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

СимволUSDCAD (US Dollar 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="USDCAD M15 Generic A-TLP v.11.94"; MagicNumber=101010; 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=42; 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=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=12; Entry_Break=2; Min_Volatility=17; 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=41; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=40; Time_Profit_Pips=10; Exit_Distance=-13; 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="23:00"; monday_pause_start="0"; monday_pause_stop="0"; 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="00:00"; 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 истории70737Смоделировано тиков64926893Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль-5.64Общая прибыль15.43Общий убыток-21.07
Прибыльность0.73Матожидание выигрыша-0.11
Абсолютная просадка10.58Максимальная просадка11.19 (11.12%)Относительная просадка11.12% (11.19)
Всего сделок52Короткие позиции (% выигравших)21 (76.19%)Длинные позиции (% выигравших)31 (48.39%)
Прибыльные сделки (% от всех)31 (59.62%)Убыточные сделки (% от всех)21 (40.38%)
Самая большаяприбыльная сделка1.15убыточная сделка-3.77
Средняяприбыльная сделка0.50убыточная сделка-1.00
Максимальное количествонепрерывных выигрышей (прибыль)4 (3.08)непрерывных проигрышей (убыток)4 (-4.70)
Макс.непрерывная прибыль (число выигрышей)3.08 (4)непрерывный убыток (число проигрышей)-4.70 (4)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.08 23:45sell10.011.082710.000000.00000
22014.01.08 23:45modify10.011.082711.086911.07071
32014.01.09 02:00close10.011.082671.086911.070710.01100.01
42014.01.23 01:19sell20.011.109870.000000.00000
52014.01.23 01:19modify20.011.109871.114071.09787
62014.01.23 01:30close20.011.109511.114071.097870.32100.33
72014.01.23 01:42sell30.011.109840.000000.00000
82014.01.23 01:42modify30.011.109841.114041.09784
92014.01.23 03:57s/l30.011.114041.114041.09784-3.7796.56
102014.01.29 23:00sell40.011.117900.000000.00000
112014.01.29 23:00modify40.011.117901.122101.10590
122014.01.29 23:41close40.011.116891.122101.105900.9097.46
132014.01.30 01:58sell50.011.118280.000000.00000
142014.01.30 01:58modify50.011.118281.122481.10628
152014.01.30 02:43close50.011.117591.122481.106280.6298.08
162014.03.26 23:00buy60.011.108530.000000.00000
172014.03.26 23:00modify60.011.108531.104331.12053
182014.03.26 23:40close60.011.109811.104331.120531.1599.23
192014.04.30 23:22sell70.011.096290.000000.00000
202014.04.30 23:22modify70.011.096291.100491.08429
212014.05.01 01:00close70.011.096241.100491.084290.0299.24
222014.06.18 23:08buy80.011.084580.000000.00000
232014.06.18 23:08modify80.011.084581.080381.09658
242014.06.19 01:15close80.011.083791.080381.09658-0.7898.47
252014.10.01 23:51buy90.011.116320.000000.00000
262014.10.01 23:51modify90.011.116321.112121.12832
272014.10.02 01:00close90.011.116301.112121.12832-0.0798.40
282014.10.15 23:21buy100.011.124900.000000.00000
292014.10.15 23:21modify100.011.124901.120701.13690
302014.10.16 00:34close100.011.125911.120701.136900.8599.26
312014.11.27 00:05sell110.011.124880.000000.00000
322014.11.27 00:05modify110.011.124881.129081.11288
332014.11.27 02:19close110.011.125471.129081.11288-0.5298.74
