Strategy Tester Report
Generic A-TLP v.11.87_ENG
Tickmill-DemoUK (Build 1010)

СимволAUDNZD (Australian Dollar vs New Zealand Dollar)
Период15 Минут (M15) 2016.01.04 00:00 - 2017.01.24 23:45 (2016.01.01 - 2017.01.25)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="standart"; MagicNumber=444444111; Show_Info_Panel=true; Col_info=LightGreen; Max_Spread=4; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=62; 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; period_StDev=0; 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=10000; time_break=240; loss=60; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=150; Time_Profit_Pips=20; Exit_Distance=-2; Exit_Profit_Pips=-18; ma_period=2; Reverse_Profit=22; 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="23:55"; rollover_end="00:25"; 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="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="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории26585Смоделировано тиков25351567Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (11)
Чистая прибыль71.02Общая прибыль100.79Общий убыток-29.77
Прибыльность3.39Матожидание выигрыша0.76
Абсолютная просадка12.20Максимальная просадка16.12 (15.51%)Относительная просадка15.51% (16.12)
Всего сделок93Короткие позиции (% выигравших)33 (81.82%)Длинные позиции (% выигравших)60 (81.67%)
Прибыльные сделки (% от всех)76 (81.72%)Убыточные сделки (% от всех)17 (18.28%)
Самая большаяприбыльная сделка5.10убыточная сделка-4.54
Средняяприбыльная сделка1.33убыточная сделка-1.75
Максимальное количествонепрерывных выигрышей (прибыль)20 (32.43)непрерывных проигрышей (убыток)3 (-7.18)
Макс.непрерывная прибыль (число выигрышей)32.43 (20)непрерывный убыток (число проигрышей)-7.18 (3)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.08 23:39buy10.011.062990.000000.00000
22016.01.08 23:39modify10.011.062991.056791.07699
32016.01.11 01:51close10.011.064731.056791.076991.21101.21
42016.01.15 22:55buy20.011.062470.000000.00000
52016.01.15 22:55modify20.011.062471.056271.07647
62016.01.18 00:25close20.011.065481.056271.076472.13103.33
72016.01.19 23:45sell30.011.069440.000000.00000
82016.01.19 23:45modify30.011.069441.075641.05544
92016.01.19 23:45s/l30.011.075641.075641.05544-4.5398.80
102016.01.21 22:57buy40.011.073370.000000.00000
112016.01.21 22:57modify40.011.073371.067171.08737
122016.01.22 02:02close40.011.072541.067171.08737-0.6698.14
132016.01.26 22:28buy50.011.077110.000000.00000
142016.01.26 22:28modify50.011.077111.070911.09111
152016.01.27 00:33close50.011.078511.070911.091110.9799.10
162016.02.01 22:31buy60.011.087320.000000.00000
172016.02.01 22:31modify60.011.087321.081121.10132
182016.02.02 04:02close60.011.086151.081121.10132-0.9098.20
192016.02.02 23:44buy70.011.083990.000000.00000
202016.02.02 23:44modify70.011.083991.077791.09799
212016.02.02 23:45s/l70.011.077791.077791.09799-4.5393.67
222016.02.08 00:10sell80.011.068190.000000.00000
232016.02.08 00:10modify80.011.068191.074391.05419
242016.02.08 03:47close80.011.068011.074391.054190.1093.77
252016.02.09 22:56sell90.011.065480.000000.00000
262016.02.09 22:56modify90.011.065481.071681.05148
272016.02.10 01:27close90.011.064381.071681.051480.7894.55
282016.02.11 22:57buy100.011.057550.000000.00000
292016.02.11 22:57modify100.011.057551.051351.07155
302016.02.12 01:04close100.011.059301.051351.071551.2295.76
312016.02.16 00:08sell110.011.074300.000000.00000
