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

СимволGBPCHF (Great Britain Pound vs Swiss Franc)
Период15 Минут (M15) 2014.01.01 22:02 - 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="GBPCHF M15 Generic A-TLP v.11.94"; MagicNumber=888888; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=10; Max_Spread_mode2=10; 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=70; Take_Profit=140; 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=9; Min_Volatility=5; 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=55; DailyMA=0; DeltaMA=0.5; time_break=240; loss=68; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=200; Time_Profit_Pips=20; Exit_Distance=-2; Exit_Profit_Pips=-200; 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="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 тиков78993619Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль84.09Общая прибыль134.73Общий убыток-50.63
Прибыльность2.66Матожидание выигрыша0.87
Абсолютная просадка8.96Максимальная просадка12.82 (6.96%)Относительная просадка11.94% (12.34)
Всего сделок97Короткие позиции (% выигравших)38 (73.68%)Длинные позиции (% выигравших)59 (84.75%)
Прибыльные сделки (% от всех)78 (80.41%)Убыточные сделки (% от всех)19 (19.59%)
Самая большаяприбыльная сделка13.86убыточная сделка-6.93
Средняяприбыльная сделка1.73убыточная сделка-2.66
Максимальное количествонепрерывных выигрышей (прибыль)12 (17.89)непрерывных проигрышей (убыток)2 (-8.62)
Макс.непрерывная прибыль (число выигрышей)23.66 (11)непрерывный убыток (число проигрышей)-8.62 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.09 22:22buy10.011.494780.000000.00000
22014.01.09 22:22modify10.011.494781.487781.50878
32014.01.10 02:03close10.011.494751.487781.50878-0.0199.99
42014.01.17 00:13buy20.011.478860.000000.00000
52014.01.17 00:13modify20.011.478861.471861.49286
62014.01.17 02:19close20.011.479821.471861.492860.95100.94
72014.01.28 00:10buy30.011.485640.000000.00000
82014.01.28 00:10modify30.011.485641.478641.49964
92014.01.28 02:45close30.011.485781.478641.499640.14101.08
102014.01.29 00:18sell40.011.490370.000000.00000
112014.01.29 00:18modify40.011.490371.497371.47637
122014.01.29 04:43close40.011.490971.497371.47637-0.60100.48
132014.02.07 00:37buy50.011.469220.000000.00000
142014.02.07 00:37modify50.011.469221.462221.48322
152014.02.07 01:11close50.011.470531.462221.483221.29101.77
162014.03.14 23:36sell60.011.452530.000000.00000
172014.03.14 23:36modify60.011.452531.459531.43853
182014.03.17 00:33close60.011.450791.459531.438531.62103.39
192014.06.12 23:00sell70.011.512270.000000.00000
202014.06.12 23:00modify70.011.512271.519271.49827
212014.06.12 23:30s/l70.011.519271.519271.49827-6.9296.47
222014.08.29 22:48sell80.011.522780.000000.00000
232014.08.29 22:48modify80.011.522781.529781.50878
242014.09.01 02:00close80.011.524391.529781.50878-1.7094.76
252014.09.05 00:08buy90.011.521100.000000.00000
262014.09.05 00:08modify90.011.521101.514101.53510
272014.09.05 02:25close90.011.522261.514101.535101.1495.90
282014.09.11 23:54sell100.011.520020.000000.00000
292014.09.11 23:54modify100.011.520021.527021.50602
302014.09.12 03:00close100.011.520951.527021.50602-1.0294.88
312014.09.16 22:53buy110.011.515860.000000.00000
322014.09.16 22:53modify110.011.515861.508861.52986
332014.09.16 22:58close110.011.518261.508861.529862.3797.25
342014.09.18 23:42sell120.011.531170.000000.00000
352014.09.18 23:42modify120.011.531171.538171.51717
362014.09.19 03:15close120.011.534331.538171.51717-3.2294.03
