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

СимволEURAUD (Euro vs Australian Dollar)
Период15 Минут (M15) 2014.01.01 22:01 - 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="EURAUD M15 Generic A-TLP v.11.94"; MagicNumber=333333; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=6; Max_Spread_mode2=6; 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=75; 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=3; 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=43; 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=0; 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="02:00"; monday_pause_stop="23:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="02:00"; 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="02:00"; 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 истории71875Смоделировано тиков98739104Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль23.13Общая прибыль73.13Общий убыток-50.00
Прибыльность1.46Матожидание выигрыша0.23
Абсолютная просадка12.24Максимальная просадка16.04 (14.42%)Относительная просадка14.42% (16.04)
Всего сделок101Короткие позиции (% выигравших)59 (89.83%)Длинные позиции (% выигравших)42 (92.86%)
Прибыльные сделки (% от всех)92 (91.09%)Убыточные сделки (% от всех)9 (8.91%)
Самая большаяприбыльная сделка4.48убыточная сделка-5.56
Средняяприбыльная сделка0.79убыточная сделка-5.56
Максимальное количествонепрерывных выигрышей (прибыль)30 (21.97)непрерывных проигрышей (убыток)2 (-11.12)
Макс.непрерывная прибыль (число выигрышей)21.97 (30)непрерывный убыток (число проигрышей)-11.12 (2)
Среднийнепрерывный выигрыш10непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.09 00:05sell10.011.525400.000000.00000
22014.01.09 00:05modify10.011.525401.532901.51340
32014.01.09 02:30close10.011.524341.532901.513400.78100.78
42014.01.16 00:39sell20.011.527220.000000.00000
52014.01.16 00:39modify20.011.527221.534721.51522
62014.01.16 02:30s/l20.011.534721.534721.51522-5.5595.23
72014.01.23 01:37sell30.011.531910.000000.00000
82014.01.23 01:37modify30.011.531911.539411.51991
92014.01.23 03:07close30.011.531871.539411.519910.0395.26
102014.01.30 01:30buy40.011.561860.000000.00000
112014.01.30 01:30modify40.011.561861.554361.57386
122014.01.30 02:36close40.011.562941.554361.573860.8096.06
132014.02.06 00:16buy50.011.517160.000000.00000
142014.02.06 00:16modify50.011.517161.509661.52916
152014.02.06 00:17close50.011.518271.509661.529160.8296.88
162014.02.06 00:42buy60.011.517370.000000.00000
172014.02.06 00:42modify60.011.517371.509871.52937
182014.02.06 02:31s/l60.011.509871.509871.52937-5.5591.33
192014.02.13 00:31sell70.011.506550.000000.00000
202014.02.13 00:31modify70.011.506551.514051.49455
212014.02.13 02:06close70.011.505521.514051.494550.7692.09
222014.02.20 01:02buy80.011.525000.000000.00000
232014.02.20 01:02modify80.011.525001.517501.53700
242014.02.20 01:12close80.011.526011.517501.537000.7592.84
252014.03.06 01:19sell90.011.529570.000000.00000
262014.03.06 01:19modify90.011.529571.537071.51757
272014.03.06 02:27close90.011.528541.537071.517570.7693.60
282014.03.13 00:56buy100.011.546080.000000.00000
292014.03.13 00:56modify100.011.546081.538581.55808
302014.03.13 03:30s/l100.011.538581.538581.55808-5.5588.05
312014.03.27 01:43sell110.011.495740.000000.00000
322014.03.27 01:43modify110.011.495741.503241.48374
332014.03.27 03:00close110.011.495211.503241.483740.3988.44
342014.04.03 00:03buy120.011.488200.000000.00000
352014.04.03 00:03modify120.011.488201.480701.50020
362014.04.03 00:52close120.011.489201.480701.500200.7489.18
372014.04.03 00:56buy130.011.487800.000000.00000
382014.04.03 00:56modify130.011.487801.480301.49980
