Strategy Tester Report
Generic A-TLP v.12.39_RUS
Alpari-ECN1 (Build 1031)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2016.01.04 02:00 - 2017.02.10 23:45 (2016.01.04 - 2017.02.12)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; SetName="AUDCAD M15"; ForbidTradeIfSetNameWarning=true; every_tick=true; MagicNumber=170101; Slippage=2; Lots=0.01; Auto_Risk=5; MM_Depo=0; MaxAmountCurrency=0; MaxAmountCurrencyPair=0; MaxAmount_SkipManualTrades=true; CheckSpreadOnSellOpen=true; CheckSpreadOnBuyClose=false; Max_Spread=7; Max_Spread_On_Close=4; MaxSpreadOnClose_Profit=20; Stop_Loss=74; Take_Profit=120; TP_perc=0; min_TP=10; MaxDailyRange=75; MDRFromHiLo=false; CheckMDRAfter0=true; Hedging=true; S_8="<==== MULTI ORDERS ====>"; TotalOrders=1; OrdersDistance=5; MinPause=0; MaxConsecutiveOrders=0; OpenAfterTradeHours=false; DoNotCheckAfterFirst=false; CloseSimultaneously=false; S_2="<==== ENTER SETTINGS ====>"; S_21="Настройки Bollinger Band"; BB_Period=12; BB_Deviation=2; Entry_Break=3; Min_Volatility=15; OnlyBid=true; S_22="Настройки CCI"; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=1000; barcount=8; S_24="При паузе = 0 - выкл."; pause=240; sizeloss=68; S_4="<==== Trailing stop/Breakeven ====>"; Trail_Start=0; Trail_Size=7; Trail_Step=1; Trail_Minutes=0; Trail_From_BE_Line=true; rollover_trall_end=true; BE_Start=0; BE_Dist=1; BE_Minutes=0; BE_After_Hour=-1; BE_After_Min=0; S_3="<==== EXIT SETTINGS ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=140; Time_Profit_Pips=15; FixMondayTimeBug=false; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-13; Exit_Profit_Pips=2; S_33="При MA_period = 0 - выкл."; MA_period=2; Reverse_Profit=20; S_35="При PartialClose_Percent = 0 - выкл."; PartialClose_Percent=0; Part_Profit_Pips=0; Part_Distance=-10; Part_AllowCloseFull=false; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_36="При HardExit_Minutes = 0 и HardExit_TimeHour = -1 - выкл."; HardExit_Minutes=0; HardExit_TimeHour=-1; HardExit_Profit=-100; S_5="<==== Trade Time Filter ====>"; GMT_Offset=2; DST=true; TradeAllDaysInTheSameTime=false; SkipDay=0; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=true; MONDAY_Start_Trade_Hour=23; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=2; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=true; TUESDAY_Start_Trade_Hour=23; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=2; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=true; WEDNESDAY_Start_Trade_Hour=23; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=23; WEDNESDAY_End_Trade_Minute=59; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=23; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=2; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=true; FRIDAY_Start_Trade_Hour=21; FRIDAY_Start_Trade_Minute=30; FRIDAY_End_Trade_Hour=2; FRIDAY_End_Trade_Minute=0; S_6="<==== Roll Over Filter ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=true; rollover_start="23:59"; rollover_end="00:25"; S_9="<==== News Filter ====>"; UseNewsFilter=false; CloseTimeBeforeNews=30; News_CloseProfit=-100; TimeBeforeNews=60; TimeAfterNews=120; Vhigh=true; Vmedium=true; Vlow=true; NewsSymb="USD,EUR,GBP,CHF,CAD,AUD,NZD,JPY"; highc=Red; mediumc=Lime; lowc=Blue; S_7="<==== Other Settings ====>"; showinfopanel=true; Col_info=Navy; Col_info2=Gray; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false; Comm="AUDCAD";
Баров в истории27821Смоделировано тиков32306695Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредVariable
Чистая прибыль48.20Общая прибыль76.65Общий убыток-28.45
Прибыльность2.69Матожидание выигрыша0.31
