Strategy Tester Report
Generic v13.19.5
ICMarkets-Live02 (Build 1031)

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период15 Минут (M15) 2016.12.30 23:45 - 2016.12.30 23:45 (2016.01.01 - 2017.01.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings_10="1. O R D E R S I Z E S E T T I N G S"; Settings_11=" 1.1. General Lot Settings"; Fixed_Lot=true; Lots=0.1; Lot_Multiple=true; Max_Orders=2; Order_StepDistance=350; Order_TotalProfit=25; Settings_20="2. O R D E R C L O S E C O N D I T I O N S"; Settings_21=" 2.1. Stop Loss and Take Profit settings"; Stop_Loss=550; Take_Profit=550; Settings_22=" 2.2. Close by Order holding time limit"; Close_by_TimeLimit=true; TimeLimit=15; TimeLimit_MinProfit=100; Settings_23=" 2.3. Close by Bollinger Bands"; Close_by_BB=true; BB_MinProfit=75; Settings_24=" 2.4. Close by Commodity Channel Index"; Close_by_CCI=false; Settings_25=" 2.5. Close by Moving Average of Oscillator"; Close_by_OsMA=true; OsMA_MinProfit=75; Settings_26=" 2.6. Close by Breakeven"; Close_by_Breakeven=false; BE_InitLevel=70; BE_Profit=10; Settings_27=" 2.7. Close by Trailling Stop"; Close_by_Trail=false; Trl_dist_1=180; Trl_dist_2=40; Trl_dist_3=25; Settings_30="3. O R D E R O P E N C O N D I T I O N S"; Settings_31=" 3.1. FIRST ORDER - Indicators' signals"; Open_by_BB_1=true; Open_by_CCI_1=false; Open_by_MA_1=true; Open_by_OsMA_1=false; Spike_Filter_1=false; Volatility_Filter_1=false; Trend_Filter_1=false; Settings_32=" 3.2. SECOND ORDER - Indicators' signals"; Open_by_BB_2=true; Open_by_CCI_2=true; Open_by_MA_2=true; Open_by_OsMA_2=false; Spike_Filter_2=false; Volatility_Filter_2=false; Trend_Filter_2=true; Settings_34=" 3.4. Trade Restriction - Consequitive losses"; Restrict_Losses=false; Restrict_TimeLimit=30; Settings_40="4. I N D I C A T O R S S E T T I N G S"; Settings_41=" 4.1. Bollinger Bands"; BB_TimeFrame=15; BB_Period=13; BB_StDev=2; BB_Shift=1; BB_Open_Level=15; BB_Close_Level=10; Settings_42=" 4.2. Commodity Channel Index"; CCI_TimeFrame=15; CCI_Period=9; CCI_Applied_Price=0; CCI_Shift=1; CCI_Signal_Level=90; Settings_43=" 4.3. Moving Average"; MA_TimeFrame=15; MA_Period=9; MA_Price_Method=0; MA_Applied_Price=4; MA_Shift=0; MA_Signal_Level=125; Settings_44=" 4.4. Price Spike Identification"; Bar_TimeFrame=5; Bar_Shift=2; Min_PriceRange=75; Max_PriceRange=175; Settings_45=" 4.5. Moving Average of Oscillator"; OsMA_TimeFrame=15; OsMA_FastEMA=7; OsMA_SlowEMA=15; OsMA_SignalSMA=8; OsMA_Limit=50; Settings_46=" 4.6. Trade Restriction by Volatility"; MinVolatility=150; MaxDailyRange=900; Settings_50="5. O T H E R S E T T I N G S"; WriteLogFile=false; Max_Spread=65; Slippage=20; Order_Comment="Generic v13.19"; MagicNumber=3100037; Settings_60="6. T R A D I N G T I M E C O N D I T I O N S"; Settings_61=" 6.1. Close deals on Friday"; Friday_Close=false; End_Trade_Hour=23; End_Trade_Minute=55; Settings_62=" 6.2. Set the same trading time for all days"; All_Days_Same_Time=false; Open_Hour=0; Open_Minute=30; Pause_Start_Hour=1; Pause_Start_Minute=0; Pause_Stop_Hour=22; Pause_Stop_Minute=0; Close_Hour=23; Close_Minute=59; Settings_63=" 6.3. Set different trading time for each day"; monday=true; monday_open="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday=true; tuesday_open="00:30"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday=true; wednesday_open="00:30"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday=true; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday=true; friday_open="00:30"; friday_pause_start="01:00"; friday_pause_stop="22:00"; friday_close="23:59"; sunday=false; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории26053Смоделировано тиков26050Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред20