322016.02.16 00:08modify110.011.074301.080501.06030
332016.02.16 03:18close110.011.074241.080501.060300.0195.77
342016.02.22 00:06buy120.011.075780.000000.00000
352016.02.22 00:06modify120.011.075781.069581.08978
362016.02.22 01:58close120.011.078201.069581.089781.7397.50
372016.02.26 00:58buy130.011.073750.000000.00000
382016.02.26 00:58modify130.011.073751.067551.08775
392016.02.26 07:31s/l130.011.067551.067551.08775-4.5392.97
402016.02.29 00:00sell140.011.080060.000000.00000
412016.02.29 00:00modify140.011.080061.086261.06606
422016.02.29 08:31close140.011.081851.086261.06606-1.3391.64
432016.03.01 00:50buy150.011.081600.000000.00000
442016.03.01 00:50modify150.011.081601.075401.09560
452016.03.01 05:32close150.011.079821.075401.09560-1.3290.32
462016.03.02 00:28buy160.011.080640.000000.00000
472016.03.02 00:28modify160.011.080641.074441.09464
482016.03.02 02:30close160.011.082201.074441.094641.1091.42
492016.03.07 00:03buy170.011.089540.000000.00000
502016.03.07 00:03modify170.011.089541.083341.10354
512016.03.07 01:32close170.011.091641.083341.103541.5092.92
522016.03.07 22:07sell180.011.102600.000000.00000
532016.03.07 22:07modify180.011.102601.108801.08860
542016.03.07 23:23close180.011.100381.108801.088601.5894.50
552016.03.07 23:57buy190.011.097680.000000.00000
562016.03.07 23:57modify190.011.097681.091481.11168
572016.03.08 01:13close190.011.099891.091481.111681.5696.06
582016.03.18 23:57buy200.011.117730.000000.00000
592016.03.18 23:57modify200.011.117731.111531.13173
602016.03.21 01:23close200.011.119491.111531.131731.2297.28
612016.03.25 23:12buy210.011.119880.000000.00000
622016.03.25 23:12modify210.011.119881.113681.13388
632016.03.25 23:34close210.011.121771.113681.133881.3498.62
642016.03.28 00:06sell220.011.124000.000000.00000
652016.03.28 00:06modify220.011.124001.130201.11000
662016.03.28 00:53close220.011.121721.130201.110001.62100.24
672016.03.29 22:27sell230.011.114640.000000.00000
682016.03.29 22:27modify230.011.114641.120841.10064
692016.03.30 00:29close230.011.113051.120841.100641.14101.38
702016.03.30 00:41buy240.011.111790.000000.00000
712016.03.30 00:41modify240.011.111791.105591.12579
722016.03.30 02:38close240.011.113981.105591.125791.55102.93
732016.04.01 23:58buy250.011.111820.000000.00000
742016.04.01 23:58modify250.011.111821.105621.12582
752016.04.04 00:50close250.011.113861.105621.125821.43104.35
762016.04.08 23:58buy260.011.107390.000000.00000
772016.04.08 23:59modify260.011.107391.101191.12139
782016.04.11 01:46close260.011.109311.101191.121391.34105.69
792016.04.15 23:58buy270.011.114460.000000.00000
802016.04.15 23:58modify270.011.114461.108261.12846
812016.04.18 01:44close270.011.116521.108261.128461.45107.13
822016.04.25 00:04buy280.011.122740.000000.00000
832016.04.25 00:04modify280.011.122741.116541.13674
842016.04.25 03:54close280.011.123431.116541.136740.48107.61
852016.04.26 00:09buy290.011.123770.000000.00000
862016.04.26 00:09modify290.011.123771.117571.13777
872016.04.26 10:18close290.011.121981.117571.13777-1.33106.28
882016.05.04 00:26buy300.011.081070.000000.00000
892016.05.04 00:26modify300.011.081071.074871.09507
902016.05.04 01:28close300.011.082801.074871.095071.23107.51
912016.05.09 00:25sell310.011.078640.000000.00000
922016.05.09 00:26modify310.011.078641.084841.06464
932016.05.09 02:55close310.011.077751.084841.064640.62108.13
942016.05.11 00:02buy320.011.084390.000000.00000