Абсолютная просадка2.36Максимальная просадка10.60 (6.95%)Относительная просадка6.95% (10.60)
Всего сделок158Короткие позиции (% выигравших)77 (97.40%)Длинные позиции (% выигравших)81 (96.30%)
Прибыльные сделки (% от всех)153 (96.84%)Убыточные сделки (% от всех)5 (3.16%)
Самая большаяприбыльная сделка4.16убыточная сделка-5.78
Средняяприбыльная сделка0.50убыточная сделка-5.69
Максимальное количествонепрерывных выигрышей (прибыль)52 (25.53)непрерывных проигрышей (убыток)1 (-5.78)
Макс.непрерывная прибыль (число выигрышей)25.53 (52)непрерывный убыток (число проигрышей)-5.78 (1)
Среднийнепрерывный выигрыш26непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.07 23:55sell10.010.988980.000000.00000
22016.01.07 23:55modify10.010.988980.996380.97698
32016.01.08 03:15close10.010.988570.996380.976980.27100.27
42016.01.08 22:17sell20.010.987890.000000.00000
52016.01.08 22:17modify20.010.987890.995290.97589
62016.01.08 22:38close20.010.987630.995290.975890.20100.47
72016.01.08 23:43buy30.010.985600.000000.00000
82016.01.08 23:43modify30.010.985600.978200.99760
92016.01.11 00:00close30.010.987310.978200.997601.32101.79
102016.01.11 00:20buy40.010.985050.000000.00000
112016.01.11 00:20modify40.010.985050.977650.99705
122016.01.11 02:44close40.010.985210.977650.997050.12101.91
132016.01.11 23:02sell50.010.994760.000000.00000
142016.01.11 23:02modify50.010.994761.002160.98276
152016.01.12 00:40close50.010.994041.002160.982760.51102.42
162016.01.12 01:40buy60.010.993210.000000.00000
172016.01.12 01:40modify60.010.993210.985811.00521
182016.01.12 01:49close60.010.993670.985811.005210.36102.78
192016.01.13 00:22buy70.010.995950.000000.00000
202016.01.13 00:22modify70.010.995950.988551.00795
212016.01.13 01:18close70.010.996500.988551.007950.42103.20
222016.01.13 23:58buy80.010.998010.000000.00000
232016.01.13 23:58modify80.010.998010.990611.01001
242016.01.14 04:03close80.010.998260.990611.010010.25103.45
252016.01.15 01:32sell90.011.004180.000000.00000
262016.01.15 01:32modify90.011.004181.011580.99218
272016.01.15 01:38close90.011.004011.011580.992180.13103.58
282016.01.15 23:34sell100.010.998120.000000.00000
292016.01.15 23:34modify100.010.998121.005520.98612
302016.01.15 23:53close100.010.997111.005520.986120.77104.35
312016.01.19 01:00sell110.011.000580.000000.00000
322016.01.19 01:00modify110.011.000581.007980.98858
332016.01.19 01:12close110.010.998961.007980.988581.24105.59
342016.01.21 23:00sell120.011.001060.000000.00000
352016.01.21 23:00modify120.011.001061.008460.98906
362016.01.21 23:48close120.010.998631.008460.989061.85107.44
372016.01.25 23:57sell130.010.993700.000000.00000
382016.01.25 23:57modify130.010.993701.001100.98170
392016.01.26 00:07close130.010.992971.001100.981700.52107.97
402016.01.26 23:45sell140.010.988910.000000.00000
412016.01.26 23:45modify140.010.988910.996310.97691
422016.01.27 00:54close140.010.988410.996310.976910.34108.31
432016.01.27 23:27buy150.010.990280.000000.00000
442016.01.27 23:27modify150.010.990280.982881.00228
452016.01.28 00:39close150.010.991020.982881.002280.62108.93
462016.01.28 23:59buy160.010.993880.000000.00000
472016.01.28 23:59modify160.010.993880.986481.00588
482016.01.29 00:14close160.010.994300.986481.005880.34109.26
492016.01.29 00:21buy170.010.993590.000000.00000
502016.01.29 00:21modify170.010.993590.986191.00559
512016.01.29 00:32close170.010.993980.986191.005590.29109.55
522016.01.29 21:36buy180.010.990920.000000.00000
532016.01.29 21:36modify180.010.990920.983521.00292
542016.02.01 08:30close180.010.991110.983521.002920.17109.72
552016.02.01 23:53sell190.010.991630.000000.00000
562016.02.01 23:53modify190.010.991630.999030.97963
572016.02.02 02:40close190.010.991420.999030.979630.12109.84
