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

СимволGBPUSD (Great Britain Pound vs US 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="GBPUSD M15 Generic A-TLP v.11.94"; MagicNumber=999999; 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=34; 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=5; Entry_Break=6; Min_Volatility=4; 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=35; DailyMA=0; DeltaMA=0.5; time_break=60; loss=68; 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=1; Exit_Profit_Pips=-100; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; 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 истории70737Смоделировано тиков73578697Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль7.96Общая прибыль22.38Общий убыток-14.42
Прибыльность1.55Матожидание выигрыша0.20
Абсолютная просадка1.93Максимальная просадка8.85 (7.84%)Относительная просадка7.84% (8.85)
Всего сделок40Короткие позиции (% выигравших)16 (68.75%)Длинные позиции (% выигравших)24 (79.17%)
Прибыльные сделки (% от всех)30 (75.00%)Убыточные сделки (% от всех)10 (25.00%)
Самая большаяприбыльная сделка1.64убыточная сделка-3.40
Средняяприбыльная сделка0.75убыточная сделка-1.44
Максимальное количествонепрерывных выигрышей (прибыль)6 (5.48)непрерывных проигрышей (убыток)2 (-0.26)
Макс.непрерывная прибыль (число выигрышей)5.48 (6)непрерывный убыток (число проигрышей)-3.40 (1)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.16 00:22buy10.011.636200.000000.00000
22014.01.16 00:22modify10.011.636201.632801.65620
32014.01.16 03:06close10.011.636221.632801.656200.02100.02
42014.02.13 00:34sell20.011.660640.000000.00000
52014.02.13 00:34modify20.011.660641.664041.64064
62014.02.13 06:29close20.011.661831.664041.64064-1.1998.83
72014.03.20 00:51buy30.011.652970.000000.00000
82014.03.20 00:51modify30.011.652971.649571.67297
92014.03.20 02:17close30.011.654011.649571.672971.0499.87
102014.06.19 00:03buy40.011.698200.000000.00000
112014.06.19 00:03modify40.011.698201.694801.71820
122014.06.19 02:32close40.011.699201.694801.718201.00100.87
132014.09.18 00:02buy50.011.626630.000000.00000
142014.09.18 00:02modify50.011.626631.623231.64663
152014.09.18 02:51close50.011.626621.623231.64663-0.01100.86
162014.09.25 00:11buy60.011.633340.000000.00000
172014.09.25 00:11modify60.011.633341.629941.65334
182014.09.25 03:22close60.011.633091.629941.65334-0.25100.61
192014.10.23 00:50buy70.011.604090.000000.00000
202014.10.23 00:50modify70.011.604091.600691.62409
212014.10.23 01:55close70.011.604841.600691.624090.75101.36
222014.11.06 00:58buy80.011.596080.000000.00000
232014.11.06 00:58modify80.011.596081.592681.61608
242014.11.06 02:01close80.011.596401.592681.616080.32101.68
252014.11.13 00:42buy90.011.576530.000000.00000
262014.11.13 00:42modify90.011.576531.573131.59653
272014.11.13 02:01close90.011.577171.573131.596530.64102.32
282014.11.20 01:07buy100.011.567500.000000.00000
292014.11.20 01:07modify100.011.567501.564101.58750
302014.11.20 02:16close100.011.567711.564101.587500.21102.53
312014.12.11 01:35sell110.011.572400.000000.00000
322014.12.11 01:35modify110.011.572401.575801.55240
332014.12.11 02:01s/l110.011.575801.575801.55240-3.4099.13
342014.12.18 01:32sell120.011.558300.000000.00000
352014.12.18 01:32modify120.011.558301.561701.53830
362014.12.18 02:10close120.011.557271.561701.538301.03100.16
372014.12.25 01:00sell130.011.556780.000000.00000
382014.12.25 01:00modify130.011.556781.560181.53678
392014.12.25 01:02close130.011.555141.560181.536781.64101.80
402015.02.05 00:51buy140.011.517050.000000.00000
412015.02.05 00:51modify140.011.517051.513651.53705
422015.02.05 00:58close140.011.518091.513651.537051.04102.84
432015.03.19 01:10buy150.011.494450.000000.00000
442015.03.19 01:10modify150.011.494451.491051.51445
452015.03.19 02:50close150.011.495221.491051.514450.77103.61
462015.03.26 00:33sell160.011.488930.000000.00000
472015.03.26 00:33modify160.011.488931.492331.46893
