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

СимволEURCHF (Euro vs Swiss Franc)
Период15 Минут (M15) 2010.01.01 00:00 - 2016.09.18 23:59 (2014.01.01 - 2016.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="EURCHF M15 Generic A-TLP v.11.94"; MagicNumber=444444; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Max_Spread_mode2=4; Max_Spread_mode2_profit=0; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=44; Take_Profit=200; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=13; Entry_Break=1; Min_Volatility=10; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=1000; DailyMA=0; DeltaMA=0.5; time_break=250; 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=2; Exit_Profit_Pips=-100; ExitChannelTP=false; ma_period=2; Reverse_Profit=20; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; 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="02:0"; 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 истории167540Смоделировано тиков101679947Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль10.11Общая прибыль13.58Общий убыток-3.47
Прибыльность3.91Матожидание выигрыша0.29
Абсолютная просадка0.70Максимальная просадка3.84 (3.42%)Относительная просадка3.42% (3.84)
Всего сделок35Короткие позиции (% выигравших)17 (82.35%)Длинные позиции (% выигравших)18 (94.44%)
Прибыльные сделки (% от всех)31 (88.57%)Убыточные сделки (% от всех)4 (11.43%)
Самая большаяприбыльная сделка2.28убыточная сделка-1.89
Средняяприбыльная сделка0.44убыточная сделка-0.87
Максимальное количествонепрерывных выигрышей (прибыль)13 (2.36)непрерывных проигрышей (убыток)1 (-1.89)
Макс.непрерывная прибыль (число выигрышей)4.36 (5)непрерывный убыток (число проигрышей)-1.89 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.09.18 00:03buy10.011.210600.000000.00000
22014.09.18 00:03modify10.011.210601.206201.23060
32014.09.18 03:00close10.011.210731.206201.230600.13100.13
42014.10.09 00:00buy20.011.212060.000000.00000
52014.10.09 00:00modify20.011.212061.207661.23206
62014.10.09 03:00close20.011.212391.207661.232060.32100.45
72015.01.22 00:57sell30.010.999660.000000.00000
82015.01.22 00:57modify30.010.999661.004060.97966
92015.01.22 03:00close30.010.999551.004060.979660.11100.56
102015.01.29 00:13buy40.011.020900.000000.00000
112015.01.29 00:13modify40.011.020901.016501.04090
122015.01.29 01:37close40.011.023031.016501.040902.10102.66
132015.02.12 00:01sell50.011.051500.000000.00000
142015.02.12 00:01modify50.011.051501.055901.03150
152015.02.12 01:41close50.011.049781.055901.031501.70104.36
162015.02.26 01:34sell60.011.078390.000000.00000
172015.02.26 01:34modify60.011.078391.082791.05839
182015.02.26 08:47close60.011.078471.082791.05839-0.08104.28
192015.03.05 00:02sell70.011.067460.000000.00000
202015.03.05 00:03modify70.011.067461.071861.04746
212015.03.05 06:47close70.011.067451.071861.047460.01104.29
222015.03.12 00:56buy80.011.063790.000000.00000
232015.03.12 00:56modify80.011.063791.059391.08379
242015.03.12 03:00close80.011.064251.059391.083790.46104.75
252015.03.19 01:13sell90.011.065610.000000.00000
262015.03.19 01:13modify90.011.065611.070011.04561
272015.03.19 02:47close90.011.063611.070011.045611.97106.72
282015.04.09 01:03sell100.011.042490.000000.00000
292015.04.09 01:03modify100.011.042491.046891.02249
302015.04.09 03:00close100.011.042371.046891.022490.12106.84
312015.04.23 01:08buy110.011.040530.000000.00000
322015.04.23 01:08modify110.011.040531.036131.06053
332015.04.23 07:46close110.011.039471.036131.06053-1.05105.79
342015.04.30 00:05sell120.011.045360.000000.00000
352015.04.30 00:05modify120.011.045361.049761.02536
362015.04.30 03:00close120.011.045241.049761.025360.11105.90
372015.05.07 00:11sell130.011.039800.000000.00000