392014.04.03 01:11close130.011.488831.480301.499800.7789.95
402014.04.10 01:39sell140.011.477170.000000.00000
412014.04.10 01:39modify140.011.477171.484671.46517
422014.04.10 03:28close140.011.477111.484671.465170.0489.99
432014.04.17 01:17sell150.011.475260.000000.00000
442014.04.17 01:17modify150.011.475261.482761.46326
452014.04.17 03:00close150.011.475161.482761.463260.0790.06
462014.04.24 00:00buy160.011.486830.000000.00000
472014.04.24 00:00modify160.011.486831.479331.49883
482014.04.24 00:31close160.011.487831.479331.498830.7490.80
492014.05.08 00:00sell170.011.491460.000000.00000
502014.05.08 00:00modify170.011.491461.498961.47946
512014.05.08 03:03close170.011.491411.498961.479460.0390.83
522014.07.24 00:02sell180.011.425350.000000.00000
532014.07.24 00:02modify180.011.425351.432851.41335
542014.07.24 00:02close180.011.424341.432851.413350.7491.57
552014.07.24 00:09sell190.011.425320.000000.00000
562014.07.24 00:09modify190.011.425321.432821.41332
572014.07.24 03:06close190.011.425311.432821.413320.0191.58
582014.09.11 00:00sell200.011.410920.000000.00000
592014.09.11 00:00modify200.011.410921.418421.39892
602014.09.11 03:01close200.011.410901.418421.398920.0191.59
612014.09.25 00:00buy210.011.438280.000000.00000
622014.09.25 00:00modify210.011.438281.430781.45028
632014.09.25 01:23close210.011.439621.430781.450280.9992.58
642014.10.16 01:32sell220.011.456780.000000.00000
652014.10.16 01:32modify220.011.456781.464281.44478
662014.10.16 03:25close220.011.456741.464281.444780.0392.61
672014.10.23 00:39sell230.011.441480.000000.00000
682014.10.23 00:39modify230.011.441481.448981.42948
692014.10.23 04:45close230.011.441431.448981.429480.0392.64
702014.11.06 01:25sell240.011.455460.000000.00000
712014.11.06 01:25modify240.011.455461.462961.44346
722014.11.06 02:21close240.011.454071.462961.443461.0393.67
732014.11.13 01:30sell250.011.427700.000000.00000
742014.11.13 01:30modify250.011.427701.435201.41570
752014.11.13 03:00close250.011.427481.435201.415700.1693.83
762014.11.20 00:45sell260.011.457560.000000.00000
772014.11.20 00:45modify260.011.457561.465061.44556
782014.11.20 02:31close260.011.456551.465061.445560.7594.58
792014.11.27 01:11sell270.011.464870.000000.00000
802014.11.27 01:11modify270.011.464871.472371.45287
812014.11.27 02:30close270.011.462181.472371.452871.9996.57
822014.12.04 00:32sell280.011.466020.000000.00000
832014.12.04 00:32modify280.011.466021.473521.45402
842014.12.04 02:30close280.011.464841.473521.454020.8797.44
852014.12.11 01:47buy290.011.494500.000000.00000
862014.12.11 01:47modify290.011.494501.487001.50650
872014.12.11 01:57close290.011.496981.487001.506501.8499.28
882014.12.11 01:58sell300.011.497280.000000.00000
892014.12.11 01:58modify300.011.497281.504781.48528
902014.12.11 02:25close300.011.495681.504781.485281.18100.46
912014.12.25 00:08buy310.011.502770.000000.00000
922014.12.25 00:08modify310.011.502771.495271.51477
932014.12.25 00:30close310.011.503961.495271.514770.88101.34
942014.12.25 00:39buy320.011.502420.000000.00000
952014.12.25 00:39modify320.011.502421.494921.51442
962014.12.25 00:56close320.011.503901.494921.514421.09102.43
972014.12.25 01:16buy330.011.501450.000000.00000
982014.12.25 01:16modify330.011.501451.493951.51345
992014.12.25 01:16close330.011.502491.493951.513450.77103.20
1002014.12.25 01:16buy340.011.501550.000000.00000
1012014.12.25 01:16modify340.011.501551.494051.51355
1022014.12.25 01:16close340.011.502711.494051.513550.86104.06
1032014.12.25 01:34buy350.011.501640.000000.00000
1042014.12.25 01:34modify350.011.501641.494141.51364
1052014.12.25 02:00close350.011.502951.494141.513640.97105.03
