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

СимволGBPCAD (Great Britan Pound 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="GBPCAD M15 Generic A-TLP v.11.94"; MagicNumber=777777; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=6; Max_Spread_mode2=6; Max_Spread_mode2_profit=0; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=100; Take_Profit=110; 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=11; Entry_Break=8; Min_Volatility=13; 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=95; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=120; Time_Profit_Pips=15; Exit_Distance=1; Exit_Profit_Pips=-65; ExitChannelTP=false; ma_period=2; Reverse_Profit=15; 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 истории70736Смоделировано тиков81158886Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль29.75Общая прибыль52.20Общий убыток-22.45
Прибыльность2.32Матожидание выигрыша0.49
Абсолютная просадка2.97Максимальная просадка10.98 (8.26%)Относительная просадка8.26% (10.98)
Всего сделок61Короткие позиции (% выигравших)25 (76.00%)Длинные позиции (% выигравших)36 (80.56%)
Прибыльные сделки (% от всех)48 (78.69%)Убыточные сделки (% от всех)13 (21.31%)
Самая большаяприбыльная сделка3.01убыточная сделка-3.12
Средняяприбыльная сделка1.09убыточная сделка-1.73
Максимальное количествонепрерывных выигрышей (прибыль)21 (23.07)непрерывных проигрышей (убыток)2 (-5.64)
Макс.непрерывная прибыль (число выигрышей)23.07 (21)непрерывный убыток (число проигрышей)-5.64 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.02.13 00:09sell10.011.826610.000000.00000
22014.02.13 00:09modify10.011.826611.836611.81561
32014.02.13 00:30close10.011.825061.836611.815611.16101.16
42014.02.13 00:39sell20.011.826820.000000.00000
52014.02.13 00:39modify20.011.826821.836821.81582
62014.02.13 06:13close20.011.829071.836821.81582-1.6999.47
72014.03.13 00:09sell30.011.848680.000000.00000
82014.03.13 00:09modify30.011.848681.858681.83768
92014.03.13 03:00close30.011.848191.858681.837680.3699.83
102014.04.09 22:19sell40.011.825420.000000.00000
112014.04.09 22:19modify40.011.825421.835421.81442
122014.04.10 04:20close40.011.827741.835421.81442-1.7498.09
132014.05.14 23:44sell50.011.825830.000000.00000
142014.05.14 23:44modify50.011.825831.835831.81483
152014.05.15 03:03close50.011.825801.835831.814830.0298.10
162014.06.19 00:03buy60.011.840440.000000.00000
172014.06.19 00:03modify60.011.840441.830441.85144
182014.06.19 02:48close60.011.841921.830441.851441.1199.21
192014.09.17 22:42sell70.011.790390.000000.00000
202014.09.17 22:42modify70.011.790391.800391.77939
212014.09.18 03:01close70.011.790531.800391.77939-0.1199.10
222014.10.15 22:05buy80.011.796440.000000.00000
232014.10.15 22:05modify80.011.796441.786441.80744
242014.10.15 22:22close80.011.798001.786441.807441.17100.27
252014.10.15 23:39sell90.011.801510.000000.00000
262014.10.15 23:39modify90.011.801511.811511.79051
272014.10.16 03:00close90.011.801451.811511.790510.04100.30
282014.11.12 22:59sell100.011.786790.000000.00000
292014.11.12 22:59modify100.011.786791.796791.77579
302014.11.12 23:43close100.011.785281.796791.775791.14101.44
312014.11.26 23:43sell110.011.776160.000000.00000
322014.11.26 23:43modify110.011.776161.786161.76516
332014.11.27 04:02close110.011.776421.786161.76516-0.19101.25
342014.12.25 00:04buy120.011.805790.000000.00000
352014.12.25 00:08modify120.011.805791.795791.81679
362014.12.25 00:33close120.011.807531.795791.816791.31102.56
372014.12.31 22:20buy130.011.807230.000000.00000
382014.12.31 22:20modify130.011.807231.797231.81823
392014.12.31 22:22close130.011.808731.797231.818231.13103.69
402015.01.07 22:29buy140.011.786680.000000.00000
412015.01.07 22:29modify140.011.786681.776681.79768
422015.01.08 03:16close140.011.785761.776681.79768-0.77102.92
432015.01.21 22:17buy150.011.866110.000000.00000