382015.05.07 00:11modify130.011.039801.044201.01980
392015.05.07 03:00close130.011.039571.044201.019800.22106.12
402015.05.28 00:01buy140.011.035260.000000.00000
412015.05.28 00:01modify140.011.035261.030861.05526
422015.05.28 03:33close140.011.035281.030861.055260.02106.14
432015.07.02 00:06sell150.011.048540.000000.00000
442015.07.02 00:06modify150.011.048541.052941.02854
452015.07.02 01:57close150.011.047531.052941.028541.00107.14
462015.07.30 00:06buy160.011.062630.000000.00000
472015.07.30 00:06modify160.011.062631.058231.08263
482015.07.30 04:57close160.011.062651.058231.082630.02107.16
492015.08.27 00:54buy170.011.079510.000000.00000
502015.08.27 00:54modify170.011.079511.075111.09951
512015.08.27 03:09close170.011.079531.075111.099510.02107.18
522015.10.01 00:00buy180.011.088130.000000.00000
532015.10.01 00:00modify180.011.088131.083731.10813
542015.10.01 03:00close180.011.088241.083731.108130.11107.29
552015.11.12 01:15sell190.011.079890.000000.00000
562015.11.12 01:15modify190.011.079891.084291.05989
572015.11.12 04:41close190.011.079881.084291.059890.01107.30
582015.11.19 00:07sell200.011.087170.000000.00000
592015.11.19 00:07modify200.011.087171.091571.06717
602015.11.19 03:06close200.011.087161.091571.067170.01107.31
612015.12.03 00:55buy210.011.080810.000000.00000
622015.12.03 00:55modify210.011.080811.076411.10081
632015.12.03 03:01close210.011.080831.076411.100810.02107.33
642015.12.17 01:03buy220.011.079270.000000.00000
652015.12.17 01:03modify220.011.079271.074871.09927
662015.12.17 03:00close220.011.079451.074871.099270.18107.51
672015.12.24 00:00buy230.011.080750.000000.00000
682015.12.24 00:00modify230.011.080751.076351.10075
692015.12.24 04:51close230.011.080781.076351.100750.03107.54
702015.12.31 00:00sell240.011.080740.000000.00000
712015.12.31 00:00modify240.011.080741.085141.06074
722015.12.31 03:00close240.011.080121.085141.060740.61108.15
732016.01.14 00:42sell250.011.095000.000000.00000
742016.01.14 00:42modify250.011.095001.099401.07500
752016.01.14 09:34close250.011.095461.099401.07500-0.45107.70
762016.01.21 01:40buy260.011.093640.000000.00000
772016.01.21 01:40modify260.011.093641.089241.11364
782016.01.21 05:37close260.011.093661.089241.113640.02107.72
792016.02.04 01:27buy270.011.114430.000000.00000
802016.02.04 01:27modify270.011.114431.110031.13443
812016.02.04 03:00close270.011.115111.110031.134430.67108.39
822016.02.25 01:40sell280.011.089600.000000.00000
832016.02.25 01:40modify280.011.089601.094001.06960
842016.02.25 03:00close280.011.089281.094001.069600.31108.70
852016.03.17 00:10sell290.011.097300.000000.00000
862016.03.17 00:10modify290.011.097301.101701.07730
872016.03.17 03:00close290.011.097181.101701.077300.12108.82
882016.05.19 01:12sell300.011.108480.000000.00000
892016.05.19 01:12modify300.011.108481.112881.08848
902016.05.19 05:40close300.011.108471.112881.088480.01108.83
912016.06.02 00:00buy310.011.104980.000000.00000
922016.06.02 00:00modify310.011.104981.100581.12498
932016.06.02 03:00close310.011.105801.100581.124980.81109.64
942016.06.23 00:00buy320.011.082520.000000.00000
952016.06.23 00:00modify320.011.082521.078121.10252
962016.06.23 00:27sell330.011.084720.000000.00000
972016.06.23 00:27modify330.011.084721.089121.06472
982016.06.23 00:27close320.011.084831.078121.102522.28111.92
992016.06.23 10:00close330.011.086631.089121.06472-1.89110.03
1002016.07.28 00:10buy340.011.090070.000000.00000
1012016.07.28 00:10modify340.011.090071.085671.11007
1022016.07.28 03:00close340.011.090151.085671.110070.07110.10
1032016.08.11 00:05buy350.011.089470.000000.00000
1042016.08.11 00:05modify350.011.089471.085071.10947
1052016.08.11 03:01close350.011.089481.085071.109470.01110.11