Чистая прибыль418.21Общая прибыль1672.24Общий убыток-1254.03
Прибыльность1.33Матожидание выигрыша1.78
Абсолютная просадка86.03Максимальная просадка489.01 (34.08%)Относительная просадка34.08% (489.01)
Всего сделок235Короткие позиции (% выигравших)120 (83.33%)Длинные позиции (% выигравших)115 (86.09%)
Прибыльные сделки (% от всех)199 (84.68%)Убыточные сделки (% от всех)36 (15.32%)
Самая большаяприбыльная сделка90.61убыточная сделка-81.57
Средняяприбыльная сделка8.40убыточная сделка-34.83
Максимальное количествонепрерывных выигрышей (прибыль)23 (144.46)непрерывных проигрышей (убыток)6 (-372.09)
Макс.непрерывная прибыль (число выигрышей)150.85 (21)непрерывный убыток (число проигрышей)-372.09 (6)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.04 22:53buy10.101.394430.000000.00000
22016.01.05 04:28buy20.101.391120.000000.00000
32016.01.05 10:32close20.101.393150.000000.0000013.871013.87
42016.01.05 10:32close10.101.393150.000000.00000-9.811004.06
52016.01.05 23:30buy30.101.398290.000000.00000
62016.01.05 23:57close30.101.399300.000000.000006.521010.58
72016.01.07 23:14sell40.101.410050.000000.00000
82016.01.08 03:15close40.101.409210.000000.000005.111015.69
92016.01.08 23:06sell50.101.415280.000000.00000
102016.01.11 10:34close50.101.414530.000000.000004.451020.13
112016.01.11 22:34buy60.101.421140.000000.00000
122016.01.11 22:53close60.101.422170.000000.000006.541026.67
132016.01.12 22:27buy70.101.426530.000000.00000
142016.01.12 23:17close70.101.427540.000000.000006.381033.05
152016.01.14 23:23sell80.101.437260.000000.00000
162016.01.15 00:19close80.101.436260.000000.000006.111039.16
172016.01.15 22:33buy90.101.452510.000000.00000
182016.01.15 23:54close90.101.453510.000000.000006.181045.34
192016.01.18 22:31sell100.101.456220.000000.00000
202016.01.19 00:53close100.101.455210.000000.000006.091051.43
212016.01.19 22:00sell110.101.456880.000000.00000
222016.01.19 22:17close110.101.455860.000000.000006.311057.74
232016.01.19 23:23sell120.101.457160.000000.00000
242016.01.20 01:19close120.101.456130.000000.000006.221063.95
252016.01.21 22:00buy130.101.427950.000000.00000
262016.01.21 22:30close130.101.428960.000000.000006.371070.32
272016.01.21 22:32buy140.101.428470.000000.00000
282016.01.22 03:45close140.101.429220.000000.000004.631074.95
292016.01.22 22:03sell150.101.415760.000000.00000
302016.01.22 23:03close150.101.414740.000000.000006.511081.46
312016.01.22 23:54buy160.101.413450.000000.00000
322016.01.25 00:02close160.101.414480.000000.000006.661088.12
332016.01.25 22:16sell170.101.424620.000000.00000
342016.01.26 00:00sell180.101.429030.000000.00000
352016.01.26 04:53close180.101.426460.000000.0000017.321105.44
362016.01.26 04:53close170.101.426460.000000.00000-13.751091.69
372016.01.26 23:32sell190.101.409450.000000.00000
382016.01.27 01:11sell200.101.412760.000000.00000
392016.01.27 07:28close200.101.410750.000000.0000013.551105.24
402016.01.27 07:28close190.101.410750.000000.00000-10.061095.18
412016.01.28 23:09buy210.101.403820.000000.00000
422016.01.29 02:08close210.101.404710.000000.000005.721100.90
432016.01.29 22:00buy220.101.400800.000000.00000
442016.01.29 22:21close220.101.401850.000000.000006.791107.69
452016.01.29 23:11buy230.101.400150.000000.00000
462016.02.01 04:26close230.101.401190.000000.000006.801114.49
