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

СимволEURCHF (Euro vs Swiss Franc)
Период15 Минут (M15) 2010.01.01 00:00 - 2016.09.18 23:59 (2014.01.01 - 2016.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="EURCHF M15 Generic A-TLP v.11.94"; MagicNumber=444444; 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=44; 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=13; Entry_Break=1; Min_Volatility=10; 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=1000; DailyMA=0; DeltaMA=0.5; time_break=250; 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=2; 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="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="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="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 истории167540Смоделировано тиков101679947Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль12.98Общая прибыль34.32Общий убыток-21.34
Прибыльность1.61Матожидание выигрыша0.19
Абсолютная просадка0.25Максимальная просадка8.22 (7.43%)Относительная просадка7.43% (8.22)
Всего сделок70Короткие позиции (% выигравших)45 (73.33%)Длинные позиции (% выигравших)25 (88.00%)
Прибыльные сделки (% от всех)55 (78.57%)Убыточные сделки (% от всех)15 (21.43%)
Самая большаяприбыльная сделка2.97убыточная сделка-4.36
Средняяприбыльная сделка0.62убыточная сделка-1.42
Максимальное количествонепрерывных выигрышей (прибыль)17 (7.80)непрерывных проигрышей (убыток)3 (-5.56)
Макс.непрерывная прибыль (число выигрышей)9.83 (8)непрерывный убыток (число проигрышей)-5.56 (3)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.02.19 22:36buy10.011.219300.000000.00000
22014.02.19 22:36modify10.011.219301.214901.23930
32014.02.20 00:25close10.011.220501.214901.239301.19101.19
42014.03.19 22:00sell20.011.219550.000000.00000
52014.03.19 22:00modify20.011.219551.223951.19955
62014.03.19 23:40close20.011.218381.223951.199551.16102.35
72014.09.17 23:24buy30.011.210750.000000.00000
82014.09.17 23:24modify30.011.210751.206351.23075
92014.09.18 03:40close30.011.210771.206351.230750.02102.37
102014.10.08 23:31buy40.011.212370.000000.00000
112014.10.08 23:31modify40.011.212371.207971.23237
122014.10.09 03:00close40.011.212391.207971.232370.02102.39
132015.01.21 22:43buy50.010.996030.000000.00000
142015.01.21 22:43modify50.010.996030.991631.01603
152015.01.21 23:14close50.010.998300.991631.016032.25104.64
162015.01.22 00:57sell60.010.999660.000000.00000
172015.01.22 00:57modify60.010.999661.004060.97966
182015.01.22 03:00close60.010.999551.004060.979660.11104.75
192015.01.29 00:13buy70.011.020900.000000.00000
202015.01.29 00:13modify70.011.020901.016501.04090
212015.01.29 01:37close70.011.023031.016501.040902.11106.86
222015.02.04 22:38sell80.011.055820.000000.00000
232015.02.04 22:38modify80.011.055821.060221.03582
242015.02.04 22:45buy90.011.052910.000000.00000
252015.02.04 22:45modify90.011.052911.048511.07291
262015.02.04 22:45close80.011.052811.060221.035822.97109.83
272015.02.04 23:30s/l90.011.048511.048511.07291-4.36105.47
282015.02.11 23:38sell100.011.050280.000000.00000
292015.02.11 23:38modify100.011.050281.054681.03028
302015.02.12 03:24close100.011.050251.054681.030280.03105.50
312015.02.25 23:26sell110.011.077860.000000.00000
322015.02.25 23:26modify110.011.077861.082261.05786
