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

СимволEURGBP (Euro vs Great Britain Pound )
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="EURGBP M15 Generic A-TLP v.11.94"; MagicNumber=555555; 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=35; 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=8; Entry_Break=4; Min_Volatility=3; 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=5; DailyMA=0; DeltaMA=0.5; time_break=240; loss=34; 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="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="22:00"; friday_close="23:45"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории70738Смоделировано тиков64473161Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль19.67Общая прибыль38.87Общий убыток-19.20
Прибыльность2.02Матожидание выигрыша0.31
Абсолютная просадка4.12Максимальная просадка10.12 (9.54%)Относительная просадка9.54% (10.12)
Всего сделок64Короткие позиции (% выигравших)33 (72.73%)Длинные позиции (% выигравших)31 (70.97%)
Прибыльные сделки (% от всех)46 (71.88%)Убыточные сделки (% от всех)18 (28.13%)
Самая большаяприбыльная сделка3.94убыточная сделка-4.46
Средняяприбыльная сделка0.85убыточная сделка-1.07
Максимальное количествонепрерывных выигрышей (прибыль)10 (11.66)непрерывных проигрышей (убыток)3 (-2.62)
Макс.непрерывная прибыль (число выигрышей)11.66 (10)непрерывный убыток (число проигрышей)-4.46 (1)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.03.14 23:37buy10.010.835710.000000.00000
22014.03.14 23:37modify10.010.835710.832210.85571
32014.03.17 00:33close10.010.836340.832210.855710.78100.78
42014.09.05 00:08sell20.010.792950.000000.00000
52014.09.05 00:08modify20.010.792950.796450.77295
62014.09.05 01:45close20.010.792750.796450.772950.25101.03
72014.09.12 00:05buy30.010.795130.000000.00000
82014.09.12 00:05modify30.010.795130.791630.81513
92014.09.12 03:00close30.010.795250.791630.815130.15101.18
102014.09.16 22:53sell40.010.797000.000000.00000
112014.09.16 22:53modify40.010.797000.800500.77700
122014.09.16 22:58close40.010.796300.800500.777000.89102.07
132014.09.19 00:12buy50.010.787870.000000.00000
142014.09.19 00:12modify50.010.787870.784370.80787
152014.09.19 02:32close50.010.786080.784370.80787-2.2899.79
162014.10.07 22:14sell60.010.787090.000000.00000
172014.10.07 22:14modify60.010.787090.790590.76709
182014.10.08 00:26close60.010.786990.790590.767090.1399.92
192014.11.10 23:29sell70.010.784390.000000.00000
202014.11.10 23:29modify70.010.784390.787890.76439
212014.11.11 01:00close70.010.784270.787890.764390.16100.08
222014.12.16 22:59sell80.010.795250.000000.00000
232014.12.16 22:59modify80.010.795250.798750.77525
242014.12.17 02:54close80.010.794560.798750.775250.88100.96
252015.01.06 22:10buy90.010.785320.000000.00000
262015.01.06 22:10modify90.010.785320.781820.80532
272015.01.07 02:02close90.010.784720.781820.80532-0.78100.18
282015.01.15 22:52sell100.010.765830.000000.00000
292015.01.15 22:52modify100.010.765830.769330.74583
302015.01.16 01:27close100.010.765790.769330.745830.05100.23
312015.01.16 22:06sell110.010.764050.000000.00000
322015.01.16 22:06modify110.010.764050.767550.74405
332015.01.16 23:29close110.010.763010.767550.744051.32101.55
342015.01.26 22:51buy120.010.746480.000000.00000
352015.01.26 22:51modify120.010.746480.742980.76648
362015.01.27 01:28close120.010.745350.742980.76648-1.46100.09
372015.02.03 23:52buy130.010.756760.000000.00000
382015.02.03 23:52modify130.010.756760.753260.77676
392015.02.04 03:16close130.010.756630.753260.77676-0.1999.90
402015.02.20 22:16buy140.010.739270.000000.00000
412015.02.20 22:16modify140.010.739270.735770.75927
422015.02.23 00:25close140.010.739840.735770.759270.71100.61
432015.02.26 22:24sell150.010.727440.000000.00000
442015.02.26 22:24modify150.010.727440.730940.70744
452015.02.26 23:24close150.010.726860.730940.707440.74101.35
462015.03.06 22:06sell160.010.721750.000000.00000
472015.03.06 22:06modify160.010.721750.725250.70175
