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

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2014.01.01 22:00 - 2016.11.18 21:59 (2014.01.01 - 2016.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; Comm="AUDCAD M15 Generic A-TLP v.11.94"; MagicNumber=111111; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=5; Max_Spread_mode2=5; Max_Spread_mode2_profit=0; Slippage=5; S_2="<==== ENTER SETTINGS ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== EXIT SETTINGS ====>"; Stop_Loss=55; 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=0; Trail_Size=7; Trail_Step=1; S_4="<==== Trailing stop/Breakeven ====>"; S_5="<==== Trade Time Filter ====>"; Channel_Period=15; Entry_Break=5; Min_Volatility=15; S_6="<==== Roll Over Filter ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Other Settings ====>"; MaxDailyRange=85; DailyMA=0; DeltaMA=0.5; time_break=240; loss=32; 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=0; Exit_Profit_Pips=-10; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; cci_Period_close=0; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:55"; rollover_end="00:35"; 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="23:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="23:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="01:00"; 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 истории71872Смоделировано тиков71331023Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль36.53Общая прибыль45.03Общий убыток-8.49
Прибыльность5.30Матожидание выигрыша0.66
Абсолютная просадка2.40Максимальная просадка4.99 (4.86%)Относительная просадка4.86% (4.99)
Всего сделок55Короткие позиции (% выигравших)16 (93.75%)Длинные позиции (% выигравших)39 (92.31%)
Прибыльные сделки (% от всех)51 (92.73%)Убыточные сделки (% от всех)4 (7.27%)
Самая большаяприбыльная сделка2.18убыточная сделка-4.13
Средняяприбыльная сделка0.88убыточная сделка-2.12
Максимальное количествонепрерывных выигрышей (прибыль)28 (25.69)непрерывных проигрышей (убыток)2 (-4.35)
Макс.непрерывная прибыль (число выигрышей)25.69 (28)непрерывный убыток (число проигрышей)-4.35 (2)
Среднийнепрерывный выигрыш13непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.08 23:35sell10.010.964140.000000.00000
22014.01.08 23:35modify10.010.964140.969640.95214
32014.01.09 00:07close10.010.962320.969640.952141.29101.29
42014.01.09 00:23buy20.010.961780.000000.00000
52014.01.09 00:23modify20.010.961780.956280.97378
62014.01.09 00:55close20.010.962920.956280.973780.86102.15
72014.02.06 00:43sell30.010.988630.000000.00000
82014.02.06 00:43modify30.010.988630.994130.97663
92014.02.06 02:58s/l30.010.994130.994130.97663-4.1398.02
102014.02.13 00:45buy40.010.991110.000000.00000
112014.02.13 00:45modify40.010.991110.985611.00311
122014.02.13 01:24close40.010.992120.985611.003110.7698.78
132014.02.26 23:20sell50.010.998420.000000.00000
142014.02.26 23:20modify50.010.998421.003920.98642
152014.02.27 01:00close50.010.997241.003920.986420.8099.58
162014.03.20 00:50buy60.011.014910.000000.00000
172014.03.20 00:50modify60.011.014911.009411.02691
182014.03.20 03:00close60.011.015161.009411.026910.1899.76
192014.05.21 23:20sell70.011.009450.000000.00000
202014.05.21 23:20modify70.011.009451.014950.99745
212014.05.22 02:49close70.011.008491.014950.997450.64100.40
222014.07.24 00:33buy80.011.012830.000000.00000
232014.07.24 00:33modify80.011.012831.007331.02483
242014.07.24 03:00close80.011.013141.007331.024830.23100.63
252014.09.11 00:01buy90.011.000690.000000.00000
262014.09.11 00:01modify90.011.000690.995191.01269
272014.09.11 00:24close90.011.001690.995191.012690.76101.39
282014.10.23 00:45buy100.010.985270.000000.00000
292014.10.23 00:45modify100.010.985270.979770.99727