1062015.01.15 01:57sell360.011.447040.000000.00000
1072015.01.15 01:57modify360.011.447041.454541.43504
1082015.01.15 02:30close360.011.443551.454541.435042.58107.61
1092015.01.22 00:00sell370.011.435720.000000.00000
1102015.01.22 00:00modify370.011.435721.443221.42372
1112015.01.22 00:09close370.011.434681.443221.423720.77108.38
1122015.02.05 01:21buy380.011.457710.000000.00000
1132015.02.05 01:21modify380.011.457711.450211.46971
1142015.02.05 02:00close380.011.458791.450211.469710.80109.18
1152015.02.12 00:00sell390.011.468080.000000.00000
1162015.02.12 00:00modify390.011.468081.475581.45608
1172015.02.12 00:36close390.011.467001.475581.456080.80109.98
1182015.02.19 00:00sell400.011.459550.000000.00000
1192015.02.19 00:00modify400.011.459551.467051.44755
1202015.02.19 03:08close400.011.459491.467051.447550.04110.02
1212015.02.26 00:42sell410.011.441910.000000.00000
1222015.02.26 00:42modify410.011.441911.449411.42991
1232015.02.26 03:22s/l410.011.449411.449411.42991-5.56104.46
1242015.03.26 00:22buy420.011.397520.000000.00000
1252015.03.26 00:22modify420.011.397521.390021.40952
1262015.03.26 01:18close420.011.398551.390021.409520.77105.23
1272015.04.23 00:41sell430.011.383400.000000.00000
1282015.04.23 00:41modify430.011.383401.390901.37140
1292015.04.23 04:09close430.011.383371.390901.371400.02105.25
1302015.04.30 00:00sell440.011.389980.000000.00000
1312015.04.30 00:00modify440.011.389981.397481.37798
1322015.04.30 00:02close440.011.388921.397481.377980.78106.03
1332015.04.30 00:02sell450.011.389760.000000.00000
1342015.04.30 00:02modify450.011.389761.397261.37776
1352015.04.30 00:02close450.011.388721.397261.377760.77106.80
1362015.04.30 00:02sell460.011.388670.000000.00000
1372015.04.30 00:02modify460.011.388671.396171.37667
1382015.04.30 03:17close460.011.388641.396171.376670.02106.82
1392015.05.14 01:45buy470.011.399080.000000.00000
1402015.05.14 01:45modify470.011.399081.391581.41108
1412015.05.14 03:01close470.011.399101.391581.411080.02106.84
1422015.05.21 01:25sell480.011.410100.000000.00000
1432015.05.21 01:25modify480.011.410101.417601.39810
1442015.05.21 01:39close480.011.409071.417601.398100.76107.60
1452015.06.04 01:38sell490.011.449030.000000.00000
1462015.06.04 01:38modify490.011.449031.456531.43703
1472015.06.04 03:33close490.011.449001.456531.437030.03107.63
1482015.06.11 00:00sell500.011.462680.000000.00000
1492015.06.11 00:00modify500.011.462681.470181.45068
1502015.06.11 00:00s/l500.011.470181.470181.45068-5.56102.07
1512015.06.18 01:44sell510.011.464650.000000.00000
1522015.06.18 01:44modify510.011.464651.472151.45265
1532015.06.18 02:52s/l510.011.472151.472151.45265-5.5696.51
1542015.07.02 01:45sell520.011.446240.000000.00000
1552015.07.02 01:45modify520.011.446241.453741.43424
1562015.07.02 02:58close520.011.444851.453741.434241.0397.54
1572015.07.16 01:40buy530.011.482360.000000.00000
1582015.07.16 01:40modify530.011.482361.474861.49436
1592015.07.16 01:45close530.011.485161.474861.494362.0799.61
1602015.07.16 01:45sell540.011.485160.000000.00000
1612015.07.16 01:45modify540.011.485161.492661.47316
1622015.07.16 01:45close540.011.484031.492661.473160.84100.45
1632015.07.23 00:02sell550.011.482150.000000.00000
1642015.07.23 00:02modify550.011.482151.489651.47015
1652015.07.23 00:04close550.011.480651.489651.470151.11101.56
1662015.07.30 01:49buy560.011.504570.000000.00000
1672015.07.30 01:49modify560.011.504571.497071.51657
1682015.07.30 03:00close560.011.504951.497071.516570.28101.84
1692015.09.03 01:24buy570.011.592190.000000.00000
1702015.09.03 01:24modify570.011.592191.584691.60419
1712015.09.03 03:33close570.011.592271.584691.604190.06101.90