372014.10.06 22:36buy130.011.540910.000000.00000
382014.10.06 22:36modify130.011.540911.533911.55491
392014.10.07 02:01close130.011.541411.533911.554910.5194.54
402014.10.07 22:14buy140.011.540090.000000.00000
412014.10.07 22:14modify140.011.540091.533091.55409
422014.10.08 00:49close140.011.540261.533091.554090.1894.72
432014.10.10 22:56sell150.011.539830.000000.00000
442014.10.10 22:56modify150.011.539831.546831.52583
452014.10.13 00:29close150.011.537831.546831.525831.8896.60
462014.10.14 00:01buy160.011.524460.000000.00000
472014.10.14 00:01modify160.011.524461.517461.53846
482014.10.14 02:44close160.011.525461.517461.538460.9997.59
492014.10.22 00:13sell170.011.530150.000000.00000
502014.10.22 00:13modify170.011.530151.537151.51615
512014.10.22 03:00close170.011.530121.537151.516150.0397.62
522014.10.23 22:05buy180.011.528160.000000.00000
532014.10.23 22:05modify180.011.528161.521161.54216
542014.10.24 00:55close180.011.529731.521161.542161.5899.19
552014.11.28 22:59sell190.011.510530.000000.00000
562014.11.28 22:59modify190.011.510531.517531.49653
572014.12.01 02:25close190.011.510121.517531.496530.3199.50
582014.12.16 22:59buy200.011.510150.000000.00000
592014.12.16 22:59modify200.011.510151.503151.52415
602014.12.17 02:54close200.011.511701.503151.524151.55101.05
612014.12.30 00:59buy210.011.534400.000000.00000
622014.12.30 00:59modify210.011.534401.527401.54840
632014.12.30 01:50close210.011.535881.527401.548401.47102.52
642015.01.07 00:07sell220.011.532290.000000.00000
652015.01.07 00:07modify220.011.532291.539291.51829
662015.01.07 03:00close220.011.530961.539291.518291.31103.83
672015.01.16 00:04buy230.011.277080.000000.00000
682015.01.16 00:04modify230.011.277081.270081.29108
692015.01.16 00:08t/p230.011.291081.270081.2910813.86117.69
702015.01.20 00:34buy240.011.327560.000000.00000
712015.01.20 00:34modify240.011.327561.320561.34156
722015.01.20 04:58close240.011.326661.320561.34156-0.89116.80
732015.01.21 00:04buy250.011.323960.000000.00000
742015.01.21 00:04modify250.011.323961.316961.33796
752015.01.21 05:34close250.011.322831.316961.33796-1.12115.68
762015.01.22 23:46buy260.011.307900.000000.00000
772015.01.22 23:46modify260.011.307901.300901.32190
782015.01.23 02:14close260.011.309561.300901.321901.67117.35
792015.01.27 22:00buy270.011.366680.000000.00000
802015.01.27 22:00modify270.011.366681.359681.38068
812015.01.27 22:01close270.011.368921.359681.380682.22119.57
822015.02.02 22:11sell280.011.396550.000000.00000
832015.02.02 22:11modify280.011.396551.403551.38255
842015.02.02 22:35close280.011.394281.403551.382552.25121.82
852015.02.05 23:06buy290.011.412720.000000.00000
862015.02.05 23:07modify290.011.412721.405721.42672
872015.02.06 01:45close290.011.413131.405721.426720.43122.24
882015.02.06 22:21buy300.011.408730.000000.00000
892015.02.06 22:21modify300.011.408731.401731.42273
902015.02.06 23:51close300.011.410731.401731.422731.98124.22
912015.02.11 00:27sell310.011.414290.000000.00000
922015.02.11 00:27modify310.011.414291.421291.40029
932015.02.11 02:45close310.011.413511.421291.400290.77124.99
942015.03.03 00:00buy320.011.471480.000000.00000
952015.03.03 00:00modify320.011.471481.464481.48548
962015.03.03 07:06close320.011.470861.464481.48548-0.61124.38
972015.03.17 00:01buy330.011.492970.000000.00000
982015.03.17 00:01modify330.011.492971.485971.50697
992015.03.17 03:00close330.011.493911.485971.506970.93125.31
1002015.03.20 23:41buy340.011.457240.000000.00000
1012015.03.20 23:41modify340.011.457241.450241.47124
