.752500.747960.763461.03110.35
342015.07.23 00:03buy120.010.735790.000000.00000
352015.07.23 00:03modify120.010.735790.732290.74779
362015.07.23 03:00close120.010.735860.732290.747790.07110.42
372015.07.30 00:05buy130.010.744410.000000.00000
382015.07.30 00:06modify130.010.744410.740910.75641
392015.07.30 00:14close130.010.746200.740910.756411.77112.19
402015.08.20 00:09buy140.010.734060.000000.00000
412015.08.20 00:09modify140.010.734060.730560.74606
422015.08.20 00:21close140.010.735730.730560.746061.65113.84
432015.09.10 01:02buy150.010.734600.000000.00000
442015.09.10 01:02modify150.010.734600.731100.74660
452015.09.10 04:58close150.010.734650.731100.746600.05113.89
462015.12.24 00:30buy160.010.712690.000000.00000
472015.12.24 00:30modify160.010.712690.709190.72469
482015.12.24 00:31close160.010.714250.709190.724691.54115.43
492015.12.24 00:32buy170.010.712900.000000.00000
502015.12.24 00:33modify170.010.712900.709400.72490
512015.12.24 00:33close170.010.714500.709400.724901.58117.01
522015.12.24 00:34buy180.010.712730.000000.00000
532015.12.24 00:34modify180.010.712730.709230.72473
542015.12.24 00:36close180.010.714390.709230.724731.63118.64
552016.01.14 00:08buy190.010.699200.000000.00000
562016.01.14 00:08modify190.010.699200.695700.71120
572016.01.14 00:08close190.010.700250.695700.711201.04119.68
582016.02.04 01:00buy200.010.727350.000000.00000
592016.02.04 01:00modify200.010.727350.723850.73935
602016.02.04 01:01close200.010.728550.723850.739351.19120.87
612016.03.10 01:41sell210.010.753840.000000.00000
622016.03.10 01:41modify210.010.753840.757340.74184
632016.03.10 03:00close210.010.752580.757340.741841.25122.12
642016.06.23 00:00buy220.010.745810.000000.00000
652016.06.23 00:00modify220.010.745810.742310.75781
662016.06.23 00:39close220.010.746830.742310.757811.01123.13
672016.06.23 01:01sell230.010.748540.000000.00000
682016.06.23 01:01modify230.010.748540.752040.73654
692016.06.23 06:25close230.010.748610.752040.73654-0.07123.06