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

СимволGBPCAD (Great Britan Pound vs Canadian 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="GBPCAD M15 Generic A-TLP v.11.94"; MagicNumber=777777; 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=100; 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=11; Entry_Break=8; Min_Volatility=13; 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=95; 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=1; Exit_Profit_Pips=-65; 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="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 истории70736Смоделировано тиков81158886Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль31.54Общая прибыль36.53Общий убыток-4.99
Прибыльность7.32Матожидание выигрыша0.85
Абсолютная просадка1.84Максимальная просадка7.16 (5.51%)Относительная просадка5.51% (7.16)
Всего сделок37Короткие позиции (% выигравших)14 (78.57%)Длинные позиции (% выигравших)23 (95.65%)
Прибыльные сделки (% от всех)33 (89.19%)Убыточные сделки (% от всех)4 (10.81%)
Самая большаяприбыльная сделка2.14убыточная сделка-2.52
Средняяприбыльная сделка1.11убыточная сделка-1.25
Максимальное количествонепрерывных выигрышей (прибыль)15 (14.66)непрерывных проигрышей (убыток)1 (-2.52)
Макс.непрерывная прибыль (число выигрышей)15.93 (11)непрерывный убыток (число проигрышей)-2.52 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.30 01:43sell10.011.851410.000000.00000
22014.01.30 01:43modify10.011.851411.861411.84041
32014.01.30 03:22close10.011.851381.861411.840410.02100.02
42014.02.13 00:09sell20.011.826610.000000.00000
52014.02.13 00:09modify20.011.826611.836611.81561
62014.02.13 00:30close20.011.825061.836611.815611.17101.19
72014.02.13 00:39sell30.011.826820.000000.00000
82014.02.13 00:39modify30.011.826821.836821.81582
92014.02.13 06:13close30.011.829071.836821.81582-1.6999.50
102014.02.27 01:56sell40.011.856870.000000.00000
112014.02.27 01:56modify40.011.856871.866871.84587
122014.02.27 02:34close40.011.854871.866871.845871.50101.00
132014.03.13 00:09sell50.011.848680.000000.00000
142014.03.13 00:09modify50.011.848681.858681.83768
152014.03.13 03:00close50.011.848191.858681.837680.37101.37
162014.06.19 00:03buy60.011.840440.000000.00000
172014.06.19 00:03modify60.011.840441.830441.85144
182014.06.19 02:48close60.011.841921.830441.851441.11102.48
192014.10.16 01:06sell70.011.804270.000000.00000
202014.10.16 01:06modify70.011.804271.814271.79327
212014.10.16 01:18close70.011.802731.814271.793271.16103.64
222014.12.11 01:39sell80.011.805230.000000.00000
232014.12.11 01:39modify80.011.805231.815231.79423
242014.12.11 03:00close80.011.805171.815231.794230.05103.69
252014.12.25 00:04buy90.011.805790.000000.00000
262014.12.25 00:08modify90.011.805791.795791.81679
272014.12.25 00:33close90.011.807531.795791.816791.30104.99
282014.12.25 01:37buy100.011.804990.000000.00000
292014.12.25 01:37modify100.011.804991.794991.81599
302014.12.25 01:58close100.011.807031.794991.815991.53106.52
312015.02.05 00:02buy110.011.905760.000000.00000
322015.02.05 00:02modify110.011.905761.895761.91676
332015.02.05 00:25close110.011.907851.895761.916761.57108.09
342015.02.19 00:00sell120.011.922630.000000.00000
352015.02.19 00:00modify120.011.922631.932631.91163
362015.02.19 03:03close120.011.922591.932631.911630.03108.12
372015.02.26 00:32sell130.011.932370.000000.00000
382015.02.26 00:32modify130.011.932371.942371.92137
392015.02.26 00:46close130.011.930841.942371.921371.15109.27
402015.03.05 00:00sell140.011.896990.000000.00000
412015.03.05 00:00modify140.011.896991.906991.88599
422015.03.05 02:54close140.011.896181.906991.885990.60109.87
432015.04.02 00:00buy150.011.869530.000000.00000