1722015.09.10 00:04sell580.011.600740.000000.00000
1732015.09.10 00:04modify580.011.600741.608241.58874
1742015.09.10 00:54s/l580.011.608241.608241.58874-5.5696.34
1752015.09.17 01:29sell590.011.570720.000000.00000
1762015.09.17 01:29modify590.011.570721.578221.55872
1772015.09.17 02:01close590.011.569711.578221.558720.7597.09
1782015.09.24 00:10buy600.011.595330.000000.00000
1792015.09.24 00:10modify600.011.595331.587831.60733
1802015.09.24 00:35close600.011.597001.587831.607331.2398.32
1812015.10.01 00:04sell610.011.594180.000000.00000
1822015.10.01 00:04modify610.011.594181.601681.58218
1832015.10.01 00:05close610.011.592881.601681.582180.9699.28
1842015.10.01 01:21sell620.011.593830.000000.00000
1852015.10.01 01:21modify620.011.593831.601331.58183
1862015.10.01 03:00close620.011.593821.601331.581830.0199.29
1872015.11.05 00:00sell630.011.519960.000000.00000
1882015.11.05 00:00modify630.011.519961.527461.50796
1892015.11.05 05:57close630.011.519941.527461.507960.0299.31
1902015.11.12 01:36sell640.011.522500.000000.00000
1912015.11.12 01:36modify640.011.522501.530001.51050
1922015.11.12 02:10close640.011.521441.530001.510500.78100.09
1932015.12.17 00:09buy650.011.506310.000000.00000
1942015.12.17 00:09modify650.011.506311.498811.51831
1952015.12.17 00:10close650.011.507411.498811.518310.82100.91
1962015.12.24 01:30sell660.011.508730.000000.00000
1972015.12.24 01:31modify660.011.508731.516231.49673
1982015.12.24 02:12close660.011.507721.516231.496730.75101.66
1992015.12.31 00:25sell670.011.501150.000000.00000
2002015.12.31 00:25modify670.011.501151.508651.48915
2012015.12.31 03:00close670.011.500691.508651.489150.34102.00
2022016.01.07 01:24buy680.011.522930.000000.00000
2032016.01.07 01:24modify680.011.522931.515431.53493
2042016.01.07 02:30close680.011.524031.515431.534930.81102.81
2052016.01.14 01:16sell690.011.567280.000000.00000
2062016.01.14 01:16modify690.011.567281.574781.55528
2072016.01.14 03:56close690.011.567241.574781.555280.03102.84
2082016.01.21 01:29buy700.011.570800.000000.00000
2092016.01.21 01:29modify700.011.570801.563301.58280
2102016.01.21 02:05s/l700.011.563301.563301.58280-5.5697.28
2112016.02.04 01:56sell710.011.549900.000000.00000
2122016.02.04 01:56modify710.011.549901.557401.53790
2132016.02.04 02:04close710.011.548561.557401.537901.0098.28
2142016.02.11 00:03sell720.011.591350.000000.00000
2152016.02.11 00:03modify720.011.591351.598851.57935
2162016.02.11 00:32close720.011.590051.598851.579350.9699.24
2172016.02.25 00:46sell730.011.531600.000000.00000
2182016.02.25 00:46modify730.011.531601.539101.51960
2192016.02.25 02:30close730.011.530431.539101.519600.87100.11
2202016.03.03 00:17sell740.011.490980.000000.00000
2212016.03.03 00:17modify740.011.490981.498481.47898
2222016.03.03 03:02close740.011.490961.498481.478980.02100.13
2232016.03.17 00:39buy750.011.482490.000000.00000
2242016.03.17 00:39modify750.011.482491.474991.49449
2252016.03.17 01:24close750.011.484031.474991.494491.14101.27
2262016.04.28 00:00buy760.011.488680.000000.00000
2272016.04.28 00:00modify760.011.488681.481181.50068
2282016.04.28 00:01close760.011.492381.481181.500682.74104.01
2292016.04.28 00:02buy770.011.489390.000000.00000
2302016.04.28 00:02modify770.011.489391.481891.50139
2312016.04.28 00:04close770.011.490391.481891.501390.74104.75
2322016.04.28 00:12buy780.011.489590.000000.00000
2332016.04.28 00:12modify780.011.489591.482091.50159
2342016.04.28 00:56close780.011.490761.482091.501590.87105.62
2352016.05.05 00:02buy790.011.539750.000000.00000
2362016.05.05 00:02modify790.011.539751.532251.55175
2372016.05.05 00:17close790.011.540801.532251.551750.77106.39
