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

СимволGBPAUD (Great Britain Pound vs Australian Dollar)
Период15 Минут (M15) 2014.01.01 22:00 - 2016.11.02 23:59 (2014.01.01 - 2016.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="GBPAUD M15 Generic A-TLP v.11.94"; MagicNumber=666666; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=6; Max_Spread_mode2=6; Max_Spread_mode2_profit=0; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=75; Take_Profit=110; 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=15; Entry_Break=3; Min_Volatility=30; 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=85; DailyMA=0; DeltaMA=0.5; time_break=240; loss=75; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=120; Time_Profit_Pips=15; Exit_Distance=0; Exit_Profit_Pips=0; ExitChannelTP=false; ma_period=2; Reverse_Profit=15; 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="23:00"; monday_pause_start="0"; monday_pause_stop="0"; 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 истории70729Смоделировано тиков84047875Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль63.82Общая прибыль97.16Общий убыток-33.34
Прибыльность2.91Матожидание выигрыша0.73
Абсолютная просадка2.69Максимальная просадка10.04 (7.14%)Относительная просадка7.14% (10.04)
Всего сделок87Короткие позиции (% выигравших)45 (86.67%)Длинные позиции (% выигравших)42 (100.00%)
Прибыльные сделки (% от всех)81 (93.10%)Убыточные сделки (% от всех)6 (6.90%)
Самая большаяприбыльная сделка5.72убыточная сделка-5.56
Средняяприбыльная сделка1.20убыточная сделка-5.56
Максимальное количествонепрерывных выигрышей (прибыль)30 (32.34)непрерывных проигрышей (убыток)1 (-5.56)
Макс.непрерывная прибыль (число выигрышей)33.98 (26)непрерывный убыток (число проигрышей)-5.56 (1)
Среднийнепрерывный выигрыш12непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.09 00:00sell10.011.848200.000000.00000
22014.01.09 00:00modify10.011.848201.855701.83720
32014.01.09 02:34close10.011.846691.855701.837201.12101.12
42014.01.30 01:32buy20.011.893080.000000.00000
52014.01.30 01:32modify20.011.893081.885581.90408
62014.01.30 02:36close20.011.894631.885581.904081.15102.27
72014.02.06 00:45buy30.011.827680.000000.00000
82014.02.06 00:45modify30.011.827681.820181.83868
92014.02.06 01:41close30.011.829181.820181.838681.11103.38
102014.02.13 00:30sell40.011.839580.000000.00000
112014.02.13 00:30modify40.011.839581.847081.82858
122014.02.13 02:30s/l40.011.847081.847081.82858-5.5697.82
132014.03.20 00:50sell50.011.831300.000000.00000
142014.03.20 00:50modify50.011.831301.838801.82030
152014.03.20 01:45close50.011.829661.838801.820301.2199.03
162014.04.03 00:04buy60.011.797040.000000.00000
172014.04.03 00:04modify60.011.797041.789541.80804
182014.04.03 03:00close60.011.798061.789541.808040.7599.78
192014.05.22 00:07buy70.011.826500.000000.00000
202014.05.22 00:07modify70.011.826501.819001.83750
212014.05.22 01:52close70.011.828001.819001.837501.11100.89
222014.07.24 00:30sell80.011.804270.000000.00000
232014.07.24 00:30modify80.011.804271.811771.79327
242014.07.24 03:03close80.011.804201.811771.793270.05100.94
252014.09.11 00:03sell90.011.772040.000000.00000
262014.09.11 00:03modify90.011.772041.779541.76104