332015.02.26 08:47close110.011.078471.082261.05786-0.60104.90
342015.03.04 23:28sell120.011.067240.000000.00000
352015.03.04 23:28modify120.011.067241.071641.04724
362015.03.05 06:47close120.011.067361.071641.04724-0.12104.78
372015.03.12 00:56buy130.011.063790.000000.00000
382015.03.12 00:56modify130.011.063791.059391.08379
392015.03.12 03:00close130.011.064251.059391.083790.45105.23
402015.03.18 22:00sell140.011.061730.000000.00000
412015.03.18 22:00modify140.011.061731.066131.04173
422015.03.18 22:34close140.011.059111.066131.041732.59107.82
432015.03.18 23:02sell150.011.062160.000000.00000
442015.03.18 23:02modify150.011.062161.066561.04216
452015.03.18 23:05close150.011.060061.066561.042162.08109.90
462015.03.18 23:06sell160.011.062130.000000.00000
472015.03.18 23:06modify160.011.062131.066531.04213
482015.03.18 23:26s/l160.011.066531.066531.04213-4.36105.54
492015.03.25 23:52buy170.011.052820.000000.00000
502015.03.25 23:52modify170.011.052821.048421.07282
512015.03.26 03:00close170.011.052831.048421.072820.01105.55
522015.04.01 22:26buy180.011.040110.000000.00000
532015.04.01 22:26modify180.011.040111.035711.06011
542015.04.02 01:17close180.011.041131.035711.060111.01106.56
552015.04.22 22:00sell190.011.041230.000000.00000
562015.04.22 22:00modify190.011.041231.045631.02123
572015.04.23 01:18close190.011.040091.045631.021231.12107.68
582015.04.30 00:05sell200.011.045360.000000.00000
592015.04.30 00:05modify200.011.045361.049761.02536
602015.04.30 03:00close200.011.045241.049761.025360.12107.80
612015.05.06 22:32sell210.011.039650.000000.00000
622015.05.06 22:32modify210.011.039651.044051.01965
632015.05.07 03:00close210.011.039571.044051.019650.08107.88
642015.05.27 22:43sell220.011.036860.000000.00000
652015.05.27 22:43modify220.011.036861.041261.01686
662015.05.28 00:25close220.011.035291.041261.016861.56109.44
672015.05.28 00:26buy230.011.035090.000000.00000
682015.05.28 00:27modify230.011.035091.030691.05509
692015.05.28 03:00close230.011.035101.030691.055090.01109.45
702015.06.03 22:17sell240.011.053020.000000.00000
712015.06.03 22:17modify240.011.053021.057421.03302
722015.06.04 03:00close240.011.052581.057421.033020.43109.88
732015.06.17 22:13sell250.011.045400.000000.00000
742015.06.17 22:13modify250.011.045401.049801.02540
752015.06.18 05:15close250.011.045391.049801.025400.01109.89
762015.07.02 00:06sell260.011.048540.000000.00000
772015.07.02 00:06modify260.011.048541.052941.02854
782015.07.02 01:57close260.011.047531.052941.028541.00110.89
792015.07.08 22:00buy270.011.046290.000000.00000
802015.07.08 22:00modify270.011.046291.041891.06629
812015.07.08 23:40close270.011.047291.041891.066290.98111.87
822015.07.22 23:20sell280.011.048990.000000.00000
832015.07.22 23:20modify280.011.048991.053391.02899
842015.07.23 03:00close280.011.048821.053391.028990.16112.03
852015.07.30 00:06buy290.011.062630.000000.00000
862015.07.30 00:06modify290.011.062631.058231.08263
872015.07.30 04:57close290.011.062651.058231.082630.02112.05
882015.08.05 22:23sell300.011.067800.000000.00000
892015.08.05 22:23modify300.011.067801.072201.04780
902015.08.06 03:00close300.011.067791.072201.047800.01112.06
912015.08.12 22:03sell310.011.088430.000000.00000
922015.08.12 22:03modify310.011.088431.092831.06843