952016.05.11 00:02modify320.011.084391.078191.09839
962016.05.11 08:21close320.011.082621.078191.09839-1.32106.81
972016.05.13 00:13buy330.011.072730.000000.00000
982016.05.13 00:13modify330.011.072731.066531.08673
992016.05.13 05:17close330.011.073461.066531.086730.50107.31
1002016.05.16 00:01buy340.011.071360.000000.00000
1012016.05.16 00:01modify340.011.071361.065161.08536
1022016.05.16 01:39close340.011.073331.065161.085361.40108.71
1032016.05.23 00:04buy350.011.065910.000000.00000
1042016.05.23 00:04modify350.011.065911.059711.07991
1052016.05.23 01:36close350.011.067431.059711.079911.07109.78
1062016.05.26 23:26sell360.011.071850.000000.00000
1072016.05.26 23:26modify360.011.071851.078051.05785
1082016.05.27 02:00close360.011.069981.078051.057851.34111.12
1092016.06.10 00:04sell370.011.046720.000000.00000
1102016.06.10 00:04modify370.011.046721.052921.03272
1112016.06.10 01:50close370.011.044901.052921.032721.29112.41
1122016.06.13 23:58buy380.011.046720.000000.00000
1132016.06.13 23:58modify380.011.046721.040521.06072
1142016.06.14 02:04close380.011.048001.040521.060720.88113.29
1152016.06.20 00:01sell390.011.050260.000000.00000
1162016.06.20 00:01modify390.011.050261.056461.03626
1172016.06.20 01:54close390.011.048031.056461.036261.59114.88
1182016.06.21 00:05buy400.011.046340.000000.00000
1192016.06.21 00:05modify400.011.046341.040141.06034
1202016.06.21 00:56close400.011.048711.040141.060341.69116.57
1212016.06.24 00:06buy410.011.047490.000000.00000
1222016.06.24 00:06modify410.011.047491.041291.06149
1232016.06.24 00:25close410.011.049571.041291.061491.48118.05
1242016.06.24 00:31buy420.011.047560.000000.00000
1252016.06.24 00:31modify420.011.047561.041361.06156
1262016.06.24 00:33close420.011.049511.041361.061561.39119.44
1272016.06.24 00:34sell430.011.050570.000000.00000
1282016.06.24 00:34modify430.011.050571.056771.03657
1292016.06.24 02:18close430.011.047731.056771.036572.04121.48
1302016.06.24 23:51buy440.011.046990.000000.00000
1312016.06.24 23:51modify440.011.046991.040791.06099
1322016.06.27 00:25close440.011.049371.040791.060991.68123.16
1332016.07.01 00:04buy450.011.042550.000000.00000
1342016.07.01 00:04modify450.011.042551.036351.05655
1352016.07.01 02:14close450.011.044171.036351.056551.14124.30
1362016.07.01 22:56sell460.011.046340.000000.00000
1372016.07.01 22:56modify460.011.046341.052541.03234
1382016.07.04 00:25close460.011.039281.052541.032345.10129.40
1392016.07.04 00:25buy470.011.039280.000000.00000
1402016.07.04 00:25modify470.011.039281.033081.05328
1412016.07.04 02:50close470.011.041071.033081.053281.27130.67
1422016.07.08 23:58buy480.011.035600.000000.00000
1432016.07.08 23:58modify480.011.035601.029401.04960
1442016.07.11 03:35close480.011.037051.029401.049601.00131.66
1452016.07.13 00:04buy490.011.043000.000000.00000
1462016.07.13 00:04modify490.011.043001.036801.05700
1472016.07.13 02:00close490.011.044731.036801.057001.23132.89
1482016.07.15 23:33buy500.011.062250.000000.00000
1492016.07.15 23:33modify500.011.062251.056051.07625
1502016.07.15 23:42close500.011.064041.056051.076251.27134.16
1512016.07.15 23:45buy510.011.062140.000000.00000
1522016.07.15 23:45modify510.011.062141.055941.07614
1532016.07.18 00:29close510.011.064301.055941.076141.51135.67
1542016.07.18 23:23buy520.011.066710.000000.00000
1552016.07.18 23:23modify520.011.066711.060511.08071
1562016.07.19 00:25close520.011.071701.060511.080713.58139.24