1022015.03.23 00:43close340.011.459241.450241.471242.00127.31
1032015.03.27 22:58buy350.011.426760.000000.00000
1042015.03.27 22:58modify350.011.426761.419761.44076
1052015.03.27 23:14close350.011.428861.419761.440762.08129.39
1062015.03.31 23:10buy360.011.440900.000000.00000
1072015.03.31 23:10modify360.011.440901.433901.45490
1082015.04.01 02:15close360.011.441211.433901.454900.33129.72
1092015.04.03 00:01sell370.011.424060.000000.00000
1102015.04.03 00:01modify370.011.424061.431061.41006
1112015.04.03 03:00close370.011.423861.431061.410060.20129.92
1122015.04.28 00:05buy380.011.453730.000000.00000
1132015.04.28 00:05modify380.011.453731.446731.46773
1142015.04.28 01:21close380.011.455511.446731.467731.76131.68
1152015.05.13 00:09buy390.011.454520.000000.00000
1162015.05.13 00:09modify390.011.454521.447521.46852
1172015.05.13 03:00close390.011.454611.447521.468520.09131.77
1182015.05.22 23:09sell400.011.462300.000000.00000
1192015.05.22 23:09modify400.011.462301.469301.44830
1202015.05.22 23:31close400.011.460401.469301.448301.88133.65
1212015.05.22 23:40sell410.011.462550.000000.00000
1222015.05.22 23:40modify410.011.462551.469551.44855
1232015.05.22 23:48close410.011.460331.469551.448552.20135.85
1242015.05.29 00:04buy420.011.442920.000000.00000
1252015.05.29 00:04modify420.011.442921.435921.45692
1262015.05.29 00:34close420.011.445591.435921.456922.64138.49
1272015.06.02 00:05buy430.011.436300.000000.00000
1282015.06.02 00:05modify430.011.436301.429301.45030
1292015.06.02 00:31close430.011.438121.429301.450301.80140.29
1302015.06.12 00:01buy440.011.446600.000000.00000
1312015.06.12 00:01modify440.011.446601.439601.46060
1322015.06.12 00:53close440.011.448611.439601.460601.99142.28
1332015.06.15 22:00buy450.011.451710.000000.00000
1342015.06.15 22:00modify450.011.451711.444711.46571
1352015.06.16 00:46close450.011.450641.444711.46571-1.04141.23
1362015.07.22 00:04buy460.011.489530.000000.00000
1372015.07.22 00:04modify460.011.489531.482531.50353
1382015.07.22 01:00close460.011.491171.482531.503531.63142.86
1392015.07.23 22:22sell470.011.487010.000000.00000
1402015.07.23 22:22modify470.011.487011.494011.47301
1412015.07.24 03:30close470.011.488801.494011.47301-1.87140.99
1422015.07.29 00:04buy480.011.501040.000000.00000
1432015.07.29 00:04modify480.011.501041.494041.51504
1442015.07.29 03:05close480.011.501061.494041.515040.02141.01
1452015.08.13 22:36buy490.011.523420.000000.00000
1462015.08.13 22:36modify490.011.523421.516421.53742
1472015.08.14 04:09close490.011.523411.516421.537420.01141.02
1482015.08.14 23:05buy500.011.527050.000000.00000
1492015.08.14 23:05modify500.011.527051.520051.54105
1502015.08.17 01:02close500.011.528771.520051.541051.72142.74
1512015.08.25 22:34buy510.011.477800.000000.00000
1522015.08.25 22:34modify510.011.477801.470801.49180
1532015.08.26 02:07close510.011.474971.470801.49180-2.78139.95
1542015.08.28 22:04sell520.011.483280.000000.00000
1552015.08.28 22:04modify520.011.483281.490281.46928
1562015.08.28 23:36close520.011.481271.490281.469281.99141.94
1572015.09.02 00:01buy530.011.466290.000000.00000
1582015.09.02 00:01modify530.011.466291.459291.48029
1592015.09.02 01:20close530.011.468291.459291.480291.98143.92
1602015.09.08 00:05buy540.011.488130.000000.00000
1612015.09.08 00:05modify540.011.488131.481131.50213
1622015.09.08 00:46close540.011.489751.481131.502131.60145.52
1632015.09.18 22:15sell550.011.501490.000000.00000
1642015.09.18 22:15modify550.011.501491.508491.48749