342015.01.22 01:57sell120.011.234380.000000.00000
352015.01.22 01:57modify120.011.234381.238581.22238
362015.01.22 03:24close120.011.234361.238581.222380.0298.76
372015.01.29 01:37buy130.011.251770.000000.00000
382015.01.29 01:37modify130.011.251771.247571.26377
392015.01.29 01:57close130.011.252231.247571.263770.3799.13
402015.02.11 23:39buy140.011.262880.000000.00000
412015.02.11 23:39modify140.011.262881.258681.27488
422015.02.12 02:30close140.011.261631.258681.27488-1.0498.09
432015.02.18 23:52sell150.011.244510.000000.00000
442015.02.18 23:52modify150.011.244511.248711.23251
452015.02.19 02:30close150.011.245731.248711.23251-1.0197.08
462015.02.25 23:51sell160.011.244040.000000.00000
472015.02.25 23:51modify160.011.244041.248241.23204
482015.02.25 23:53close160.011.243641.248241.232040.3297.40
492015.02.25 23:56sell170.011.244110.000000.00000
502015.02.25 23:56modify170.011.244111.248311.23211
512015.02.26 00:25close170.011.243731.248311.232110.2897.67
522015.03.11 23:24buy180.011.274560.000000.00000
532015.03.11 23:24modify180.011.274561.270361.28656
542015.03.12 02:19close180.011.274231.270361.28656-0.3197.37
552015.03.26 01:46sell190.011.252680.000000.00000
562015.03.26 01:46modify190.011.252681.256881.24068
572015.03.26 03:01close190.011.252671.256881.240680.0197.38
582015.04.30 00:06buy200.011.200710.000000.00000
592015.04.30 00:06modify200.011.200711.196511.21271
602015.04.30 00:25close200.011.201371.196511.212710.5597.93
612015.07.15 23:01buy210.011.291910.000000.00000
622015.07.15 23:01modify210.011.291911.287711.30391
632015.07.16 01:30close210.011.291521.287711.30391-0.3597.58
642015.08.26 23:41buy220.011.331950.000000.00000
652015.08.26 23:41modify220.011.331951.327751.34395
662015.08.27 02:30close220.011.330041.327751.34395-1.4996.10
672015.09.10 00:32sell230.011.326260.000000.00000
682015.09.10 00:32modify230.011.326261.330461.31426
692015.09.10 04:00close230.011.328281.330461.31426-1.5294.58
702015.09.30 23:31buy240.011.333890.000000.00000
712015.09.30 23:31modify240.011.333891.329691.34589
722015.10.01 02:30close240.011.332161.329691.34589-1.3593.23
732015.11.12 01:42buy250.011.325150.000000.00000
742015.11.12 01:42modify250.011.325151.320951.33715
752015.11.12 02:00close250.011.325601.320951.337150.3493.57
762015.11.18 23:03buy260.011.331670.000000.00000
772015.11.18 23:03modify260.011.331671.327471.34367
782015.11.19 03:26s/l260.011.327471.327471.34367-3.2190.37
792015.12.02 23:58buy270.011.334210.000000.00000
802015.12.02 23:58modify270.011.334211.330011.34621
812015.12.03 00:45close270.011.334941.330011.346210.5090.87
822015.12.17 01:21sell280.011.380480.000000.00000
832015.12.17 01:21modify280.011.380481.384681.36848
842015.12.17 02:04close280.011.379471.384681.368480.7391.60
852015.12.24 00:00buy290.011.384590.000000.00000
862015.12.24 00:00modify290.011.384591.380391.39659
872015.12.24 00:56close290.011.385611.380391.396590.7492.34
882015.12.30 23:56buy300.011.387820.000000.00000
892015.12.30 23:56modify300.011.387821.383621.39982
902015.12.31 02:15close300.011.387451.383621.39982-0.3292.03
912016.01.06 23:01buy310.011.407880.000000.00000
922016.01.06 23:01modify310.011.407881.403681.41988
932016.01.07 02:15close310.011.407101.403681.41988-0.6091.43
942016.01.21 01:32buy320.011.447860.000000.00000
952016.01.21 01:32modify320.011.447861.443661.45986