932015.08.13 03:00close310.011.088361.092831.068430.07112.13
942015.08.19 22:21sell320.011.074230.000000.00000
952015.08.19 22:21modify320.011.074231.078631.05423
962015.08.20 00:41close320.011.073031.078631.054231.19113.32
972015.08.27 00:54buy330.011.079510.000000.00000
982015.08.27 00:54modify330.011.079511.075111.09951
992015.08.27 03:09close330.011.079531.075111.099510.02113.34
1002015.09.02 22:28buy340.011.089140.000000.00000
1012015.09.02 22:28modify340.011.089141.084741.10914
1022015.09.03 08:41close340.011.088361.084741.10914-0.77112.57
1032015.09.09 22:39sell350.011.091380.000000.00000
1042015.09.09 22:39modify350.011.091381.095781.07138
1052015.09.10 06:16s/l350.011.095781.095781.07138-4.35108.22
1062015.09.16 22:31sell360.011.095420.000000.00000
1072015.09.16 22:31modify360.011.095421.099821.07542
1082015.09.17 10:32close360.011.095871.099821.07542-0.44107.78
1092015.10.01 00:00buy370.011.088130.000000.00000
1102015.10.01 00:00modify370.011.088131.083731.10813
1112015.10.01 03:00close370.011.088241.083731.108130.11107.89
1122015.10.07 22:26sell380.011.094630.000000.00000
1132015.10.07 22:26modify380.011.094631.099031.07463
1142015.10.08 03:00close380.011.094081.099031.074630.55108.44
1152015.10.14 22:17sell390.011.089330.000000.00000
1162015.10.14 22:17modify390.011.089331.093731.06933
1172015.10.15 03:45close390.011.089301.093731.069330.03108.47
1182015.10.21 22:00sell400.011.087230.000000.00000
1192015.10.21 22:00modify400.011.087231.091631.06723
1202015.10.22 07:52close400.011.088081.091631.06723-0.84107.63
1212015.11.18 23:50sell410.011.087130.000000.00000
1222015.11.18 23:50modify410.011.087131.091531.06713
1232015.11.19 03:10close410.011.087121.091531.067130.01107.64
1242015.11.25 23:40sell420.011.085750.000000.00000
1252015.11.25 23:40modify420.011.085751.090151.06575
1262015.11.26 03:13close420.011.085741.090151.065750.01107.65
1272015.12.03 00:55buy430.011.080810.000000.00000
1282015.12.03 00:55modify430.011.080811.076411.10081
1292015.12.03 03:01close430.011.080831.076411.100810.02107.67
1302015.12.16 22:01sell440.011.080270.000000.00000
1312015.12.16 22:01modify440.011.080271.084671.06027
1322015.12.17 01:03close440.011.079271.084671.060270.99108.66
1332015.12.24 00:00buy450.011.080750.000000.00000
1342015.12.24 00:00modify450.011.080751.076351.10075
1352015.12.24 04:51close450.011.080781.076351.100750.03108.69
1362015.12.30 22:03buy460.011.078500.000000.00000
1372015.12.30 22:03modify460.011.078501.074101.09850
1382015.12.30 23:51close460.011.079511.074101.098501.00109.69
1392015.12.30 23:54sell470.011.080360.000000.00000
1402015.12.30 23:54modify470.011.080361.084761.06036
1412015.12.31 03:00close470.011.080121.084761.060360.23109.92
1422016.01.13 22:00sell480.011.094770.000000.00000
1432016.01.13 22:00modify480.011.094771.099171.07477
1442016.01.14 09:34close480.011.095461.099171.07477-0.68109.24
1452016.01.20 23:49sell490.011.094550.000000.00000
1462016.01.20 23:49modify490.011.094551.098951.07455
1472016.01.21 02:33close490.011.093541.098951.074551.00110.24
1482016.01.27 22:00buy500.011.105850.000000.00000
1492016.01.27 22:00modify500.011.105851.101451.12585
1502016.01.28 03:06close500.011.105881.101451.125850.03110.27
1512016.02.03 22:03sell510.011.115300.000000.00000
