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

СимволUSDCAD (US Dollar 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="USDCAD M15 Generic A-TLP v.11.94"; MagicNumber=101010; 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=42; 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=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=12; Entry_Break=2; Min_Volatility=17; 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=41; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=40; Time_Profit_Pips=10; Exit_Distance=-13; 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="23:00"; monday_pause_start="0"; monday_pause_stop="0"; 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 истории70737Смоделировано тиков64926893Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль2.81Общая прибыль11.47Общий убыток-8.66
Прибыльность1.32Матожидание выигрыша0.09
Абсолютная просадка4.84Максимальная просадка5.27 (5.25%)Относительная просадка5.25% (5.27)
Всего сделок31Короткие позиции (% выигравших)11 (54.55%)Длинные позиции (% выигравших)20 (75.00%)
Прибыльные сделки (% от всех)21 (67.74%)Убыточные сделки (% от всех)10 (32.26%)
Самая большаяприбыльная сделка1.14убыточная сделка-3.77
Средняяприбыльная сделка0.55убыточная сделка-0.87
Максимальное количествонепрерывных выигрышей (прибыль)4 (2.59)непрерывных проигрышей (убыток)2 (-0.74)
Макс.непрерывная прибыль (число выигрышей)2.85 (3)непрерывный убыток (число проигрышей)-3.77 (1)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.23 01:19sell10.011.109870.000000.00000
22014.01.23 01:19modify10.011.109871.114071.09787
32014.01.23 01:30close10.011.109511.114071.097870.32100.32
42014.01.23 01:42sell20.011.109840.000000.00000
52014.01.23 01:42modify20.011.109841.114041.09784
62014.01.23 03:57s/l20.011.114041.114041.09784-3.7796.55
72014.01.30 01:58sell30.011.118280.000000.00000
82014.01.30 01:58modify30.011.118281.122481.10628
92014.01.30 02:43close30.011.117591.122481.106280.6297.17
102014.11.27 00:05sell40.011.124880.000000.00000
112014.11.27 00:05modify40.011.124881.129081.11288
122014.11.27 02:19close40.011.125471.129081.11288-0.5296.65
132015.01.22 01:57sell50.011.234380.000000.00000
142015.01.22 01:57modify50.011.234381.238581.22238
152015.01.22 03:24close50.011.234361.238581.222380.0296.67
162015.01.29 01:37buy60.011.251770.000000.00000
172015.01.29 01:37modify60.011.251771.247571.26377
182015.01.29 01:57close60.011.252231.247571.263770.3797.04
192015.02.12 00:04buy70.011.262230.000000.00000
202015.02.12 00:04modify70.011.262231.258031.27423
212015.02.12 02:30close70.011.261631.258031.27423-0.4896.56
222015.02.19 00:00sell80.011.245410.000000.00000
232015.02.19 00:00modify80.011.245411.249611.23341
242015.02.19 02:30close80.011.245731.249611.23341-0.2696.30
252015.03.26 01:46sell90.011.252680.000000.00000
262015.03.26 01:46modify90.011.252681.256881.24068
272015.03.26 03:01close90.011.252671.256881.240680.0196.31
282015.04.30 00:06buy100.011.200710.000000.00000
292015.04.30 00:06modify100.011.200711.196511.21271
302015.04.30 00:25close100.011.201371.196511.212710.5596.86
312015.08.27 00:00buy110.011.329370.000000.00000
322015.08.27 00:00modify110.011.329371.325171.34137
332015.08.27 00:41close110.011.330391.325171.341370.7797.63
342015.09.10 00:32sell120.011.326260.000000.00000
352015.09.10 00:32modify120.011.326261.330461.31426
362015.09.10 04:00close120.011.328281.330461.31426-1.5296.11
372015.10.01 00:00buy130.011.331360.000000.00000
382015.10.01 00:00modify130.011.331361.327161.34336
392015.10.01 00:55close130.011.332401.327161.343360.7896.89
402015.11.12 01:42buy140.011.325150.000000.00000
412015.11.12 01:42modify140.011.325151.320951.33715
422015.11.12 02:00close140.011.325601.320951.337150.3497.23
432015.12.17 01:21sell150.011.380480.000000.00000
442015.12.17 01:21modify150.011.380481.384681.36848
452015.12.17 02:04close150.011.379471.384681.368480.7397.96
462015.12.24 00:00buy160.011.384590.000000.00000
472015.12.24 00:00modify160.011.384591.380391.39659
482015.12.24 00:56close160.011.385611.380391.396590.7498.70
492015.12.31 00:00buy170.011.387730.000000.00000
502015.12.31 00:00modify170.011.387731.383531.39973
512015.12.31 02:15close170.011.387451.383531.39973-0.2098.50
522016.01.21 01:32buy180.011.447860.000000.00000
532016.01.21 01:32modify180.011.447861.443661.45986
542016.01.21 04:22close180.011.447081.443661.45986-0.5497.96
552016.01.28 01:34buy190.011.408070.000000.00000
562016.01.28 01:34modify190.011.408071.403871.42007
572016.01.28 01:58close190.011.409681.403871.420071.1499.10
582016.02.18 00:04buy200.011.367210.000000.00000
592016.02.18 00:04modify200.011.367211.363011.37921
602016.02.18 00:55close200.011.368421.363011.379210.8899.98
612016.03.03 00:00buy210.011.341720.000000.00000
622016.03.03 00:00modify210.011.341721.337521.35372
632016.03.03 00:27close210.011.342831.337521.353720.83100.81
642016.04.28 00:04buy220.011.259720.000000.00000
652016.04.28 00:04modify220.011.259721.255521.27172
662016.04.28 02:30close220.011.259001.255521.27172-0.57100.24
672016.05.26 01:39sell230.011.303400.000000.00000
682016.05.26 01:39modify230.011.303401.307601.29140
692016.05.26 03:05close230.011.303391.307601.291400.01100.25
702016.06.09 00:42buy240.011.268610.000000.00000
712016.06.09 00:42modify240.011.268611.264411.28061
722016.06.09 00:54close240.011.269241.264411.280610.50100.75
732016.06.09 00:54buy250.011.268580.000000.00000
742016.06.09 00:54modify250.011.268581.264381.28058
752016.06.09 01:00close250.011.269121.264381.280580.43101.18
762016.06.16 01:48buy260.011.290430.000000.00000
772016.06.16 01:48modify260.011.290431.286231.30243
782016.06.16 02:00close260.011.290751.286231.302430.25101.43
792016.06.23 00:19buy270.011.282370.000000.00000
802016.06.23 00:19modify270.011.282371.278171.29437
812016.06.23 03:00close270.011.281631.278171.29437-0.58100.85
822016.06.30 00:00buy280.011.293600.000000.00000
832016.06.30 00:00modify280.011.293601.289401.30560
842016.06.30 01:07close280.011.294601.289401.305600.77101.62
852016.07.21 00:23sell290.011.306710.000000.00000
862016.07.21 00:23modify290.011.306711.310911.29471
872016.07.21 02:21close290.011.307001.310911.29471-0.22101.40
882016.08.04 00:06buy300.011.306470.000000.00000
892016.08.04 00:06modify300.011.306471.302271.31847
902016.08.04 00:45close300.011.307051.302271.318470.44101.84
912016.08.11 00:02buy310.011.303930.000000.00000
922016.08.11 00:02modify310.011.303931.299731.31593
932016.08.11 00:27close310.011.305201.299731.315930.97102.81