272014.09.11 00:25close90.011.770521.779541.761041.12102.06
282014.10.16 01:05sell100.011.817310.000000.00000
292014.10.16 01:05modify100.011.817311.824811.80631
302014.10.16 03:08close100.011.817251.824811.806310.04102.10
312014.10.23 01:00sell110.011.830490.000000.00000
322014.10.23 01:00modify110.011.830491.837991.81949
332014.10.23 01:11close110.011.828991.837991.819491.11103.21
342014.10.30 01:59sell120.011.822410.000000.00000
352014.10.30 01:59modify120.011.822411.829911.81141
362014.10.30 03:27close120.011.822371.829911.811410.03103.24
372014.11.06 01:26sell130.011.862630.000000.00000
382014.11.06 01:26modify130.011.862631.870131.85163
392014.11.06 02:02close130.011.861101.870131.851631.14104.38
402014.11.13 00:27buy140.011.809010.000000.00000
412014.11.13 00:27modify140.011.809011.801511.82001
422014.11.13 01:53close140.011.810571.801511.820011.16105.54
432014.11.20 00:45sell150.011.821610.000000.00000
442014.11.20 00:45modify150.011.821611.829111.81061
452014.11.20 03:00close150.011.821291.829111.810610.24105.78
462014.11.27 01:07sell160.011.849580.000000.00000
472014.11.27 01:08modify160.011.849581.857081.83858
482014.11.27 02:30close160.011.846341.857081.838582.40108.18
492014.12.04 00:45sell170.011.869050.000000.00000
502014.12.04 00:45modify170.011.869051.876551.85805
512014.12.04 02:30close170.011.864691.876551.858053.23111.41
522014.12.25 00:08buy180.011.915070.000000.00000
532014.12.25 00:08modify180.011.915071.907571.92607
542014.12.25 00:32close180.011.917021.907571.926071.45112.86
552014.12.25 00:39buy190.011.914760.000000.00000
562014.12.25 00:39modify190.011.914761.907261.92576
572014.12.25 00:40close190.011.916461.907261.925761.26114.12
582014.12.25 00:41buy200.011.915090.000000.00000
592014.12.25 00:41modify200.011.915091.907591.92609
602014.12.25 00:56close200.011.919251.907591.926093.08117.20
612014.12.25 01:16buy210.011.913940.000000.00000
622014.12.25 01:16modify210.011.913941.906441.92494
632014.12.25 03:00close210.011.914431.906441.924940.37117.57
642015.01.08 00:24buy220.011.869530.000000.00000
652015.01.08 00:24modify220.011.869531.862031.88053
662015.01.08 00:52close220.011.871161.862031.880531.21118.78
672015.01.15 01:56sell230.011.869940.000000.00000
682015.01.15 01:56modify230.011.869941.877441.85894
692015.01.15 02:30close230.011.864691.877441.858943.89122.67
702015.01.22 00:00sell240.011.872650.000000.00000
712015.01.22 00:00modify240.011.872651.880151.86165
722015.01.22 00:25close240.011.869721.880151.861652.17124.84
732015.01.22 01:23buy250.011.867760.000000.00000
742015.01.22 01:23modify250.011.867761.860261.87876
752015.01.22 01:55close250.011.869281.860261.878761.13125.97
762015.02.12 00:00buy260.011.972840.000000.00000
772015.02.12 00:00modify260.011.972841.965341.98384
782015.02.12 01:30close260.011.974351.965341.983841.11127.08
792015.02.19 00:56sell270.011.977330.000000.00000
802015.02.19 00:56modify270.011.977331.984831.96633
812015.02.19 01:14close270.011.975701.984831.966331.21128.29
822015.02.26 00:42sell280.011.970490.000000.00000
832015.02.26 00:42modify280.011.970491.977991.95949
842015.02.26 02:29close280.011.968931.977991.959491.15129.44
852015.03.19 00:02sell290.011.927860.000000.00000
862015.03.19 00:03modify290.011.927861.935361.91686