1522016.02.03 22:03modify510.011.115301.119701.09530
1532016.02.04 01:28close510.011.114291.119701.095301.00111.27
1542016.02.10 23:30sell520.011.099200.000000.00000
1552016.02.10 23:30modify520.011.099201.103601.07920
1562016.02.11 01:25close520.011.098191.103601.079201.00112.27
1572016.02.24 23:13sell530.011.088870.000000.00000
1582016.02.24 23:13modify530.011.088871.093271.06887
1592016.02.25 08:51close530.011.090271.093271.06887-1.39110.88
1602016.03.02 22:37sell540.011.083260.000000.00000
1612016.03.02 22:37modify540.011.083261.087661.06326
1622016.03.03 04:23close540.011.083251.087661.063260.01110.89
1632016.03.16 22:00sell550.011.097220.000000.00000
1642016.03.16 22:00modify550.011.097221.101621.07722
1652016.03.16 23:41close550.011.096221.101621.077220.99111.88
1662016.03.17 00:10sell560.011.097300.000000.00000
1672016.03.17 00:10modify560.011.097301.101701.07730
1682016.03.17 03:00close560.011.097181.101701.077300.12112.00
1692016.03.30 22:29sell570.011.092810.000000.00000
1702016.03.30 22:29modify570.011.092811.097211.07281
1712016.03.31 03:55close570.011.093281.097211.07281-0.47111.53
1722016.04.06 22:05buy580.011.089860.000000.00000
1732016.04.06 22:05modify580.011.089861.085461.10986
1742016.04.07 03:08close580.011.089871.085461.109860.01111.54
1752016.04.20 22:09sell590.011.098670.000000.00000
1762016.04.20 22:09modify590.011.098671.103071.07867
1772016.04.21 03:00close590.011.098021.103071.078670.64112.18
1782016.05.18 23:42sell600.011.108490.000000.00000
1792016.05.18 23:42modify600.011.108491.112891.08849
1802016.05.19 05:40close600.011.108471.112891.088490.02112.20
1812016.06.02 00:00buy610.011.104980.000000.00000
1822016.06.02 00:00modify610.011.104981.100581.12498
1832016.06.02 03:00close610.011.105801.100581.124980.81113.01
1842016.06.15 22:04buy620.011.082780.000000.00000
1852016.06.15 22:04modify620.011.082781.078381.10278
1862016.06.16 03:19close620.011.082791.078381.102780.01113.02
1872016.06.23 00:00buy630.011.082520.000000.00000
1882016.06.23 00:00modify630.011.082521.078121.10252
1892016.06.23 00:27sell640.011.084720.000000.00000
1902016.06.23 00:27modify640.011.084721.089121.06472
1912016.06.23 00:27close630.011.084831.078121.102522.28115.30
1922016.06.23 10:00close640.011.086631.089121.06472-1.89113.41
1932016.06.29 23:17sell650.011.089250.000000.00000
1942016.06.29 23:17modify650.011.089251.093651.06925
1952016.06.30 02:45close650.011.089311.093651.06925-0.06113.35
1962016.07.13 23:45sell660.011.092740.000000.00000
1972016.07.13 23:45modify660.011.092741.097141.07274
1982016.07.14 02:18close660.011.092201.097141.072740.53113.88
1992016.07.20 22:45sell670.011.087150.000000.00000
2002016.07.20 22:45modify670.011.087151.091551.06715
2012016.07.21 03:00close670.011.087051.091551.067150.10113.98
2022016.07.27 22:00buy680.011.091260.000000.00000
2032016.07.27 22:00modify680.011.091261.086861.11126
2042016.07.28 03:37close680.011.091011.086861.11126-0.25113.73
2052016.08.10 23:08buy690.011.089780.000000.00000
2062016.08.10 23:08modify690.011.089781.085381.10978
2072016.08.11 03:35close690.011.089791.085381.109780.01113.74
2082016.08.31 22:00sell700.011.097080.000000.00000
2092016.08.31 22:00modify700.011.097081.101481.07708
2102016.08.31 23:59close at stop700.011.097851.101481.07708-0.76112.98