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

СимволGBPUSD (Great Britain Pound vs US 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="GBPUSD M15 Generic A-TLP v.11.94"; MagicNumber=999999; 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=34; 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=5; Entry_Break=6; Min_Volatility=4; 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=35; DailyMA=0; DeltaMA=0.5; time_break=60; loss=68; 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=1; Exit_Profit_Pips=-100; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; 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 истории70737Смоделировано тиков73578697Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль-0.73Общая прибыль19.21Общий убыток-19.94
Прибыльность0.96Матожидание выигрыша-0.02
Абсолютная просадка6.28Максимальная просадка7.65 (7.54%)Относительная просадка7.54% (7.65)
Всего сделок41Короткие позиции (% выигравших)16 (56.25%)Длинные позиции (% выигравших)25 (72.00%)
Прибыльные сделки (% от всех)27 (65.85%)Убыточные сделки (% от всех)14 (34.15%)
Самая большаяприбыльная сделка1.18убыточная сделка-3.40
Средняяприбыльная сделка0.71убыточная сделка-1.42
Максимальное количествонепрерывных выигрышей (прибыль)7 (4.81)непрерывных проигрышей (убыток)3 (-5.25)
Макс.непрерывная прибыль (число выигрышей)4.81 (7)непрерывный убыток (число проигрышей)-5.25 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.16 00:22buy10.011.636200.000000.00000
22014.01.16 00:22modify10.011.636201.632801.65620
32014.01.16 03:06close10.011.636221.632801.656200.02100.02
42014.02.13 00:34sell20.011.660640.000000.00000
52014.02.13 00:34modify20.011.660641.664041.64064
62014.02.13 06:29close20.011.661831.664041.64064-1.1998.83
72014.03.20 00:51buy30.011.652970.000000.00000
82014.03.20 00:51modify30.011.652971.649571.67297
92014.03.20 02:17close30.011.654011.649571.672971.0499.87
102014.06.18 22:27sell40.011.698310.000000.00000
112014.06.18 22:27modify40.011.698311.701711.67831
122014.06.19 04:41close40.011.699571.701711.67831-1.2798.60
132014.09.17 22:21buy50.011.627970.000000.00000
142014.09.17 22:21modify50.011.627971.624571.64797
152014.09.18 02:51close50.011.626621.624571.64797-1.4397.17
162014.09.25 00:11buy60.011.633340.000000.00000
172014.09.25 00:11modify60.011.633341.629941.65334
182014.09.25 03:22close60.011.633091.629941.65334-0.2596.92
192014.10.23 00:50buy70.011.604090.000000.00000
202014.10.23 00:50modify70.011.604091.600691.62409
212014.10.23 01:55close70.011.604841.600691.624090.7597.67
222014.11.06 00:58buy80.011.596080.000000.00000
232014.11.06 00:58modify80.011.596081.592681.61608
242014.11.06 02:01close80.011.596401.592681.616080.3297.99
252014.11.13 00:42buy90.011.576530.000000.00000
262014.11.13 00:42modify90.011.576531.573131.59653
272014.11.13 02:01close90.011.577171.573131.596530.6498.63
282015.02.04 22:46buy100.011.521030.000000.00000
292015.02.04 22:46modify100.011.521031.517631.54103
302015.02.04 23:34s/l100.011.517631.517631.54103-3.4095.23
312015.02.04 23:34buy110.011.517910.000000.00000
322015.02.04 23:34modify110.011.517911.514511.53791
332015.02.05 01:04close110.011.518781.514511.537910.7996.01
342015.02.11 22:55buy120.011.523630.000000.00000
352015.02.11 22:55modify120.011.523631.520231.54363
362015.02.12 00:26close120.011.524441.520231.543630.7396.74
372015.03.26 00:33sell130.011.488930.000000.00000
382015.03.26 00:33modify130.011.488931.492331.46893
392015.03.26 01:24close130.011.488191.492331.468930.7497.48
402015.04.01 23:03buy140.011.482100.000000.00000
412015.04.01 23:03modify140.011.482101.478701.50210
422015.04.02 01:02close140.011.482871.478701.502100.6998.16
432015.04.08 22:24buy150.011.486890.000000.00000
442015.04.08 22:24modify150.011.486891.483491.50689
452015.04.09 00:41close150.011.486991.483491.506890.0298.18
462015.04.15 23:08buy160.011.483430.000000.00000
472015.04.15 23:08modify160.011.483431.480031.50343
482015.04.15 23:47close160.011.484441.480031.503431.0199.19
492015.05.13 22:23buy170.011.573420.000000.00000