1652015.09.21 05:21close550.011.504481.508491.48749-3.06142.46
1662015.09.21 22:07sell560.011.505820.000000.00000
1672015.09.21 22:07modify560.011.505821.512821.49182
1682015.09.22 02:58close560.011.507201.512821.49182-1.46141.00
1692015.09.23 00:44buy570.011.496680.000000.00000
1702015.09.23 00:44modify570.011.496681.489681.51068
1712015.09.23 02:57close570.011.497551.489681.510680.86141.86
1722015.09.24 22:12sell580.011.488610.000000.00000
1732015.09.24 22:12modify580.011.488611.495611.47461
1742015.09.24 23:53close580.011.486611.495611.474611.98143.84
1752015.09.25 00:04buy590.011.483820.000000.00000
1762015.09.25 00:04modify590.011.483821.476821.49782
1772015.09.25 00:28close590.011.487931.476821.497824.07147.91
1782015.10.16 00:02buy600.011.469350.000000.00000
1792015.10.16 00:04modify600.011.469351.462351.48335
1802015.10.16 01:02close600.011.471361.462351.483351.99149.90
1812015.10.16 22:21sell610.011.471550.000000.00000
1822015.10.16 22:21modify610.011.471551.478551.45755
1832015.10.19 03:00close610.011.471311.478551.457550.13150.03
1842015.10.20 00:02buy620.011.477260.000000.00000
1852015.10.20 00:02modify620.011.477261.470261.49126
1862015.10.20 01:45close620.011.478781.470261.491261.50151.53
1872015.10.23 00:42buy630.011.496750.000000.00000
1882015.10.23 00:42modify630.011.496751.489751.51075
1892015.10.23 02:48close630.011.497691.489751.510750.93152.46
1902015.11.03 00:05buy640.011.516680.000000.00000
1912015.11.03 00:05modify640.011.516681.509681.53068
1922015.11.03 00:27close640.011.520541.509681.530683.82156.28
1932015.11.24 23:30sell650.011.533570.000000.00000
1942015.11.24 23:30modify650.011.533571.540571.51957
1952015.11.25 02:40close650.011.533271.540571.519570.20156.48
1962015.12.01 23:52buy660.011.546800.000000.00000
1972015.12.01 23:52modify660.011.546801.539801.56080
1982015.12.02 03:00close660.011.547301.539801.560800.51156.98
1992015.12.11 23:07sell670.011.498520.000000.00000
2002015.12.11 23:07modify670.011.498521.505521.48452
2012015.12.11 23:28close670.011.496491.505521.484522.00158.98
2022015.12.15 00:12sell680.011.493930.000000.00000
2032015.12.15 00:12modify680.011.493931.500931.47993
2042015.12.15 02:45close680.011.493011.500931.479930.91159.89
2052015.12.18 22:13buy690.011.479610.000000.00000
2062015.12.18 22:13modify690.011.479611.472611.49361
2072015.12.21 04:41close690.011.479351.472611.49361-0.24159.65
2082015.12.24 23:45buy700.011.468860.000000.00000
2092015.12.24 23:45modify700.011.468861.461861.48286
2102015.12.25 01:47close700.011.471011.461861.482862.15161.80
2112015.12.29 23:56sell710.011.471690.000000.00000
2122015.12.29 23:56modify710.011.471691.478691.45769
2132015.12.30 02:18close710.011.470511.478691.457691.06162.86
2142016.01.19 22:28sell720.011.422540.000000.00000
2152016.01.19 22:28modify720.011.422541.429541.40854
2162016.01.20 02:13close720.011.420541.429541.408541.88164.74
2172016.01.25 22:25buy730.011.445340.000000.00000
2182016.01.25 22:25modify730.011.445341.438341.45934
2192016.01.26 04:43close730.011.442011.438341.45934-3.28161.45
2202016.02.05 22:06sell740.011.438470.000000.00000
2212016.02.05 22:06modify740.011.438471.445471.42447
2222016.02.05 23:55close740.011.436381.445471.424472.07163.52
2232016.02.10 00:25sell750.011.408930.000000.00000
2242016.02.10 00:25modify750.011.408931.415931.39493
2252016.02.10 02:37close750.011.406791.415931.394932.11165.63
2262016.02.15 23:08buy760.011.424710.000000.00000
2272016.02.15 23:08modify760.011.424711.417711.43871
2282016.02.16 01:31close760.011.425131.417711.438710.44166.07