582016.02.03 00:43buy200.010.987990.000000.00000
592016.02.03 00:43modify200.010.987990.980590.99999
602016.02.03 01:19close200.010.988940.980590.999990.73110.57
612016.02.03 23:11buy210.010.987770.000000.00000
622016.02.03 23:11modify210.010.987770.980370.99977
632016.02.04 02:38close210.010.987920.980370.999770.16110.73
642016.02.05 00:14sell220.010.990570.000000.00000
652016.02.05 00:14modify220.010.990570.997970.97857
662016.02.05 00:39close220.010.989790.997970.978570.60111.33
672016.02.05 23:00sell230.010.983620.000000.00000
682016.02.05 23:00modify230.010.983620.991020.97162
692016.02.08 01:00close230.010.983120.991020.971620.35111.69
702016.02.08 01:31sell240.010.984280.000000.00000
712016.02.08 01:31modify240.010.984280.991680.97228
722016.02.08 04:42close240.010.984090.991680.972280.15111.84
732016.02.09 01:16buy250.010.986180.000000.00000
742016.02.09 01:16modify250.010.986180.978780.99818
752016.02.09 04:42s/l250.010.978840.978840.99818-5.61106.23
762016.02.11 23:14buy260.010.987560.000000.00000
772016.02.11 23:14modify260.010.987560.980160.99956
782016.02.11 23:42close260.010.989900.980160.999561.78108.01
792016.02.12 00:41sell270.010.991270.000000.00000
802016.02.12 00:41modify270.010.991270.998670.97927
812016.02.12 02:21close270.010.989730.998670.979271.17109.18
822016.02.12 23:41sell280.010.984870.000000.00000
832016.02.12 23:41modify280.010.984870.992270.97287
842016.02.15 01:39close280.010.984770.992270.972870.04109.22
852016.02.19 00:29buy290.010.982190.000000.00000
862016.02.19 00:29modify290.010.982190.974790.99419
872016.02.19 00:40close290.010.982470.974790.994190.21109.43
882016.02.19 21:40sell300.010.984230.000000.00000
892016.02.19 21:40modify300.010.984230.991630.97223
902016.02.19 21:59close300.010.984000.991630.972230.17109.60
912016.02.19 22:33sell310.010.984590.000000.00000
922016.02.19 22:33modify310.010.984590.991990.97259
932016.02.19 23:29close310.010.984420.991990.972590.13109.73
942016.02.22 00:03sell320.010.985800.000000.00000
952016.02.22 00:03modify320.010.985800.993200.97380
962016.02.22 01:03close320.010.984200.993200.973801.22110.95
972016.02.24 00:46buy330.010.992030.000000.00000
982016.02.24 00:46modify330.010.992030.984631.00403
992016.02.24 02:00close330.010.992610.984631.004030.45111.40
1002016.02.29 00:31buy340.010.963100.000000.00000
1012016.02.29 00:31modify340.010.963100.955700.97510
1022016.02.29 00:42close340.010.963310.955700.975100.17111.57
1032016.02.29 01:17sell350.010.964590.000000.00000
1042016.02.29 01:17modify350.010.964590.971990.95259
1052016.02.29 02:10close350.010.963520.971990.952590.82112.39
1062016.03.01 23:29sell360.010.963350.000000.00000
1072016.03.01 23:29modify360.010.963350.970750.95135
1082016.03.01 23:58close360.010.962120.970750.951350.94113.33
1092016.03.02 00:40sell370.010.963760.000000.00000
1102016.03.02 00:40modify370.010.963760.971160.95176
1112016.03.02 02:09close370.010.963290.971160.951760.36113.69
1122016.03.07 00:00buy380.010.987360.000000.00000
1132016.03.07 00:00modify380.010.987360.979960.99936
1142016.03.07 02:42close380.010.988490.979960.999360.87114.56
1152016.03.09 00:58buy390.010.996680.000000.00000
1162016.03.09 00:58modify390.010.996680.989281.00868
1172016.03.09 01:02close390.010.997150.989281.008680.36114.92
1182016.03.11 00:20buy400.010.993560.000000.00000
1192016.03.11 00:20modify400.010.993560.986161.00556
1202016.03.11 00:31close400.010.993730.986161.005560.13115.05
1212016.03.11 01:40sell410.010.995120.000000.00000
1222016.03.11 01:40modify410.010.995121.002520.98312
1232016.03.11 02:12close410.010.994461.002520.983120.50115.55
1242016.03.11 23:29buy420.010.999250.000000.00000