1572016.07.19 00:25sell530.011.071700.000000.00000
1582016.07.19 00:25modify530.011.071701.077901.05770
1592016.07.19 03:36close530.011.072971.077901.05770-0.95138.29
1602016.07.25 00:07buy540.011.064690.000000.00000
1612016.07.25 00:07modify540.011.064691.058491.07869
1622016.07.25 01:00close540.011.066901.058491.078691.57139.86
1632016.07.26 00:06buy550.011.066430.000000.00000
1642016.07.26 00:06modify550.011.066431.060231.08043
1652016.07.26 02:21close550.011.067761.060231.080430.93140.79
1662016.07.29 00:38buy560.011.058600.000000.00000
1672016.07.29 00:38modify560.011.058601.052401.07260
1682016.07.29 01:08close560.011.060571.052401.072601.40142.19
1692016.08.01 00:22sell570.011.054780.000000.00000
1702016.08.01 00:22modify570.011.054781.060981.04078
1712016.08.01 04:01close570.011.054011.060981.040780.53142.72
1722016.08.01 22:59buy580.011.050280.000000.00000
1732016.08.01 22:59modify580.011.050281.044081.06428
1742016.08.02 01:35close580.011.050921.044081.064280.41143.13
1752016.08.03 00:04buy590.011.049270.000000.00000
1762016.08.03 00:04modify590.011.049271.043071.06327
1772016.08.03 01:33close590.011.050931.043071.063271.18144.31
1782016.08.09 00:37buy600.011.070360.000000.00000
1792016.08.09 00:37modify600.011.070361.064161.08436
1802016.08.09 07:35close600.011.069581.064161.08436-0.59143.72
1812016.08.15 00:05sell610.011.064710.000000.00000
1822016.08.15 00:05modify610.011.064711.070911.05071
1832016.08.15 03:22close610.011.064191.070911.050710.35144.07
1842016.08.19 00:04buy620.011.052980.000000.00000
1852016.08.19 00:04modify620.011.052981.046781.06698
1862016.08.19 01:00close620.011.054821.046781.066981.31145.38
1872016.08.23 00:02buy630.011.044060.000000.00000
1882016.08.23 00:02modify630.011.044061.037861.05806
1892016.08.23 00:30close630.011.046551.037861.058061.78147.16
1902016.08.23 23:34sell640.011.045120.000000.00000
1912016.08.23 23:34modify640.011.045121.051321.03112
1922016.08.24 04:14close640.011.044881.051321.031120.15147.31
1932016.09.05 00:00sell650.011.039550.000000.00000
1942016.09.05 00:01modify650.011.039551.045751.02555
1952016.09.05 01:55close650.011.037771.045751.025551.27148.58
1962016.09.13 22:40sell660.011.030290.000000.00000
1972016.09.13 22:40modify660.011.030291.036491.01629
1982016.09.14 01:08close660.011.028841.036491.016291.03149.61
1992016.09.19 00:04buy670.011.028810.000000.00000
2002016.09.19 00:04modify670.011.028811.022611.04281
2012016.09.19 00:44close670.011.030881.022611.042811.48151.09
2022016.10.03 00:13sell680.011.053170.000000.00000
2032016.10.03 00:13modify680.011.053171.059371.03917
2042016.10.03 06:48close680.011.053161.059371.03917-0.02151.07
2052016.10.05 00:29sell690.011.058480.000000.00000
2062016.10.05 00:29modify690.011.058481.064681.04448
2072016.10.05 09:51close690.011.060271.064681.04448-1.33149.74
2082016.10.10 00:51sell700.011.061610.000000.00000
2092016.10.10 00:51modify700.011.061611.067811.04761
2102016.10.10 01:03close700.011.059401.067811.047611.57151.31
2112016.10.18 00:44buy710.011.067610.000000.00000
2122016.10.18 00:44modify710.011.067611.061411.08161
2132016.10.18 03:39close710.011.065821.061411.08161-1.33149.98
2142016.10.24 00:45sell720.011.063160.000000.00000
2152016.10.24 00:45modify720.011.063161.069361.04916
2162016.10.24 03:27close720.011.061861.069361.049160.92150.90
2172016.11.02 00:44buy730.011.062550.000000.00000