872015.03.19 00:33close290.011.926211.935361.916861.22130.66
882015.03.19 00:49sell300.011.930430.000000.00000
892015.03.19 00:49modify300.011.930431.937931.91943
902015.03.19 01:18close300.011.928891.937931.919431.14131.80
912015.03.26 01:45sell310.011.898820.000000.00000
922015.03.26 01:45modify310.011.898821.906321.88782
932015.03.26 07:01s/l310.011.906321.906321.88782-5.56126.24
942015.04.09 00:05buy320.011.931060.000000.00000
952015.04.09 00:05modify320.011.931061.923561.94206
962015.04.09 00:25close320.011.934481.923561.942062.54128.78
972015.04.23 00:41sell330.011.939520.000000.00000
982015.04.23 00:41modify330.011.939521.947021.92852
992015.04.23 07:05close330.011.939511.947021.928520.01128.79
1002015.04.30 00:01sell340.011.927810.000000.00000
1012015.04.30 00:01modify340.011.927811.935311.91681
1022015.04.30 03:14close340.011.927711.935311.916810.08128.87
1032015.05.14 01:39buy350.011.939750.000000.00000
1042015.05.14 01:39modify350.011.939751.932251.95075
1052015.05.14 03:00close350.011.939981.932251.950750.17129.04
1062015.06.11 00:00sell360.012.005770.000000.00000
1072015.06.11 00:00modify360.012.005772.013271.99477
1082015.06.11 00:30close360.012.004162.013271.994771.19130.23
1092015.06.11 00:35sell370.012.004600.000000.00000
1102015.06.11 00:35modify370.012.004602.012101.99360
1112015.06.11 01:33close370.012.003092.012101.993601.12131.35
1122015.06.18 01:44sell380.012.045310.000000.00000
1132015.06.18 01:44modify380.012.045312.052812.03431
1142015.06.18 03:00s/l380.012.052812.052812.03431-5.56125.79
1152015.06.25 01:03sell390.012.039350.000000.00000
1162015.06.25 01:03modify390.012.039352.046852.02835
1172015.06.25 02:33close390.012.037842.046852.028351.12126.91
1182015.07.09 01:23sell400.012.070040.000000.00000
1192015.07.09 01:23modify400.012.070042.077542.05904
1202015.07.09 01:57close400.012.068502.077542.059041.14128.05
1212015.07.16 01:40buy410.012.117190.000000.00000
1222015.07.16 01:40modify410.012.117192.109692.12819
1232015.07.16 01:45close410.012.120862.109692.128192.72130.77
1242015.07.16 01:45sell420.012.120860.000000.00000
1252015.07.16 01:45modify420.012.120862.128362.10986
1262015.07.16 01:45close420.012.119172.128362.109861.25132.02
1272015.07.16 01:57buy430.012.117080.000000.00000
1282015.07.16 01:57modify430.012.117082.109582.12808
1292015.07.16 02:22close430.012.118772.109582.128081.25133.27
1302015.07.23 00:02buy440.012.112520.000000.00000
1312015.07.23 00:02modify440.012.112522.105022.12352
1322015.07.23 00:28close440.012.114522.105022.123521.48134.75
1332015.07.30 01:49buy450.012.137010.000000.00000
1342015.07.30 01:49modify450.012.137012.129512.14801
1352015.07.30 03:00close450.012.137602.129512.148010.44135.19
1362015.08.06 00:05buy460.012.119910.000000.00000
1372015.08.06 00:05modify460.012.119912.112412.13091
1382015.08.06 00:37close460.012.121422.112412.130911.11136.30
1392015.08.13 00:24buy470.012.112970.000000.00000
1402015.08.13 00:24modify470.012.112972.105472.12397
1412015.08.13 00:30close470.012.114582.105472.123971.19137.49
1422015.09.03 00:09buy480.012.172350.000000.00000
1432015.09.03 00:09modify480.012.172352.164852.18335
1442015.09.03 03:00close480.012.172502.164852.183350.11137.60