302014.10.23 02:47close100.010.986290.979770.997270.76102.15
312014.11.06 00:51buy110.010.976790.000000.00000
322014.11.06 00:51modify110.010.976790.971290.98879
332014.11.06 02:21close110.010.978090.971290.988790.97103.12
342014.11.20 00:45buy120.010.976010.000000.00000
352014.11.20 00:45modify120.010.976010.970510.98801
362014.11.20 02:31close120.010.977010.970510.988010.75103.87
372014.12.04 00:53buy130.010.954130.000000.00000
382014.12.04 00:53modify130.010.954130.948630.96613
392014.12.04 02:30close130.010.955240.948630.966130.83104.70
402015.01.28 23:00buy140.010.989530.000000.00000
412015.01.28 23:00modify140.010.989530.984031.00153
422015.01.29 04:20close140.010.989490.984031.001530.01104.71
432015.02.11 23:44buy150.010.973320.000000.00000
442015.02.11 23:44modify150.010.973320.967820.98532
452015.02.12 00:05close150.010.974680.967820.985321.06105.77
462015.03.11 23:28sell160.010.968860.000000.00000
472015.03.11 23:28modify160.010.968860.974360.95686
482015.03.11 23:47close160.010.967500.974360.956861.02106.79
492015.03.18 23:32buy170.010.974870.000000.00000
502015.03.18 23:32modify170.010.974870.969370.98687
512015.03.18 23:39close170.010.975930.969370.986870.80107.59
522015.03.19 00:56buy180.010.974780.000000.00000
532015.03.19 00:56modify180.010.974780.969280.98678
542015.03.19 02:09close180.010.975890.969280.986780.84108.43
552015.04.09 00:00buy190.010.963180.000000.00000
562015.04.09 00:00modify190.010.963180.957680.97518
572015.04.09 00:33close190.010.964210.957680.975180.77109.20
582015.04.29 23:51buy200.010.962630.000000.00000
592015.04.29 23:51modify200.010.962630.957130.97463
602015.04.30 03:50close200.010.962280.957130.97463-0.22108.97
612015.06.11 00:00buy210.010.949340.000000.00000
622015.06.11 00:00modify210.010.949340.943840.96134
632015.06.11 00:00s/l210.010.943840.943840.96134-4.13104.84
642015.06.25 00:00buy220.010.953830.000000.00000
652015.06.25 00:00modify220.010.953830.948330.96583
662015.06.25 03:00close220.010.954430.948330.965830.45105.29
672015.07.23 00:00sell230.010.962180.000000.00000
682015.07.23 00:00modify230.010.962180.967680.95018
692015.07.23 00:01close230.010.959390.967680.950182.10107.39
702015.07.23 00:02buy240.010.958530.000000.00000
712015.07.23 00:02modify240.010.958530.953030.97053
722015.07.23 00:02close240.010.959560.953030.970530.78108.17
732015.09.09 23:58sell250.010.930120.000000.00000
742015.09.09 23:58modify250.010.930120.935620.91812
752015.09.10 00:00close250.010.928010.935620.918121.50109.67
762015.09.10 00:01buy260.010.927580.000000.00000
772015.09.10 00:01modify260.010.927580.922080.93958
782015.09.10 00:02close260.010.929140.922080.939581.18110.85
792015.09.10 00:02buy270.010.927570.000000.00000
802015.09.10 00:02modify270.010.927570.922070.93957
812015.09.10 04:56close270.010.927560.922070.93957-0.01110.84
822015.09.30 23:39buy280.010.934640.000000.00000
832015.09.30 23:39modify280.010.934640.929140.94664
842015.10.01 04:00close280.010.934610.929140.946640.02110.86
852015.10.28 23:34sell290.010.938420.000000.00000
862015.10.28 23:34modify290.010.938420.943920.92642
872015.10.28 23:51close290.010.937420.943920.926420.76111.62
882015.10.29 00:00sell300.010.938640.000000.00000
892015.10.29 00:00modify300.010.938640.944140.92664
902015.10.29 00:06close300.010.937590.944140.926640.79112.41
912015.11.05 00:00buy310.010.939840.000000.00000
922015.11.05 00:00modify310.010.939840.934340.95184
932015.11.05 03:00close310.010.939890.934340.951840.03112.44
942015.11.18 23:02sell320.010.947610.000000.00000
952015.11.18 23:02modify320.010.947610.953110.93561
962015.11.18 23:22close320.010.946440.953110.935610.88113.32
972015.11.19 00:02buy330.010.945140.000000.00000
982015.11.19 00:02modify330.010.945140.939640.95714