962016.01.21 04:22close320.011.447081.443661.45986-0.5490.89
972016.01.28 01:34buy330.011.408070.000000.00000
982016.01.28 01:34modify330.011.408071.403871.42007
992016.01.28 01:58close330.011.409681.403871.420071.1492.03
1002016.02.18 00:04buy340.011.367210.000000.00000
1012016.02.18 00:04modify340.011.367211.363011.37921
1022016.02.18 00:55close340.011.368421.363011.379210.8892.91
1032016.03.02 23:56buy350.011.341940.000000.00000
1042016.03.02 23:56modify350.011.341941.337741.35394
1052016.03.03 00:27close350.011.342831.337741.353940.6193.53
1062016.04.13 23:19sell360.011.282190.000000.00000
1072016.04.13 23:19modify360.011.282191.286391.27019
1082016.04.13 23:55close360.011.281611.286391.270190.4593.98
1092016.04.27 23:28buy370.011.261110.000000.00000
1102016.04.27 23:28modify370.011.261111.256911.27311
1112016.04.28 02:30close370.011.259001.256911.27311-1.7392.25
1122016.05.11 23:03sell380.011.285140.000000.00000
1132016.05.11 23:03modify380.011.285141.289341.27314
1142016.05.11 23:39close380.011.284571.289341.273140.4492.69
1152016.05.26 01:39sell390.011.303400.000000.00000
1162016.05.26 01:39modify390.011.303401.307601.29140
1172016.05.26 03:05close390.011.303391.307601.291400.0192.70
1182016.06.08 23:05buy400.011.269490.000000.00000
1192016.06.08 23:05modify400.011.269491.265291.28149
1202016.06.09 00:54close400.011.269241.265291.28149-0.2592.46
1212016.06.09 00:54buy410.011.268580.000000.00000
1222016.06.09 00:54modify410.011.268581.264381.28058
1232016.06.09 01:00close410.011.269121.264381.280580.4392.89
1242016.06.16 01:48buy420.011.290430.000000.00000
1252016.06.16 01:48modify420.011.290431.286231.30243
1262016.06.16 02:00close420.011.290751.286231.302430.2593.14
1272016.06.22 23:28sell430.011.284610.000000.00000
1282016.06.22 23:28modify430.011.284611.288811.27261
1292016.06.22 23:45close430.011.283971.288811.272610.5093.64
1302016.06.23 00:19buy440.011.282370.000000.00000
1312016.06.23 00:19modify440.011.282371.278171.29437
1322016.06.23 03:00close440.011.281631.278171.29437-0.5893.06
1332016.06.29 23:22buy450.011.295740.000000.00000
1342016.06.29 23:22modify450.011.295741.291541.30774
1352016.06.30 02:15close450.011.294331.291541.30774-1.1491.92
1362016.07.06 23:50buy460.011.295200.000000.00000
1372016.07.06 23:50modify460.011.295201.291001.30720
1382016.07.06 23:58close460.011.296021.291001.307200.6392.55
1392016.07.13 23:00sell470.011.298510.000000.00000
1402016.07.13 23:00modify470.011.298511.302711.28651
1412016.07.13 23:47close470.011.297511.302711.286510.7793.32
1422016.07.20 23:04sell480.011.306150.000000.00000
1432016.07.20 23:04modify480.011.306151.310351.29415
1442016.07.20 23:33close480.011.305911.310351.294150.1893.50
1452016.07.21 00:23sell490.011.306710.000000.00000
1462016.07.21 00:23modify490.011.306711.310911.29471
1472016.07.21 02:21close490.011.307001.310911.29471-0.2293.28
1482016.08.04 00:06buy500.011.306470.000000.00000
1492016.08.04 00:06modify500.011.306471.302271.31847
1502016.08.04 00:45close500.011.307051.302271.318470.4493.72
1512016.08.11 00:02buy510.011.303930.000000.00000
1522016.08.11 00:02modify510.011.303931.299731.31593
1532016.08.11 00:27close510.011.305201.299731.315930.9794.69
1542016.08.31 23:37buy520.011.310810.000000.00000
1552016.08.31 23:37modify520.011.310811.306611.32281
1562016.08.31 23:59close at stop520.011.310381.306611.32281-0.3394.36