442015.04.02 00:00modify150.011.869531.859531.88053
452015.04.02 00:28close150.011.871081.859531.880531.17111.04
462015.06.11 00:00buy160.011.902150.000000.00000
472015.06.11 00:00modify160.011.902151.892151.91315
482015.06.11 00:53close160.011.903661.892151.913151.13112.17
492015.08.06 00:16buy170.012.055180.000000.00000
502015.08.06 00:16modify170.012.055182.045182.06618
512015.08.06 02:38close170.012.056282.045182.066180.83113.00
522015.08.27 00:00buy180.012.055690.000000.00000
532015.08.27 00:00modify180.012.055692.045692.06669
542015.08.27 01:33close180.012.057242.045692.066691.16114.16
552015.09.10 01:20sell190.012.038380.000000.00000
562015.09.10 01:20modify190.012.038382.048382.02738
572015.09.10 04:21close190.012.038782.048382.02738-0.30113.86
582015.10.01 00:00buy200.012.013240.000000.00000
592015.10.01 00:00modify200.012.013242.003242.02424
602015.10.01 00:25close200.012.016082.003242.024242.14116.00
612015.11.26 00:02buy210.012.009140.000000.00000
622015.11.26 00:02modify210.012.009141.999142.02014
632015.11.26 00:55close210.012.010721.999142.020141.18117.18
642015.12.31 00:05buy220.012.054180.000000.00000
652015.12.31 00:05modify220.012.054182.044182.06518
662015.12.31 02:07close220.012.055692.044182.065181.14118.32
672016.01.07 00:04buy230.012.057300.000000.00000
682016.01.07 00:04modify230.012.057302.047302.06830
692016.01.07 00:26close230.012.059432.047302.068301.60119.92
702016.01.14 00:08buy240.012.065350.000000.00000
712016.01.14 00:08modify240.012.065352.055352.07635
722016.01.14 00:25close240.012.067372.055352.076351.51121.43
732016.03.03 00:02buy250.011.888180.000000.00000
742016.03.03 00:02modify250.011.888181.878181.89918
752016.03.03 00:25close250.011.889781.878181.899181.20122.63
762016.03.10 01:22buy260.011.881520.000000.00000
772016.03.10 01:22modify260.011.881521.871521.89252
782016.03.10 02:52close260.011.883111.871521.892521.19123.82
792016.03.17 00:00buy270.011.867320.000000.00000
802016.03.17 00:00modify270.011.867321.857321.87832
812016.03.17 00:25close270.011.869141.857321.878321.36125.18
822016.03.24 00:04buy280.011.862010.000000.00000
832016.03.24 00:04modify280.011.862011.852011.87301
842016.03.24 00:25close280.011.863801.852011.873011.34126.52
852016.04.28 00:19buy290.011.829410.000000.00000
862016.04.28 00:19modify290.011.829411.819411.84041
872016.04.28 00:27close290.011.831501.819411.840411.56128.08
882016.05.05 00:05buy300.011.863110.000000.00000
892016.05.05 00:05modify300.011.863111.853111.87411
902016.05.05 00:27close300.011.865391.853111.874111.71129.79
912016.06.23 00:02sell310.011.891180.000000.00000
922016.06.23 00:02modify310.011.891181.901181.88018
932016.06.23 05:42close310.011.894531.901181.88018-2.52127.27
942016.06.30 00:00buy320.011.736580.000000.00000
952016.06.30 00:00modify320.011.736581.726581.74758
962016.06.30 00:25close320.011.738401.726581.747581.36128.63
972016.07.07 01:29buy330.011.674130.000000.00000
982016.07.07 01:29modify330.011.674131.664131.68513
992016.07.07 03:00close330.011.674401.664131.685130.21128.84
1002016.07.14 01:43buy340.011.703840.000000.00000
1012016.07.14 01:43modify340.011.703841.693841.71484
1022016.07.14 05:20close340.011.703201.693841.71484-0.48128.36
1032016.07.21 00:07sell350.011.729300.000000.00000
1042016.07.21 00:07modify350.011.729301.739301.71830
1052016.07.21 03:34close350.011.729261.739301.718300.03128.39
1062016.07.28 00:05sell360.011.744430.000000.00000
1072016.07.28 00:05modify360.011.744431.754431.73343
1082016.07.28 00:29close360.011.742391.754431.733431.53129.92
1092016.08.11 00:05buy370.011.696110.000000.00000
1102016.08.11 00:05modify370.011.696111.686111.70711
1112016.08.11 00:25close370.011.698271.686111.707111.62131.54