992015.11.19 00:56close330.010.946230.939640.957140.81114.13
1002015.12.17 00:59buy340.010.992950.000000.00000
1012015.12.17 00:59modify340.010.992950.987451.00495
1022015.12.17 02:10close340.010.994030.987451.004950.81114.94
1032015.12.31 00:36buy350.011.009200.000000.00000
1042015.12.31 00:36modify350.011.009201.003701.02120
1052015.12.31 00:51close350.011.010321.003701.021200.84115.78
1062015.12.31 00:53buy360.011.009070.000000.00000
1072015.12.31 00:53modify360.011.009071.003571.02107
1082015.12.31 01:01close360.011.010071.003571.021070.75116.53
1092016.01.14 00:05buy370.010.997300.000000.00000
1102016.01.14 00:05modify370.010.997300.991801.00930
1112016.01.14 00:48close370.010.998430.991801.009300.85117.38
1122016.01.27 23:29buy380.010.990020.000000.00000
1132016.01.27 23:29modify380.010.990020.984521.00202
1142016.01.28 00:45close380.010.991100.984521.002020.85118.23
1152016.02.11 00:00buy390.010.987640.000000.00000
1162016.02.11 00:00modify390.010.987640.982140.99964
1172016.02.11 01:04close390.010.989260.982140.999641.22119.45
1182016.02.18 00:17buy400.010.980970.000000.00000
1192016.02.18 00:17modify400.010.980970.975470.99297
1202016.02.18 02:10close400.010.981980.975470.992970.76120.21
1212016.03.16 23:57buy410.010.989550.000000.00000
1222016.03.16 23:57modify410.010.989550.984051.00155
1232016.03.17 00:22close410.010.990990.984051.001551.12121.32
1242016.04.28 00:01buy420.010.954010.000000.00000
1252016.04.28 00:01modify420.010.954010.948510.96601
1262016.04.28 00:02close420.010.955070.948510.966010.80122.12
1272016.06.09 00:01sell430.010.951020.000000.00000
1282016.06.09 00:01modify430.010.951020.956520.93902
1292016.06.09 00:24close430.010.949640.956520.939021.04123.16
1302016.06.29 23:52buy440.010.963650.000000.00000
1312016.06.29 23:52modify440.010.963650.958150.97565
1322016.06.30 02:12close440.010.964690.958150.975650.82123.98
1332016.07.07 00:14sell450.010.975240.000000.00000
1342016.07.07 00:14modify450.010.975240.980740.96324
1352016.07.07 00:37close450.010.974030.980740.963240.91124.89
1362016.07.21 00:15buy460.010.974890.000000.00000
1372016.07.21 00:15modify460.010.974890.969390.98689
1382016.07.21 00:25close460.010.976030.969390.986890.86125.75
1392016.08.10 23:58buy470.011.005600.000000.00000
1402016.08.10 23:58modify470.011.005601.000101.01760
1412016.08.11 00:00close470.011.008031.000101.017601.87127.61
1422016.08.11 00:00sell480.011.008090.000000.00000
1432016.08.11 00:00modify480.011.008091.013590.99609
1442016.08.11 00:03close480.011.006231.013590.996091.40129.01
1452016.08.11 00:04buy490.011.004890.000000.00000
1462016.08.11 00:04modify490.011.004890.999391.01689
1472016.08.11 00:04close490.011.005930.999391.016890.78129.79
1482016.08.11 00:04buy500.011.005190.000000.00000
1492016.08.11 00:04modify500.011.005190.999691.01719
1502016.08.11 00:04close500.011.006400.999691.017190.91130.70
1512016.08.11 00:04sell510.011.008420.000000.00000
1522016.08.11 00:04modify510.011.008421.013920.99642
1532016.08.11 00:05close510.011.005521.013920.996422.18132.88
1542016.08.11 00:05buy520.011.004950.000000.00000
1552016.08.11 00:05modify520.011.004950.999451.01695
1562016.08.11 00:06close520.011.006060.999451.016950.83133.71
1572016.08.11 00:07sell530.011.008110.000000.00000
1582016.08.11 00:07modify530.011.008111.013610.99611
1592016.08.11 00:08close530.011.007051.013610.996110.79134.50
1602016.08.11 00:08sell540.011.008070.000000.00000
1612016.08.11 00:08modify540.011.008071.013570.99607
1622016.08.11 00:20close540.011.006871.013570.996070.90135.40
1632016.08.11 00:40buy550.011.005080.000000.00000
1642016.08.11 00:40modify550.011.005080.999581.01708
1652016.08.11 01:05close550.011.006590.999581.017081.13136.53