472016.02.01 22:00buy240.101.393640.000000.00000
482016.02.01 23:55sell250.101.394160.000000.00000
492016.02.01 23:58close240.101.394640.000000.000006.471120.96
502016.02.02 05:41sell260.101.397470.000000.00000
512016.02.02 15:41close260.101.404260.000000.00000-49.051071.91
522016.02.02 15:41close250.101.404260.000000.00000-72.77999.14
532016.02.02 23:29sell270.121.403840.000000.00000
542016.02.03 02:28sell280.121.407150.000000.00000
552016.02.03 09:48close280.121.405190.000000.0000015.901015.04
562016.02.03 09:48close270.121.405190.000000.00000-12.551002.48
572016.02.04 23:24sell290.101.375370.000000.00000
582016.02.05 03:10close290.101.374610.000000.000004.681007.16
592016.02.05 22:39sell300.101.389860.000000.00000
602016.02.08 00:38close300.101.388840.000000.000006.491013.64
612016.02.08 22:45buy310.101.391880.000000.00000
622016.02.08 23:00close310.101.393490.000000.0000010.851024.49
632016.02.09 22:00sell320.101.389170.000000.00000
642016.02.09 22:19close320.101.388170.000000.000006.501030.99
652016.02.09 23:45buy330.101.386700.000000.00000
662016.02.10 00:05close330.101.387760.000000.000007.021038.01
672016.02.11 22:00buy340.101.392910.000000.00000
682016.02.11 22:15close340.101.393920.000000.000006.551044.56
692016.02.11 22:17buy350.101.393890.000000.00000
702016.02.12 05:47buy360.101.390550.000000.00000
712016.02.12 09:55close360.101.392580.000000.0000013.881058.44
722016.02.12 09:55close350.101.392580.000000.00000-10.031048.42
732016.02.12 22:52sell370.101.385980.000000.00000
742016.02.12 23:28close370.101.384950.000000.000006.741055.16
752016.02.12 23:42sell380.101.386340.000000.00000
762016.02.12 23:57close380.101.385330.000000.000006.591061.75
772016.02.15 23:50sell390.101.383610.000000.00000
782016.02.16 01:05close390.101.382640.000000.000006.171067.91
792016.02.16 22:47sell400.101.389380.000000.00000
802016.02.16 23:37close400.101.388360.000000.000006.651074.56
812016.02.16 23:55buy410.101.387120.000000.00000
822016.02.17 00:20close410.101.388140.000000.000006.731081.29
832016.02.18 22:25sell420.101.374570.000000.00000
842016.02.18 23:31close420.101.373570.000000.000006.581087.87
852016.02.18 23:55buy430.101.372710.000000.00000
862016.02.19 00:40close430.101.373710.000000.000006.661094.53
872016.02.22 22:10sell440.101.371300.000000.00000
882016.02.22 22:29close440.101.370170.000000.000007.551102.08
892016.02.22 23:12sell450.101.371660.000000.00000
902016.02.22 23:59close450.101.370630.000000.000006.811108.89
912016.02.23 23:31sell460.101.377640.000000.00000
922016.02.24 13:41close460.101.383150.000000.00000-40.691068.20
932016.02.25 22:00buy470.101.353010.000000.00000
942016.02.25 22:19close470.101.354060.000000.000007.051075.25
952016.02.29 22:00buy480.101.351260.000000.00000
962016.02.29 22:55close480.101.352290.000000.000006.921082.17
972016.02.29 22:59sell490.101.353180.000000.00000
982016.03.01 08:05close490.101.352390.000000.000004.991087.16
992016.03.01 22:58sell500.101.341060.000000.00000
1002016.03.02 11:53close500.101.346580.000000.00000-41.841045.31
1012016.03.03 22:00sell510.101.340430.000000.00000
1022016.03.04 15:32close510.101.339660.000000.000004.901050.21
1032016.03.04 23:53buy520.101.331460.000000.00000
1042016.03.07 00:00close520.101.333040.000000.0000011.231061.44
1052016.03.08 22:06sell530.101.340700.000000.00000
1062016.03.09 03:34sell540.101.344010.000000.00000
1072016.03.09 09:10close540.101.342000.000000.0000014.281075.72
1082016.03.09 09:10close530.101.342000.000000.00000-10.541065.18
1092016.03.10 23:40buy550.101.333540.000000.00000