2292016.02.18 22:49buy770.011.422680.000000.00000
2302016.02.18 22:49modify770.011.422681.415681.43668
2312016.02.19 00:25close770.011.424261.415681.436681.59167.66
2322016.02.19 23:00sell780.011.422990.000000.00000
2332016.02.19 23:00modify780.011.422991.429991.40899
2342016.02.22 00:25close780.011.415311.429991.408997.49175.15
2352016.03.01 22:20buy790.011.390510.000000.00000
2362016.03.01 22:20modify790.011.390511.383511.40451
2372016.03.02 00:34close790.011.391571.383511.404511.06176.20
2382016.03.24 22:59buy800.011.380420.000000.00000
2392016.03.24 22:59modify800.011.380421.373421.39442
2402016.03.25 03:08close800.011.380551.373421.394420.15176.35
2412016.04.26 00:35buy810.011.410940.000000.00000
2422016.04.26 00:35modify810.011.410941.403941.42494
2432016.04.26 00:45close810.011.412181.403941.424941.23177.58
2442016.04.29 00:04buy820.011.409760.000000.00000
2452016.04.29 00:05modify820.011.409761.402761.42376
2462016.04.29 01:13close820.011.411761.402761.423761.98179.56
2472016.05.17 00:56sell830.011.408920.000000.00000
2482016.05.17 00:56modify830.011.408921.415921.39492
2492016.05.17 05:21s/l830.011.415921.415921.39492-6.93172.63
2502016.05.19 22:49buy840.011.446360.000000.00000
2512016.05.19 22:49modify840.011.446361.439361.46036
2522016.05.20 02:00close840.011.446961.439361.460360.61173.24
2532016.06.09 22:43sell850.011.395880.000000.00000
2542016.06.09 22:43modify850.011.395881.402881.38188
2552016.06.09 23:49close850.011.394011.402881.381881.85175.09
2562016.06.13 23:48sell860.011.373910.000000.00000
2572016.06.13 23:48modify860.011.373911.380911.35991
2582016.06.14 00:25close860.011.371611.380911.359912.18177.27
2592016.06.15 00:04buy870.011.357520.000000.00000
2602016.06.15 00:04modify870.011.357521.350521.37152
2612016.06.15 00:46close870.011.359661.350521.371522.11179.38
2622016.06.21 00:02buy880.011.410640.000000.00000
2632016.06.21 00:02modify880.011.410641.403641.42464
2642016.06.21 00:09s/l880.011.403641.403641.42464-6.93172.45
2652016.06.21 22:58buy890.011.407210.000000.00000
2662016.06.21 22:58modify890.011.407211.400211.42121
2672016.06.21 23:56close890.011.409521.400211.421212.28174.73
2682016.06.22 00:25sell900.011.412450.000000.00000
2692016.06.22 00:25modify900.011.412451.419451.39845
2702016.06.22 00:30close900.011.410431.419451.398452.00176.73
2712016.06.22 00:42sell910.011.412530.000000.00000
2722016.06.22 00:42modify910.011.412531.419531.39853
2732016.06.22 01:47close910.011.410501.419531.398532.01178.74
2742016.06.24 00:07sell920.011.435410.000000.00000
2752016.06.24 00:07modify920.011.435411.442411.42141
2762016.06.24 00:21s/l920.011.442411.442411.42141-6.93171.81
2772016.06.29 00:58buy930.011.306190.000000.00000
2782016.06.29 00:58modify930.011.306191.299191.32019
2792016.06.29 01:14close930.011.310991.299191.320194.75176.56
2802016.06.30 22:18sell940.011.298110.000000.00000
2812016.06.30 22:18modify940.011.298111.305111.28411
2822016.07.01 00:43close940.011.296091.305111.284111.90178.45
2832016.07.28 23:31sell950.011.292400.000000.00000
2842016.07.28 23:31modify950.011.292401.299401.27840
2852016.07.29 01:33close950.011.290331.299401.278401.94180.39
2862016.08.12 22:11sell960.011.260250.000000.00000
2872016.08.12 22:11modify960.011.260251.267251.24625
2882016.08.12 23:45close960.011.258131.267251.246252.10182.49
2892016.08.30 00:01buy970.011.280720.000000.00000
2902016.08.30 00:01modify970.011.280721.273721.29472
2912016.08.30 00:53close970.011.282341.273721.294721.60184.09