1452015.09.10 00:02sell490.012.194310.000000.00000
1462015.09.10 00:03modify490.012.194312.201812.18331
1472015.09.10 01:41s/l490.012.201812.201812.18331-5.55132.05
1482015.09.17 01:29sell500.012.155420.000000.00000
1492015.09.17 01:29modify500.012.155422.162922.14442
1502015.09.17 02:01close500.012.153902.162922.144421.13133.18
1512015.09.24 00:04buy510.012.173970.000000.00000
1522015.09.24 00:04modify510.012.173972.166472.18497
1532015.09.24 00:26close510.012.175512.166472.184971.14134.32
1542015.10.01 01:20sell520.012.157670.000000.00000
1552015.10.01 01:20modify520.012.157672.165172.14667
1562015.10.01 03:00close520.012.157452.165172.146670.16134.48
1572015.10.08 00:33sell530.012.126890.000000.00000
1582015.10.08 00:33modify530.012.126892.134392.11589
1592015.10.08 01:00close530.012.125362.134392.115891.13135.61
1602015.11.05 00:30sell540.012.155330.000000.00000
1612015.11.05 00:30modify540.012.155332.162832.14433
1622015.11.05 02:50close540.012.153812.162832.144331.13136.74
1632015.11.12 00:55buy550.012.152320.000000.00000
1642015.11.12 00:55modify550.012.152322.144822.16332
1652015.11.12 01:45close550.012.153822.144822.163321.11137.85
1662015.11.19 01:25buy560.012.139970.000000.00000
1672015.11.19 01:25modify560.012.139972.132472.15097
1682015.11.19 02:00close560.012.141532.132472.150971.16139.01
1692015.11.26 00:07buy570.012.082640.000000.00000
1702015.11.26 00:07modify570.012.082642.075142.09364
1712015.11.26 00:26close570.012.085162.075142.093641.87140.88
1722015.12.03 00:03buy580.012.043180.000000.00000
1732015.12.03 00:03modify580.012.043182.035682.05418
1742015.12.03 00:25close580.012.046582.035682.054182.52143.40
1752015.12.17 00:08buy590.012.071430.000000.00000
1762015.12.17 00:08modify590.012.071432.063932.08243
1772015.12.17 00:30close590.012.072972.063932.082431.14144.54
1782015.12.24 00:59sell600.012.057070.000000.00000
1792015.12.24 00:59modify600.012.057072.064572.04607
1802015.12.24 01:17close600.012.055542.064572.046071.13145.67
1812015.12.24 01:30sell610.012.057030.000000.00000
1822015.12.24 01:30modify610.012.057032.064532.04603
1832015.12.24 02:27close610.012.055372.064532.046031.22146.89
1842015.12.31 01:23sell620.012.036090.000000.00000
1852015.12.31 01:23modify620.012.036092.043592.02509
1862015.12.31 02:06close620.012.034362.043592.025091.28148.17
1872016.01.07 00:02buy630.012.067830.000000.00000
1882016.01.07 00:02modify630.012.067832.060332.07883
1892016.01.07 00:42close630.012.069382.060332.078831.14149.31
1902016.01.07 01:23buy640.012.067310.000000.00000
1912016.01.07 01:23modify640.012.067312.059812.07831
1922016.01.07 02:30close640.012.068822.059812.078311.12150.43
1932016.01.14 01:41sell650.012.076420.000000.00000
1942016.01.14 01:41modify650.012.076422.083922.06542
1952016.01.14 01:47close650.012.074752.083922.065421.24151.67
1962016.01.14 01:51sell660.012.076350.000000.00000
1972016.01.14 01:51modify660.012.076352.083852.06535
1982016.01.14 02:33close660.012.074822.083852.065351.14152.81
1992016.01.21 01:39buy670.012.045790.000000.00000
2002016.01.21 01:39modify670.012.045792.038292.05679
2012016.01.21 01:51close670.012.047312.038292.056791.13153.94
2022016.01.28 01:59sell680.012.031140.000000.00000
2032016.01.28 01:59modify680.012.031142.038642.02014