482015.03.26 01:24close160.011.488191.492331.468930.74104.35
492015.06.04 00:04buy170.011.532480.000000.00000
502015.06.04 00:04modify170.011.532481.529081.55248
512015.06.04 03:00close170.011.532621.529081.552480.14104.49
522015.06.11 00:18buy180.011.551940.000000.00000
532015.06.11 00:18modify180.011.551941.548541.57194
542015.06.11 04:32close180.011.550341.548541.57194-1.60102.89
552015.07.09 01:11sell190.011.537090.000000.00000
562015.07.09 01:12modify190.011.537091.540491.51709
572015.07.09 02:58close190.011.536841.540491.517090.25103.14
582015.07.16 00:00buy200.011.562980.000000.00000
592015.07.16 00:01modify200.011.562981.559581.58298
602015.07.16 01:56close200.011.563871.559581.582980.89104.03
612015.08.20 00:54sell210.011.569110.000000.00000
622015.08.20 00:54modify210.011.569111.572511.54911
632015.08.20 00:54close210.011.567991.572511.549111.12105.15
642015.11.12 01:12sell220.011.522470.000000.00000
652015.11.12 01:12modify220.011.522471.525871.50247
662015.11.12 02:23close220.011.522101.525871.502470.37105.52
672015.11.26 00:01buy230.011.511530.000000.00000
682015.11.26 00:01modify230.011.511531.508131.53153
692015.11.26 00:26close230.011.512551.508131.531531.02106.54
702015.12.17 00:57buy240.011.498900.000000.00000
712015.12.17 00:58modify240.011.498901.495501.51890
722015.12.17 02:08close240.011.498491.495501.51890-0.41106.13
732016.01.21 00:59buy250.011.417790.000000.00000
742016.01.21 00:59modify250.011.417791.414391.43779
752016.01.21 01:00close250.011.418791.414391.437791.00107.13
762016.01.21 01:32sell260.011.419930.000000.00000
772016.01.21 01:32modify260.011.419931.423331.39993
782016.01.21 02:54close260.011.419681.423331.399930.25107.38
792016.02.11 00:49sell270.011.453990.000000.00000
802016.02.11 00:49modify270.011.453991.457391.43399
812016.02.11 01:16close270.011.452911.457391.433991.08108.46
822016.02.18 01:20buy280.011.427830.000000.00000
832016.02.18 01:20modify280.011.427831.424431.44783
842016.02.18 02:18close280.011.428971.424431.447831.14109.60
852016.03.03 01:36sell290.011.408580.000000.00000
862016.03.03 01:36modify290.011.408581.411981.38858
872016.03.03 02:04close290.011.407751.411981.388580.83110.43
882016.03.17 00:03buy300.011.424860.000000.00000
892016.03.17 00:03modify300.011.424861.421461.44486
902016.03.17 00:25close300.011.426041.421461.444861.18111.61
912016.04.07 01:29sell310.011.412910.000000.00000
922016.04.07 01:29modify310.011.412911.416311.39291
932016.04.07 04:21close310.011.413281.416311.39291-0.37111.24
942016.04.28 00:10sell320.011.454850.000000.00000
952016.04.28 00:10modify320.011.454851.458251.43485
962016.04.28 00:43close320.011.453851.458251.434851.00112.24
972016.06.16 00:55buy330.011.419470.000000.00000
982016.06.16 00:55modify330.011.419471.416071.43947
992016.06.16 02:04close330.011.419811.416071.439470.34112.58
1002016.06.23 00:03sell340.011.473470.000000.00000
1012016.06.23 00:04modify340.011.473471.476871.45347
1022016.06.23 00:19s/l340.011.476871.476871.45347-3.40109.18
1032016.06.30 01:13sell350.011.345640.000000.00000
1042016.06.30 01:13modify350.011.345641.349041.32564
1052016.06.30 03:00close350.011.345381.349041.325640.26109.44
1062016.07.07 01:29buy360.011.291880.000000.00000
1072016.07.07 01:29modify360.011.291881.288481.31188
1082016.07.07 01:40s/l360.011.288481.288481.31188-3.40106.04
1092016.07.07 01:41buy370.011.289690.000000.00000
1102016.07.07 01:41modify370.011.289691.286291.30969
1112016.07.07 02:35close370.011.290771.286291.309691.08107.12
1122016.07.14 01:43buy380.011.312400.000000.00000
1132016.07.14 01:43modify380.011.312401.309001.33240
1142016.07.14 03:01close380.011.312531.309001.332400.13107.25
1152016.07.21 00:02sell390.011.322260.000000.00000
1162016.07.21 00:02modify390.011.322261.325661.30226
1172016.07.21 01:20close390.011.322651.325661.30226-0.39106.86
1182016.07.28 00:36buy400.011.320610.000000.00000
1192016.07.28 00:36modify400.011.320611.317211.34061
1202016.07.28 01:59close400.011.321711.317211.340611.10107.96