2382016.05.05 00:53buy800.011.539510.000000.00000
2392016.05.05 00:53modify800.011.539511.532011.55151
2402016.05.05 03:00close800.011.539541.532011.551510.02106.41
2412016.05.12 00:54sell810.011.549900.000000.00000
2422016.05.12 00:54modify810.011.549901.557401.53790
2432016.05.12 00:57close810.011.548791.557401.537900.82107.23
2442016.05.12 01:36sell820.011.549990.000000.00000
2452016.05.12 01:36modify820.011.549991.557491.53799
2462016.05.12 04:40s/l820.011.557491.557491.53799-5.55101.68
2472016.05.19 01:37buy830.011.550650.000000.00000
2482016.05.19 01:37modify830.011.550651.543151.56265
2492016.05.19 02:43close830.011.552981.543151.562651.72103.40
2502016.06.02 00:15sell840.011.542730.000000.00000
2512016.06.02 00:15modify840.011.542731.550231.53073
2522016.06.02 00:54close840.011.541691.550231.530730.77104.17
2532016.06.02 01:13sell850.011.543070.000000.00000
2542016.06.02 01:13modify850.011.543071.550571.53107
2552016.06.02 01:49close850.011.541881.550571.531070.88105.05
2562016.06.09 00:00buy860.011.523270.000000.00000
2572016.06.09 00:00modify860.011.523271.515771.53527
2582016.06.09 03:49close860.011.523281.515771.535270.01105.06
2592016.06.16 00:44sell870.011.522010.000000.00000
2602016.06.16 00:44modify870.011.522011.529511.51001
2612016.06.16 00:58close870.011.520931.529511.510010.80105.86
2622016.06.16 01:45buy880.011.518450.000000.00000
2632016.06.16 01:45modify880.011.518451.510951.53045
2642016.06.16 01:45close880.011.519571.510951.530450.83106.69
2652016.06.23 00:06sell890.011.508910.000000.00000
2662016.06.23 00:06modify890.011.508911.516411.49691
2672016.06.23 00:07close890.011.507821.516411.496910.81107.50
2682016.06.23 00:19buy900.011.504880.000000.00000
2692016.06.23 00:19modify900.011.504881.497381.51688
2702016.06.23 00:29close900.011.505891.497381.516880.75108.25
2712016.06.30 00:03buy910.011.491260.000000.00000
2722016.06.30 00:03modify910.011.491261.483761.50326
2732016.06.30 00:23close910.011.492831.483761.503261.16109.41
2742016.07.07 00:02buy920.011.475480.000000.00000
2752016.07.07 00:02modify920.011.475481.467981.48748
2762016.07.07 00:39close920.011.476801.467981.487480.98110.39
2772016.07.21 00:02sell930.011.474970.000000.00000
2782016.07.21 00:02modify930.011.474971.482471.46297
2792016.07.21 00:20close930.011.473931.482471.462970.77111.16
2802016.07.21 00:30sell940.011.475060.000000.00000
2812016.07.21 00:30modify940.011.475061.482561.46306
2822016.07.21 00:49close940.011.473601.482561.463061.08112.24
2832016.07.21 01:59sell950.011.474840.000000.00000
2842016.07.21 01:59modify950.011.474841.482341.46284
2852016.07.21 03:24close950.011.474831.482341.462840.01112.25
2862016.08.11 00:00buy960.011.445100.000000.00000
2872016.08.11 00:00modify960.011.445101.437601.45710
2882016.08.11 00:00close960.011.446621.437601.457101.13113.38
2892016.08.11 00:00buy970.011.445380.000000.00000
2902016.08.11 00:00modify970.011.445381.437881.45738
2912016.08.11 00:01close970.011.446431.437881.457380.78114.16
2922016.08.11 00:01buy980.011.445770.000000.00000
2932016.08.11 00:01modify980.011.445771.438271.45777
2942016.08.11 00:04close980.011.451821.438271.457774.48118.64
2952016.08.11 00:04buy990.011.445690.000000.00000
2962016.08.11 00:04modify990.011.445691.438191.45769
2972016.08.11 00:06close990.011.449511.438191.457692.83121.47
2982016.08.11 00:40sell1000.011.452230.000000.00000
2992016.08.11 00:40modify1000.011.452231.459731.44023
3002016.08.11 00:51close1000.011.450501.459731.440231.28122.75
3012016.08.18 00:04buy1010.011.474070.000000.00000
3022016.08.18 00:04modify1010.011.474071.466571.48607
3032016.08.18 03:00close1010.011.474581.466571.486070.38123.13