502015.05.13 22:23modify170.011.573421.570021.59342
512015.05.13 23:58close170.011.574271.570021.593420.85100.04
522015.05.27 22:42sell180.011.534590.000000.00000
532015.05.27 22:42modify180.011.534591.537991.51459
542015.05.28 00:34close180.011.535191.537991.51459-0.6199.43
552015.06.04 00:04buy190.011.532480.000000.00000
562015.06.04 00:04modify190.011.532481.529081.55248
572015.06.04 03:00close190.011.532621.529081.552480.1499.57
582015.06.11 00:18buy200.011.551940.000000.00000
592015.06.11 00:18modify200.011.551941.548541.57194
602015.06.11 04:32close200.011.550341.548541.57194-1.6097.97
612015.07.01 22:08sell210.011.560900.000000.00000
622015.07.01 22:08modify210.011.560901.564301.54090
632015.07.02 01:03close210.011.561621.564301.54090-0.7397.24
642015.07.15 22:58sell220.011.563880.000000.00000
652015.07.15 22:58modify220.011.563881.567281.54388
662015.07.16 00:25close220.011.563601.567281.543880.2797.51
672015.07.29 22:08buy230.011.560250.000000.00000
682015.07.29 22:08modify230.011.560251.556851.58025
692015.07.30 02:34close230.011.560881.556851.580250.5598.06
702015.08.20 00:54sell240.011.569110.000000.00000
712015.08.20 00:54modify240.011.569111.572511.54911
722015.08.20 00:54close240.011.567991.572511.549111.1299.18
732015.11.26 00:01buy250.011.511530.000000.00000
742015.11.26 00:01modify250.011.511531.508131.53153
752015.11.26 00:26close250.011.512551.508131.531531.02100.20
762015.12.02 22:24sell260.011.495340.000000.00000
772015.12.02 22:24modify260.011.495341.498741.47534
782015.12.02 23:21close260.011.494331.498741.475341.01101.21
792015.12.17 00:57buy270.011.498900.000000.00000
802015.12.17 00:58modify270.011.498901.495501.51890
812015.12.17 02:08close270.011.498491.495501.51890-0.41100.80
822016.01.13 22:41buy280.011.443610.000000.00000
832016.01.13 22:41modify280.011.443611.440211.46361
842016.01.13 23:49s/l280.011.440211.440211.46361-3.4097.40
852016.01.20 22:26sell290.011.417030.000000.00000
862016.01.20 22:26modify290.011.417031.420431.39703
872016.01.21 00:59close290.011.418461.420431.39703-1.4495.96
882016.01.21 00:59buy300.011.417790.000000.00000
892016.01.21 00:59modify300.011.417791.414391.43779
902016.01.21 01:00close300.011.418791.414391.437791.0096.96
912016.02.11 00:49sell310.011.453990.000000.00000
922016.02.11 00:49modify310.011.453991.457391.43399
932016.02.11 01:16close310.011.452911.457391.433991.0898.04
942016.02.24 22:11sell320.011.392570.000000.00000
952016.02.24 22:11modify320.011.392571.395971.37257
962016.02.25 01:12close320.011.392541.395971.372570.0298.06
972016.03.17 00:03buy330.011.424860.000000.00000
982016.03.17 00:03modify330.011.424861.421461.44486
992016.03.17 00:25close330.011.426041.421461.444861.1899.24
1002016.04.27 23:58sell340.011.454380.000000.00000
1012016.04.27 23:58modify340.011.454381.457781.43438
1022016.04.28 00:58close340.011.453541.457781.434380.83100.07
1032016.05.25 23:47buy350.011.470410.000000.00000
1042016.05.25 23:47modify350.011.470411.467011.49041
1052016.05.26 03:05close350.011.470071.467011.49041-0.4299.65
1062016.06.16 00:55buy360.011.419470.000000.00000
1072016.06.16 00:55modify360.011.419471.416071.43947
1082016.06.16 02:04close360.011.419811.416071.439470.3499.99
1092016.06.23 00:03sell370.011.473470.000000.00000
1102016.06.23 00:04modify370.011.473471.476871.45347
1112016.06.23 00:19s/l370.011.476871.476871.45347-3.4096.59
1122016.07.06 22:17sell380.011.293420.000000.00000
1132016.07.06 22:17modify380.011.293421.296821.27342
1142016.07.06 23:26close380.011.292471.296821.273420.9597.54
1152016.07.21 00:02sell390.011.322260.000000.00000
1162016.07.21 00:02modify390.011.322261.325661.30226
1172016.07.21 01:20close390.011.322651.325661.30226-0.3997.15
1182016.07.28 00:36buy400.011.320610.000000.00000
1192016.07.28 00:36modify400.011.320611.317211.34061
1202016.07.28 01:59close400.011.321711.317211.340611.1098.25
1212016.08.10 23:27sell410.011.302340.000000.00000
1222016.08.10 23:27modify410.011.302341.305741.28234
1232016.08.10 23:52close410.011.301321.305741.282341.0299.27