442015.01.21 22:17modify150.011.866111.856111.87711
452015.01.21 23:24close150.011.867611.856111.877111.13104.05
462015.02.04 23:35buy160.011.908380.000000.00000
472015.02.04 23:35modify160.011.908381.898381.91938
482015.02.05 02:37close160.011.909501.898381.919380.78104.84
492015.02.11 23:41buy170.011.923320.000000.00000
502015.02.11 23:41modify170.011.923321.913321.93432
512015.02.12 02:31close170.011.924291.913321.934320.66105.50
522015.02.19 00:00sell180.011.922630.000000.00000
532015.02.19 00:00modify180.011.922631.932631.91163
542015.02.19 03:03close180.011.922591.932631.911630.03105.53
552015.02.25 23:58sell190.011.931790.000000.00000
562015.02.25 23:58modify190.011.931791.941791.92079
572015.02.26 02:03close190.011.930281.941791.920791.14106.67
582015.03.04 23:57sell200.011.896290.000000.00000
592015.03.04 23:57modify200.011.896291.906291.88529
602015.03.05 02:54close200.011.896181.906291.885290.09106.75
612015.03.18 22:00sell210.011.883720.000000.00000
622015.03.18 22:00modify210.011.883721.893721.87272
632015.03.18 22:14close210.011.879721.893721.872723.01109.76
642015.03.18 23:04sell220.011.884450.000000.00000
652015.03.18 23:04modify220.011.884451.894451.87345
662015.03.18 23:05close220.011.881801.894451.873451.99111.75
672015.03.18 23:05sell230.011.884010.000000.00000
682015.03.18 23:05modify230.011.884011.894011.87301
692015.03.18 23:05close230.011.881851.894011.873011.63113.38
702015.03.18 23:05sell240.011.883590.000000.00000
712015.03.18 23:05modify240.011.883591.893591.87259
722015.03.18 23:05close240.011.882061.893591.872591.15114.53
732015.03.18 23:05sell250.011.883430.000000.00000
742015.03.18 23:05modify250.011.883431.893431.87243
752015.03.18 23:05close250.011.881831.893431.872431.20115.73
762015.03.18 23:06sell260.011.883480.000000.00000
772015.03.18 23:06modify260.011.883481.893481.87248
782015.03.18 23:06close260.011.881961.893481.872481.14116.87
792015.03.18 23:07sell270.011.884120.000000.00000
802015.03.18 23:07modify270.011.884121.894121.87312
812015.03.18 23:27close270.011.882561.894121.873121.17118.04
822015.04.02 00:00buy280.011.869530.000000.00000
832015.04.02 00:00modify280.011.869531.859531.88053
842015.04.02 00:28close280.011.871081.859531.880531.17119.21
852015.05.06 23:39buy290.011.834630.000000.00000
862015.05.06 23:39modify290.011.834631.824631.84563
872015.05.07 03:00close290.011.835051.824631.845630.24119.46
882015.05.27 22:27buy300.011.911260.000000.00000
892015.05.27 22:27modify300.011.911261.901261.92226
902015.05.27 23:14close300.011.912801.901261.922261.16120.62
912015.06.11 00:00buy310.011.902150.000000.00000
922015.06.11 00:00modify310.011.902151.892151.91315
932015.06.11 00:53close310.011.903661.892151.913151.13121.75
942015.07.15 23:50buy320.012.018240.000000.00000
952015.07.15 23:50modify320.012.018242.008242.02924
962015.07.16 01:46close320.012.019892.008242.029241.17122.92
972015.08.06 00:16buy330.012.055180.000000.00000
982015.08.06 00:16modify330.012.055182.045182.06618
992015.08.06 02:38close330.012.056282.045182.066180.83123.75
1002015.08.27 00:00buy340.012.055690.000000.00000
1012015.08.27 00:00modify340.012.055692.045692.06669
1022015.08.27 01:33close340.012.057242.045692.066691.16124.91
1032015.09.02 23:52buy350.012.029300.000000.00000
1042015.09.02 23:52modify350.012.029302.019302.04030
1052015.09.03 01:28close350.012.030832.019302.040301.08126.00
1062015.09.09 22:41sell360.012.036730.000000.00000
1072015.09.09 22:41modify360.012.036732.046732.02573
1082015.09.10 04:21close360.012.038782.046732.02573-1.54124.45
1092015.09.23 23:57buy370.012.031190.000000.00000
1102015.09.23 23:57modify370.012.031192.021192.04219
1112015.09.24 02:51close370.012.032252.021192.042190.73125.19
1122015.10.01 00:00buy380.012.013240.000000.00000
1132015.10.01 00:00modify380.012.013242.003242.02424
1142015.10.01 00:25close380.012.016082.003242.024242.13127.32