482015.03.06 23:55close160.010.720880.725250.701751.11102.46
492015.03.11 00:04buy170.010.709490.000000.00000
502015.03.11 00:04modify170.010.709490.705990.72949
512015.03.11 02:06close170.010.709500.705990.729490.01102.47
522015.03.19 22:39sell180.010.723430.000000.00000
532015.03.19 22:39modify180.010.723430.726930.70343
542015.03.19 23:43close180.010.722680.726930.703430.95103.42
552015.03.31 22:58sell190.010.724740.000000.00000
562015.03.31 22:58modify190.010.724740.728240.70474
572015.04.01 01:21close190.010.724370.728240.704740.47103.89
582015.05.05 23:14buy200.010.737320.000000.00000
592015.05.05 23:14modify200.010.737320.733820.75732
602015.05.06 01:09close200.010.736930.733820.75732-0.52103.37
612015.06.02 22:23buy210.010.726940.000000.00000
622015.06.02 22:23modify210.010.726940.723440.74694
632015.06.03 00:26close210.010.726730.723440.74694-0.28103.08
642015.06.05 00:12buy220.010.731210.000000.00000
652015.06.05 00:12modify220.010.731210.727710.75121
662015.06.05 04:45close220.010.729780.727710.75121-1.82101.26
672015.06.18 22:36buy230.010.715900.000000.00000
682015.06.18 22:36modify230.010.715900.712400.73590
692015.06.19 01:09close230.010.717490.712400.735902.00103.26
702015.06.26 00:00buy240.010.711160.000000.00000
712015.06.26 00:00modify240.010.711160.707660.73116
722015.06.26 01:27close240.010.711610.707660.731160.57103.83
732015.07.03 23:11buy250.010.711630.000000.00000
742015.07.03 23:11modify250.010.711630.708130.73163
752015.07.03 23:49close250.010.712900.708130.731631.62105.45
762015.07.09 23:40sell260.010.717660.000000.00000
772015.07.09 23:40modify260.010.717660.721160.69766
782015.07.10 05:58s/l260.010.721160.721160.69766-4.46100.99
792015.08.13 23:13sell270.010.714640.000000.00000
802015.08.13 23:13modify270.010.714640.718140.69464
812015.08.14 02:48close270.010.714620.718140.694640.03101.02
822015.08.25 22:26sell280.010.729460.000000.00000
832015.08.25 22:26modify280.010.729460.732960.70946
842015.08.25 23:05s/l280.010.732960.732960.70946-4.4696.56
852015.09.08 22:22sell290.010.728170.000000.00000
862015.09.08 22:22modify290.010.728170.731670.70817
872015.09.09 02:57close290.010.727990.731670.708170.2396.80
882015.09.14 22:59sell300.010.733930.000000.00000
892015.09.14 22:59modify300.010.733930.737430.71393
902015.09.15 01:38close300.010.733730.737430.713930.2697.06
912015.10.16 00:02sell310.010.736500.000000.00000
922015.10.16 00:02modify310.010.736500.740000.71650
932015.10.16 01:34close310.010.735460.740000.716501.3298.38
942015.10.23 22:54sell320.010.719070.000000.00000
952015.10.23 22:54modify320.010.719070.722570.69907
962015.10.26 03:50close320.010.719660.722570.69907-0.7597.63
972015.12.03 22:54buy330.010.722410.000000.00000
982015.12.03 22:54modify330.010.722410.718910.74241
992015.12.04 02:05close330.010.722170.718910.74241-0.3397.30
1002015.12.31 23:44sell340.010.737890.000000.00000
1012015.12.31 23:44modify340.010.737890.741390.71789
1022015.12.31 23:49close340.010.736760.741390.717891.4498.74
1032016.01.22 23:21sell350.010.756850.000000.00000
1042016.01.22 23:21modify350.010.756850.760350.73685
1052016.01.25 03:04close350.010.756840.760350.736850.0198.75
1062016.01.26 23:39sell360.010.757010.000000.00000
1072016.01.26 23:39modify360.010.757010.760510.73701
1082016.01.27 02:05close360.010.757380.760510.73701-0.4798.28
1092016.02.10 00:02buy370.010.780030.000000.00000
1102016.02.10 00:02modify370.010.780030.776530.80003
1112016.02.10 01:16close370.010.780660.776530.800030.8099.08
1122016.02.15 23:11sell380.010.773000.000000.00000
1132016.02.15 23:11modify380.010.773000.776500.75300
1142016.02.16 02:32close380.010.773120.776500.75300-0.1598.93
1152016.02.19 00:04buy390.010.774070.000000.00000
1162016.02.19 00:04modify390.010.774070.770570.79407
1172016.02.19 00:39close390.010.774860.770570.794071.0199.94
1182016.02.19 23:00buy400.010.774650.000000.00000
1192016.02.19 23:00modify400.010.774650.771150.79465
1202016.02.22 00:25close400.010.777760.771150.794653.94103.88