1102016.03.10 23:57close550.101.334610.000000.000007.321072.50
1112016.03.11 00:38sell560.101.335780.000000.00000
1122016.03.11 00:50close560.101.332780.000000.0000021.811094.31
1132016.03.11 22:18sell570.101.323090.000000.00000
1142016.03.11 23:50close570.101.322080.000000.000006.941101.25
1152016.03.11 23:54buy580.101.321490.000000.00000
1162016.03.14 00:05close580.101.322530.000000.000007.241108.49
1172016.03.17 23:18buy590.101.297980.000000.00000
1182016.03.18 00:52close590.101.299010.000000.000007.311115.80
1192016.03.18 22:04sell600.101.303380.000000.00000
1202016.03.18 22:27close600.101.302370.000000.000007.061122.86
1212016.03.18 23:01sell610.101.304020.000000.00000
1222016.03.18 23:17close610.101.303000.000000.000007.131129.99
1232016.03.18 23:37buy620.101.301480.000000.00000
1242016.03.21 00:23close620.101.302660.000000.000008.441138.43
1252016.03.21 22:51sell630.101.308470.000000.00000
1262016.03.22 04:01close630.101.307720.000000.000004.891143.31
1272016.03.22 22:49buy640.101.303560.000000.00000
1282016.03.22 23:30close640.101.304760.000000.000008.501151.81
1292016.03.22 23:30sell650.101.305570.000000.00000
1302016.03.22 23:45close650.101.304460.000000.000007.811159.62
1312016.03.25 23:02buy660.101.326640.000000.00000
1322016.03.28 00:13close660.101.327800.000000.000008.121167.74
1332016.03.29 22:00buy670.101.306530.000000.00000
1342016.03.29 23:59close670.101.307530.000000.000006.951174.69
1352016.03.31 22:00buy680.101.297700.000000.00000
1362016.03.31 22:44close680.101.298840.000000.000008.081182.77
1372016.03.31 23:24sell690.101.299560.000000.00000
1382016.04.01 00:58close690.101.298420.000000.000007.931190.70
1392016.04.01 22:42buy700.101.301550.000000.00000
1402016.04.04 00:00close700.101.303140.000000.0000011.581202.28
1412016.04.04 23:08sell710.101.307460.000000.00000
1422016.04.05 10:14close710.101.312980.000000.00000-42.891159.39
1432016.04.05 22:00buy720.101.315500.000000.00000
1442016.04.06 10:14close720.101.316270.000000.000005.231164.62
1452016.04.07 22:09buy730.101.314440.000000.00000
1462016.04.07 23:46close730.101.315460.000000.000007.051171.67
1472016.04.11 22:00buy740.101.289090.000000.00000
1482016.04.11 23:09close740.101.290110.000000.000007.211178.88
1492016.04.12 22:00buy750.101.275320.000000.00000
1502016.04.12 22:19close750.101.276330.000000.000007.211186.09
1512016.04.12 23:30sell760.101.277260.000000.00000
1522016.04.12 23:45close760.101.276250.000000.000007.211193.30
1532016.04.14 22:12sell770.101.285290.000000.00000
1542016.04.15 02:57close770.101.284300.000000.000006.861200.15
1552016.04.15 23:14buy780.101.282760.000000.00000
1562016.04.18 00:00close780.101.294570.000000.0000090.611290.77
1572016.04.18 22:40buy790.101.280130.000000.00000
1582016.04.19 09:21close790.101.274550.000000.00000-44.401246.37
1592016.04.19 22:06buy800.101.264040.000000.00000
1602016.04.19 22:34close800.101.265160.000000.000008.151254.52
1612016.04.19 22:53sell810.101.266020.000000.00000
1622016.04.20 01:55sell820.101.269390.000000.00000
1632016.04.20 12:43close820.101.267380.000000.0000015.161269.68
1642016.04.20 12:43close810.101.267380.000000.00000-11.581258.09
1652016.04.21 22:07buy830.101.272010.000000.00000
1662016.04.21 22:29close830.101.273020.000000.000007.231265.32
1672016.04.22 22:39buy840.101.266880.000000.00000
1682016.04.25 03:19close840.101.267650.000000.000005.451270.77
1692016.04.26 23:30buy850.101.260980.000000.00000
1702016.04.27 08:33close850.101.261980.000000.000007.301278.07
1712016.04.28 22:17sell860.101.253930.000000.00000