2182016.11.02 00:45modify730.011.062551.056351.07655
2192016.11.02 05:00s/l730.011.056351.056351.07655-4.54146.36
2202016.11.07 00:00buy740.011.045520.000000.00000
2212016.11.07 00:00modify740.011.045521.039321.05952
2222016.11.07 01:06close740.011.047741.039321.059521.58147.94
2232016.11.09 00:27sell750.011.051880.000000.00000
2242016.11.09 00:27modify750.011.051881.058081.03788
2252016.11.09 02:06close750.011.050221.058081.037881.18149.12
2262016.11.14 00:01buy760.011.056250.000000.00000
2272016.11.14 00:01modify760.011.056251.050051.07025
2282016.11.14 00:43close760.011.058481.050051.070251.59150.71
2292016.11.14 23:55buy770.011.061150.000000.00000
2302016.11.14 23:55modify770.011.061151.054951.07515
2312016.11.15 03:35close770.011.062271.054951.075150.76151.47
2322016.11.21 00:00sell780.011.048360.000000.00000
2332016.11.21 00:00modify780.011.048361.054561.03436
2342016.11.21 00:46close780.011.046131.054561.034361.59153.06
2352016.11.25 00:03buy790.011.056790.000000.00000
2362016.11.25 00:03modify790.011.056791.050591.07079
2372016.11.25 01:02close790.011.058371.050591.070791.12154.18
2382016.11.25 22:59sell800.011.056940.000000.00000
2392016.11.25 22:59modify800.011.056941.063141.04294
2402016.11.25 23:51close800.011.055001.063141.042941.38155.56
2412016.12.05 00:06buy810.011.041500.000000.00000
2422016.12.05 00:06modify810.011.041501.035301.05550
2432016.12.05 00:25close810.011.044061.035301.055501.83157.39
2442016.12.05 00:57sell820.011.046060.000000.00000
2452016.12.05 00:57modify820.011.046061.052261.03206
2462016.12.05 01:07close820.011.043251.052261.032062.01159.40
2472016.12.12 00:56sell830.011.045170.000000.00000
2482016.12.12 00:56modify830.011.045171.051371.03117
2492016.12.12 03:44close830.011.044931.051371.031170.15159.55
2502016.12.19 00:00buy840.011.045930.000000.00000
2512016.12.19 00:00modify840.011.045931.039731.05993
2522016.12.19 07:31close840.011.045531.039731.05993-0.32159.23
2532016.12.26 00:11buy850.011.041550.000000.00000
2542016.12.26 00:11modify850.011.041551.035351.05555
2552016.12.26 01:09close850.011.043781.035351.055551.59160.82
2562016.12.30 23:23sell860.011.039940.000000.00000
2572016.12.30 23:23modify860.011.039941.046141.02594
2582017.01.02 00:25close860.011.035821.046141.025942.97163.79
2592017.01.02 00:25buy870.011.035820.000000.00000
2602017.01.02 00:25modify870.011.035821.029621.04982
2612017.01.02 01:52close870.011.038421.029621.049821.86165.65
2622017.01.03 00:10sell880.011.037560.000000.00000
2632017.01.03 00:10modify880.011.037561.043761.02356
2642017.01.03 02:49close880.011.037831.043761.02356-0.23165.42
2652017.01.03 23:10sell890.011.045230.000000.00000
2662017.01.03 23:10modify890.011.045231.051431.03123
2672017.01.04 00:25close890.011.042821.051431.031231.74167.16
2682017.01.09 00:00buy900.011.046970.000000.00000
2692017.01.09 00:00modify900.011.046971.040771.06097
2702017.01.09 01:27close900.011.048681.040771.060971.22168.38
2712017.01.13 00:01sell910.011.055090.000000.00000
2722017.01.13 00:01modify910.011.055091.061291.04109
2732017.01.13 01:31close910.011.052591.061291.041091.79170.17
2742017.01.17 23:56buy920.011.048060.000000.00000
2752017.01.17 23:56modify920.011.048061.041861.06206
2762017.01.18 02:44close920.011.048311.041861.062060.13170.29
2772017.01.24 00:17buy930.011.047230.000000.00000
2782017.01.24 00:17modify930.011.047231.041031.06123
2792017.01.24 03:14close930.011.048281.041031.061230.73171.02