2042016.01.28 02:39close680.012.029592.038642.020141.15155.09
2052016.02.04 00:37sell690.012.037510.000000.00000
2062016.02.04 00:37modify690.012.037512.045012.02651
2072016.02.04 02:05close690.012.035962.045012.026511.15156.24
2082016.02.11 00:00sell700.012.046310.000000.00000
2092016.02.11 00:00modify700.012.046312.053812.03531
2102016.02.11 01:10close700.012.044782.053812.035311.13157.37
2112016.02.25 00:51sell710.011.937980.000000.00000
2122016.02.25 00:51modify710.011.937981.945481.92698
2132016.02.25 01:28close710.011.936471.945481.926981.12158.49
2142016.03.03 00:30sell720.011.931770.000000.00000
2152016.03.03 00:30modify720.011.931771.939271.92077
2162016.03.03 02:30close720.011.930231.939271.920771.14159.63
2172016.03.17 00:05buy730.011.883980.000000.00000
2182016.03.17 00:05modify730.011.883981.876481.89498
2192016.03.17 00:44close730.011.885531.876481.894981.15160.78
2202016.03.17 00:45buy740.011.884130.000000.00000
2212016.03.17 00:45modify740.011.884131.876631.89513
2222016.03.17 01:05close740.011.885771.876631.895131.21161.99
2232016.04.21 00:00buy750.011.837730.000000.00000
2242016.04.21 00:00modify750.011.837731.830231.84873
2252016.04.21 01:11close750.011.839361.830231.848731.21163.20
2262016.04.28 00:03buy760.011.912740.000000.00000
2272016.04.28 00:03modify760.011.912741.905241.92374
2282016.04.28 03:03close760.011.912751.905241.923740.01163.21
2292016.05.19 01:39buy770.012.016460.000000.00000
2302016.05.19 01:39modify770.012.016462.008962.02746
2312016.05.19 02:14close770.012.018022.008962.027461.16164.37
2322016.06.02 01:32sell780.011.988030.000000.00000
2332016.06.02 01:32modify780.011.988031.995531.97703
2342016.06.02 03:09close780.011.988011.995531.977030.01164.38
2352016.06.09 00:00buy790.011.938650.000000.00000
2362016.06.09 00:00modify790.011.938651.931151.94965
2372016.06.09 03:49close790.011.938661.931151.949650.01164.39
2382016.06.23 00:02sell800.011.962910.000000.00000
2392016.06.23 00:02modify800.011.962911.970411.95191
2402016.06.23 00:31s/l800.011.970411.970411.95191-5.55158.84
2412016.06.30 00:00buy810.011.801230.000000.00000
2422016.06.30 00:00modify810.011.801231.793731.81223
2432016.06.30 00:25close810.011.803161.793731.812231.43160.27
2442016.07.07 01:45buy820.011.716190.000000.00000
2452016.07.07 01:45modify820.011.716191.708691.72719
2462016.07.07 02:35close820.011.717711.708691.727191.13161.40
2472016.07.14 01:00buy830.011.725970.000000.00000
2482016.07.14 01:00modify830.011.725971.718471.73697
2492016.07.14 01:24close830.011.727471.718471.736971.11162.51
2502016.07.14 01:46buy840.011.725510.000000.00000
2512016.07.14 01:46modify840.011.725511.718011.73651
2522016.07.14 02:38close840.011.727031.718011.736511.13163.64
2532016.07.21 00:02sell850.011.769690.000000.00000
2542016.07.21 00:02modify850.011.769691.777191.75869
2552016.07.21 00:07s/l850.011.777191.777191.75869-5.56158.08
2562016.08.11 00:01buy860.011.680240.000000.00000
2572016.08.11 00:01modify860.011.680241.672741.69124
2582016.08.11 00:29close860.011.687971.672741.691245.72163.80
2592016.08.18 00:00buy870.011.702910.000000.00000
2602016.08.18 00:00modify870.011.702911.695411.71391
2612016.08.18 03:13close870.011.702941.695411.713910.02163.82