1722016.04.29 04:53close860.101.253180.000000.000005.131283.20
1732016.04.29 22:00buy870.101.254310.000000.00000
1742016.05.02 00:00close870.101.255380.000000.000007.901291.10
1752016.05.02 22:00sell880.101.254720.000000.00000
1762016.05.02 23:00close880.101.253720.000000.000007.281298.38
1772016.05.02 23:36buy890.101.252420.000000.00000
1782016.05.03 00:40close890.101.253440.000000.000007.521305.90
1792016.05.03 22:00sell900.101.272280.000000.00000
1802016.05.03 23:01close900.101.271280.000000.000007.171313.07
1812016.05.03 23:31buy910.101.270650.000000.00000
1822016.05.03 23:46close910.101.271660.000000.000007.241320.31
1832016.05.06 22:20buy920.101.291740.000000.00000
1842016.05.09 00:00close920.101.294870.000000.0000023.551343.86
1852016.05.09 22:00buy930.101.296540.000000.00000
1862016.05.10 03:33close930.101.297300.000000.000005.241349.10
1872016.05.10 22:10buy940.101.291950.000000.00000
1882016.05.11 04:42close940.101.292700.000000.000005.181354.28
1892016.05.12 23:58sell950.101.284500.000000.00000
1902016.05.13 15:30close950.101.290070.000000.00000-44.031310.25
1912016.05.16 23:12sell960.101.290690.000000.00000
1922016.05.16 23:57close960.101.289680.000000.000007.131317.38
1932016.05.19 22:59sell970.101.310340.000000.00000
1942016.05.20 01:45close970.101.309280.000000.000007.251324.62
1952016.05.23 22:40sell980.101.314190.000000.00000
1962016.05.24 15:30close980.101.313420.000000.000005.011329.63
1972016.05.24 23:36buy990.101.313430.000000.00000
1982016.05.25 06:34buy1000.101.310120.000000.00000
1992016.05.25 10:45close1000.101.312120.000000.0000014.541344.17
2002016.05.25 10:45close990.101.312120.000000.00000-10.601333.57
2012016.05.26 22:51buy1010.101.297430.000000.00000
2022016.05.27 04:22close1010.101.298190.000000.000005.231338.80
2032016.05.31 00:58sell1020.101.305430.000000.00000
2042016.05.31 02:37close1020.101.304560.000000.000005.971344.77
2052016.05.31 22:00sell1030.101.313170.000000.00000
2062016.05.31 22:16close1030.101.312160.000000.000007.001351.77
2072016.05.31 23:13buy1040.101.310580.000000.00000
2082016.06.01 03:00buy1050.101.307260.000000.00000
2092016.06.01 10:18close1050.101.309280.000000.0000014.731366.50
2102016.06.01 10:18close1040.101.309280.000000.00000-10.551355.95
2112016.06.02 22:00sell1060.101.311310.000000.00000
2122016.06.02 23:33close1060.101.310290.000000.000007.081363.03
2132016.06.03 22:00buy1070.101.292390.000000.00000
2142016.06.03 22:17close1070.101.293520.000000.000008.041371.07
2152016.06.06 22:00buy1080.101.281150.000000.00000
2162016.06.06 23:37close1080.101.282200.000000.000007.491378.56
2172016.06.07 00:41sell1090.101.282610.000000.00000
2182016.06.07 02:29close1090.101.281610.000000.000007.101385.66
2192016.06.07 22:32buy1100.101.275740.000000.00000
2202016.06.07 22:54close1100.101.276740.000000.000007.131392.79
2212016.06.07 23:50buy1110.101.275000.000000.00000
2222016.06.08 02:43close1110.101.276010.000000.000007.301400.09
2232016.06.10 23:56sell1120.101.277120.000000.00000
2242016.06.13 04:19sell1130.101.280430.000000.00000
2252016.06.13 10:00close1130.101.278440.000000.0000014.871414.96
2262016.06.13 10:00close1120.101.278440.000000.00000-11.181403.78
2272016.06.13 22:05sell1140.101.279740.000000.00000
2282016.06.14 11:05close1140.101.285250.000000.00000-43.721360.06
2292016.06.14 23:30sell1150.121.286130.000000.00000
2302016.06.15 09:43close1150.121.285130.000000.000008.321368.37
2312016.06.16 22:07sell1160.101.296510.000000.00000
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