1152015.10.14 22:09buy390.012.001390.000000.00000
1162015.10.14 22:09modify390.012.001391.991392.01239
1172015.10.15 07:35close390.011.998591.991392.01239-2.18125.14
1182015.11.04 23:22buy400.012.022980.000000.00000
1192015.11.04 23:22modify400.012.022982.012982.03398
1202015.11.05 01:55close400.012.024482.012982.033981.06126.21
1212015.11.18 23:04buy410.012.028540.000000.00000
1222015.11.18 23:04modify410.012.028542.018542.03954
1232015.11.19 03:38close410.012.027312.018542.03954-1.00125.21
1242015.11.26 00:02buy420.012.009140.000000.00000
1252015.11.26 00:02modify420.012.009141.999142.02014
1262015.11.26 00:55close420.012.010721.999142.020141.19126.40
1272015.12.09 22:06buy430.012.060130.000000.00000
1282015.12.09 22:06modify430.012.060132.050132.07113
1292015.12.10 07:55close430.012.057642.050132.07113-1.94124.47
1302015.12.16 22:36buy440.012.068010.000000.00000
1312015.12.16 22:36modify440.012.068012.058012.07901
1322015.12.17 08:54close440.012.064242.058012.07901-2.90121.57
1332015.12.23 22:05sell450.012.062240.000000.00000
1342015.12.23 22:05modify450.012.062242.072242.05124
1352015.12.23 23:16close450.012.060662.072242.051241.19122.76
1362015.12.31 00:05buy460.012.054180.000000.00000
1372015.12.31 00:05modify460.012.054182.044182.06518
1382015.12.31 02:07close460.012.055692.044182.065181.13123.89
1392016.01.07 00:04buy470.012.057300.000000.00000
1402016.01.07 00:04modify470.012.057302.047302.06830
1412016.01.07 00:26close470.012.059432.047302.068301.60125.49
1422016.01.13 23:42buy480.012.068980.000000.00000
1432016.01.13 23:42modify480.012.068982.058982.07998
1442016.01.14 02:37close480.012.069782.058982.079980.53126.03
1452016.01.27 22:06sell490.012.015300.000000.00000
1462016.01.27 22:06modify490.012.015302.025302.00430
1472016.01.27 22:12close490.012.013782.025302.004301.14127.17
1482016.03.02 22:21buy500.011.889440.000000.00000
1492016.03.02 22:22modify500.011.889441.879441.90044
1502016.03.02 22:37close500.011.891071.879441.900441.23128.40
1512016.03.03 00:02buy510.011.888180.000000.00000
1522016.03.03 00:02modify510.011.888181.878181.89918
1532016.03.03 00:25close510.011.889781.878181.899181.21129.61
1542016.03.17 00:00buy520.011.867320.000000.00000
1552016.03.17 00:00modify520.011.867321.857321.87832
1562016.03.17 00:25close520.011.869141.857321.878321.37130.98
1572016.03.24 00:04buy530.011.862010.000000.00000
1582016.03.24 00:04modify530.011.862011.852011.87301
1592016.03.24 00:25close530.011.863801.852011.873011.34132.32
1602016.04.27 22:01buy540.011.834070.000000.00000
1612016.04.27 22:01modify540.011.834071.824071.84507
1622016.04.28 04:18close540.011.830481.824071.84507-2.77129.55
1632016.05.05 00:05buy550.011.863110.000000.00000
1642016.05.05 00:05modify550.011.863111.853111.87411
1652016.05.05 00:27close550.011.865391.853111.874111.71131.26
1662016.06.23 00:02sell560.011.891180.000000.00000
1672016.06.23 00:02modify560.011.891181.901181.88018
1682016.06.23 05:42close560.011.894531.901181.88018-2.52128.74
1692016.06.29 23:48buy570.011.740760.000000.00000
1702016.06.29 23:48modify570.011.740761.730761.75176
1712016.06.30 08:09close570.011.736711.730761.75176-3.12125.63
1722016.07.21 00:07sell580.011.729300.000000.00000
1732016.07.21 00:07modify580.011.729301.739301.71830
1742016.07.21 03:34close580.011.729261.739301.718300.03125.66
1752016.07.28 00:05sell590.011.744430.000000.00000
1762016.07.28 00:05modify590.011.744431.754431.73343
1772016.07.28 00:29close590.011.742391.754431.733431.53127.19
1782016.08.11 00:05buy600.011.696110.000000.00000
1792016.08.11 00:05modify600.011.696111.686111.70711
1802016.08.11 00:25close600.011.698271.686111.707111.62128.81
1812016.08.31 23:41buy610.011.720320.000000.00000
1822016.08.31 23:41modify610.011.720321.710321.73132
1832016.08.31 23:59close at stop610.011.721571.710321.731320.94129.75