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

СимволEURAUD (Euro vs Australian Dollar)
Период15 Минут (M15) 2014.01.01 22:01 - 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="EURAUD M15 Generic A-TLP v.11.94"; MagicNumber=333333; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=6; Max_Spread_mode2=6; 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=75; 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=3; 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=43; 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=0; 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="02:00"; monday_pause_stop="23:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="02:00"; 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="23:00"; 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 истории71875Смоделировано тиков98739104Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль6.84Общая прибыль18.33Общий убыток-11.49
Прибыльность1.59Матожидание выигрыша0.24
Абсолютная просадка4.05Максимальная просадка11.40 (10.62%)Относительная просадка10.62% (11.40)
Всего сделок29Короткие позиции (% выигравших)12 (91.67%)Длинные позиции (% выигравших)17 (88.24%)
Прибыльные сделки (% от всех)26 (89.66%)Убыточные сделки (% от всех)3 (10.34%)
Самая большаяприбыльная сделка1.21убыточная сделка-5.75
Средняяприбыльная сделка0.70убыточная сделка-3.83
Максимальное количествонепрерывных выигрышей (прибыль)11 (7.06)непрерывных проигрышей (убыток)1 (-5.75)
Макс.непрерывная прибыль (число выигрышей)7.06 (11)непрерывный убыток (число проигрышей)-5.75 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.08 23:55sell10.011.525140.000000.00000
22014.01.08 23:55modify10.011.525141.532641.51314
32014.01.09 02:34close10.011.524121.532641.513140.88100.88
42014.02.26 23:18buy20.011.525750.000000.00000
52014.02.26 23:18modify20.011.525751.518251.53775
62014.02.27 00:35close20.011.527561.518251.537751.15102.03
72014.04.23 23:47buy30.011.487280.000000.00000
82014.04.23 23:47modify30.011.487281.479781.49928
92014.04.24 01:28close30.011.488331.479781.499280.59102.62
102014.05.21 23:18buy40.011.480470.000000.00000
112014.05.21 23:18modify40.011.480471.472971.49247
122014.05.22 02:57close40.011.481481.472971.492470.56103.17
132014.05.28 23:11buy50.011.472090.000000.00000
142014.05.28 23:11modify50.011.472091.464591.48409
152014.05.29 02:53close50.011.472921.464591.484090.43103.60
162014.06.25 23:28buy60.011.449160.000000.00000
172014.06.25 23:28modify60.011.449161.441661.46116
182014.06.26 01:33close60.011.450181.441661.461160.57104.17
192014.10.29 23:02sell70.011.439720.000000.00000
202014.10.29 23:02modify70.011.439721.447221.42772
212014.10.29 23:15close70.011.438681.447221.427720.77104.94
222014.12.10 23:00buy80.011.494650.000000.00000
232014.12.10 23:00modify80.011.494651.487151.50665
242014.12.10 23:26close80.011.496271.487151.506651.21106.15
252014.12.24 23:49buy90.011.502800.000000.00000
262014.12.24 23:49modify90.011.502801.495301.51480
272014.12.25 00:06close90.011.503801.495301.514800.56106.71
282015.01.07 23:43buy100.011.465390.000000.00000
292015.01.07 23:43modify100.011.465391.457891.47739
302015.01.08 05:30s/l100.011.457891.457891.47739-5.75100.96
312015.01.28 23:00sell110.011.428620.000000.00000
322015.01.28 23:00modify110.011.428621.436121.41662
332015.01.28 23:04close110.011.427591.436121.416620.76101.72
342015.01.28 23:06sell120.011.428730.000000.00000
352015.01.28 23:06modify120.011.428731.436231.41673
362015.01.28 23:10close120.011.427721.436231.416730.75102.47
372015.01.28 23:23sell130.011.429000.000000.00000
382015.01.28 23:23modify130.011.429001.436501.41700
392015.01.29 00:25close130.011.427991.436501.417000.87103.34
402015.02.11 23:26buy140.011.464290.000000.00000
412015.02.11 23:26modify140.011.464291.456791.47629
422015.02.11 23:38close140.011.465301.456791.476290.75104.09
432015.03.18 23:02sell150.011.393880.000000.00000
442015.03.18 23:02modify150.011.393881.401381.38188
452015.03.18 23:04s/l150.011.401381.401381.38188-5.5798.52
462015.04.22 23:52sell160.011.382920.000000.00000
472015.04.22 23:52modify160.011.382921.390421.37092
482015.04.23 04:11close160.011.383061.390421.370920.0298.54
492015.05.13 23:02buy170.011.399790.000000.00000
502015.05.13 23:02modify170.011.399791.392291.41179
512015.05.14 00:43close170.011.400831.392291.411790.5899.12
522015.05.27 23:35sell180.011.412300.000000.00000
532015.05.27 23:35modify180.011.412301.419801.40030
542015.05.27 23:35close180.011.411151.419801.400300.8599.97
552015.06.10 23:01sell190.011.459920.000000.00000
562015.06.10 23:01modify190.011.459921.467421.44792
572015.06.10 23:48close190.011.458751.467421.447920.87100.84
582015.07.15 23:56buy200.011.483430.000000.00000
592015.07.15 23:56modify200.011.483431.475931.49543
602015.07.16 01:45close200.011.484451.475931.495430.57101.40
612015.07.22 23:53sell210.011.481270.000000.00000
622015.07.22 23:53modify210.011.481271.488771.46927
632015.07.23 00:05close210.011.480091.488771.469271.00102.40
642015.08.12 23:46buy220.011.511760.000000.00000
652015.08.12 23:46modify220.011.511761.504261.52376
662015.08.13 03:12close220.011.512061.504261.523760.04102.44
672015.10.14 23:03buy230.011.570820.000000.00000
682015.10.14 23:03modify230.011.570821.563321.58282
692015.10.15 00:45close230.011.571821.563321.582820.55102.99
702015.11.18 23:02buy240.011.497950.000000.00000
712015.11.18 23:02modify240.011.497951.490451.50995
722015.11.18 23:41close240.011.499131.490451.509950.88103.87
732016.02.10 23:00sell250.011.589020.000000.00000
742016.02.10 23:00modify250.011.589021.596521.57702
752016.02.10 23:31close250.011.587921.596521.577020.82104.69
762016.02.10 23:35sell260.011.589450.000000.00000
772016.02.10 23:35modify260.011.589451.596951.57745
782016.02.11 00:59close260.011.588411.596951.577450.89105.58
792016.05.04 23:56buy270.011.540440.000000.00000
802016.05.04 23:56modify270.011.540441.532941.55244
812016.05.05 03:52close270.011.540471.532941.55244-0.17105.41
822016.05.25 23:00buy280.011.548860.000000.00000
832016.05.25 23:00modify280.011.548861.541361.56086
842016.05.25 23:53close280.011.550001.541361.560860.85106.26
852016.07.13 23:36buy290.011.457580.000000.00000
862016.07.13 23:36modify290.011.457581.450081.46958
872016.07.14 01:05close290.011.458621.450081.469580.58106.84