1212016.03.01 22:27sell410.010.779380.000000.00000
1222016.03.01 22:27modify410.010.779380.782880.75938
1232016.03.02 00:26close410.010.778980.782880.759380.51104.39
1242016.03.10 22:29buy420.010.782940.000000.00000
1252016.03.10 22:29modify420.010.782940.779440.80294
1262016.03.11 02:00close420.010.782570.779440.80294-0.49103.90
1272016.03.18 22:59sell430.010.779040.000000.00000
1282016.03.18 22:59modify430.010.779040.782540.75904
1292016.03.18 23:58close430.010.778370.782540.759040.85104.75
1302016.03.24 22:57sell440.010.789830.000000.00000
1312016.03.24 22:57modify440.010.789830.793330.76983
1322016.03.25 02:43close440.010.790070.793330.76983-0.30104.45
1332016.03.29 00:00buy450.010.785060.000000.00000
1342016.03.29 00:00modify450.010.785060.781560.80506
1352016.03.29 02:01close450.010.785410.781560.805060.45104.90
1362016.04.01 22:47buy460.010.800950.000000.00000
1372016.04.01 22:47modify460.010.800950.797450.82095
1382016.04.04 00:25close460.010.801430.797450.820950.59105.49
1392016.04.26 22:09sell470.010.775090.000000.00000
1402016.04.26 22:09modify470.010.775090.778590.75509
1412016.04.27 01:51close470.010.775230.778590.75509-0.18105.31
1422016.04.28 22:12sell480.010.777320.000000.00000
1432016.04.28 22:12modify480.010.777320.780820.75732
1442016.04.29 01:52close480.010.777250.780820.757320.09105.40
1452016.05.19 22:49sell490.010.767150.000000.00000
1462016.05.19 22:49modify490.010.767150.770650.74715
1472016.05.20 04:03close490.010.767280.770650.74715-0.16105.24
1482016.06.06 22:39buy500.010.785760.000000.00000
1492016.06.06 22:39modify500.010.785760.782260.80576
1502016.06.07 00:30close500.010.786250.782260.805760.61105.85
1512016.06.10 23:18buy510.010.788650.000000.00000
1522016.06.10 23:18modify510.010.788650.785150.80865
1532016.06.13 00:25close510.010.789750.785150.808651.38107.23
1542016.06.13 23:48buy520.010.792690.000000.00000
1552016.06.13 23:48modify520.010.792690.789190.81269
1562016.06.14 00:35close520.010.793780.789190.812691.37108.60
1572016.06.20 23:28sell530.010.771580.000000.00000
1582016.06.20 23:28modify530.010.771580.775080.75158
1592016.06.20 23:28close530.010.770560.775080.751581.30109.90
1602016.06.20 23:48sell540.010.770970.000000.00000
1612016.06.20 23:48modify540.010.770970.774470.75097
1622016.06.20 23:54close540.010.769620.774470.750971.72111.62
1632016.06.21 22:43sell550.010.768700.000000.00000
1642016.06.21 22:43modify550.010.768700.772200.74870
1652016.06.21 23:57close550.010.767590.772200.748701.41113.03
1662016.06.27 22:59buy560.010.833900.000000.00000
1672016.06.27 22:59modify560.010.833900.830400.85390
1682016.06.28 00:45close560.010.834300.830400.853900.49113.51
1692016.06.28 22:28sell570.010.829510.000000.00000
1702016.06.28 22:28modify570.010.829510.833010.80951
1712016.06.29 01:13close570.010.828880.833010.809510.81114.33
1722016.06.30 22:50buy580.010.834160.000000.00000
1732016.06.30 22:50modify580.010.834160.830660.85416
1742016.07.01 00:30close580.010.835420.830660.854161.58115.90
1752016.07.15 23:10buy590.010.837170.000000.00000
1762016.07.15 23:10modify590.010.837170.833670.85717
1772016.07.15 23:23close590.010.837960.833670.857171.00116.90
1782016.07.18 22:42sell600.010.835390.000000.00000
1792016.07.18 22:42modify600.010.835390.838890.81539
1802016.07.19 01:04close600.010.835490.838890.81539-0.12116.79
1812016.07.21 23:43buy610.010.833680.000000.00000
1822016.07.21 23:43modify610.010.833680.830180.85368
1832016.07.22 01:06close610.010.834270.830180.853680.74117.52
1842016.07.28 23:31buy620.010.841090.000000.00000
1852016.07.28 23:31modify620.010.841090.837590.86109
1862016.07.29 01:03close620.010.841620.837590.861090.65118.17
1872016.08.04 22:23buy630.010.848160.000000.00000
1882016.08.04 22:23modify630.010.848160.844660.86816
1892016.08.04 23:47close630.010.848720.844660.868160.71118.88
1902016.08.12 22:04buy640.010.863990.000000.00000
1912016.08.12 22:04modify640.010.863990.860490.88399
1922016.08.12 23:31close640.010.864610.860490.883990.79119.67