1252016.03.11 23:29modify420.010.999250.991851.01125
1262016.03.14 00:33close420.010.999530.991851.011250.24115.79
1272016.03.14 01:26sell430.011.000200.000000.00000
1282016.03.14 01:26modify430.011.000201.007600.98820
1292016.03.14 08:03close430.011.000081.007600.988200.10115.89
1302016.03.15 01:55sell440.010.997480.000000.00000
1312016.03.15 01:55modify440.010.997481.004880.98548
1322016.03.15 02:54close440.010.996661.004880.985480.63116.52
1332016.03.16 00:11sell450.010.996770.000000.00000
1342016.03.16 00:11modify450.010.996771.004170.98477
1352016.03.16 00:38close450.010.996521.004170.984770.20116.72
1362016.03.16 23:45sell460.010.992900.000000.00000
1372016.03.16 23:45modify460.010.992901.000300.98090
1382016.03.17 00:30close460.010.990761.000300.980901.53118.25
1392016.03.18 01:16sell470.010.993660.000000.00000
1402016.03.18 01:16modify470.010.993661.001060.98166
1412016.03.18 02:05close470.010.992511.001060.981660.88119.13
1422016.03.21 01:26sell480.010.990580.000000.00000
1432016.03.21 01:26modify480.010.990580.997980.97858
1442016.03.21 03:01close480.010.990450.997980.978580.09119.22
1452016.03.22 01:48buy490.010.991410.000000.00000
1462016.03.22 01:48modify490.010.991410.984011.00341
1472016.03.22 04:02close490.010.991680.984011.003410.21119.43
1482016.03.25 22:15buy500.010.995780.000000.00000
1492016.03.25 22:15modify500.010.995780.988381.00778
1502016.03.28 00:03close500.010.996600.988381.007780.65120.07
1512016.03.28 01:00sell510.010.998060.000000.00000
1522016.03.28 01:00modify510.010.998061.005460.98606
1532016.03.28 01:36close510.010.996001.005460.986061.57121.64
1542016.03.30 00:02buy520.010.996990.000000.00000
1552016.03.30 00:02modify520.010.996990.989591.00899
1562016.03.30 00:22close520.010.997210.989591.008990.17121.81
1572016.04.04 01:06sell530.011.000610.000000.00000
1582016.04.04 01:06modify530.011.000611.008010.98861
1592016.04.04 01:18close530.011.000181.008010.988610.33122.14
1602016.04.05 01:31buy540.010.993600.000000.00000
1612016.04.05 01:31modify540.010.993600.986201.00560
1622016.04.05 01:33close540.010.993770.986201.005600.13122.27
1632016.04.06 00:25buy550.010.990770.000000.00000
1642016.04.06 00:25modify550.010.990770.983371.00277
1652016.04.06 00:52close550.010.990980.983371.002770.16122.43
1662016.04.11 00:05buy560.010.980460.000000.00000
1672016.04.11 00:05modify560.010.980460.973060.99246
1682016.04.11 00:48close560.010.981020.973060.992460.43122.86
1692016.04.14 23:33buy570.010.988170.000000.00000
1702016.04.14 23:33modify570.010.988170.980771.00017
1712016.04.15 01:32close570.010.988290.980771.000170.11122.97
1722016.04.15 23:41buy580.010.989930.000000.00000
1732016.04.15 23:41modify580.010.989930.982531.00193
1742016.04.15 23:54close580.010.990580.982531.001930.49123.46
1752016.04.18 01:02sell590.010.992610.000000.00000
1762016.04.18 01:02modify590.010.992611.000010.98061
1772016.04.18 02:50close590.010.990961.000010.980611.26124.72
1782016.04.18 23:40buy600.010.990710.000000.00000
1792016.04.18 23:40modify600.010.990710.983311.00271
1802016.04.19 00:38close600.010.991200.983311.002710.40125.12
1812016.04.19 23:00sell610.010.989800.000000.00000
1822016.04.19 23:00modify610.010.989800.997200.97780
1832016.04.20 03:19close610.010.989470.997200.977800.21125.33
1842016.04.21 23:44buy620.010.984530.000000.00000
1852016.04.21 23:44modify620.010.984530.977130.99653
1862016.04.21 23:50close620.010.984970.977130.996530.34125.67
1872016.04.22 00:07buy630.010.984430.000000.00000
1882016.04.22 00:07modify630.010.984430.977030.99643
1892016.04.22 00:15close630.010.984890.977030.996430.35126.02
1902016.04.25 00:13buy640.010.975690.000000.00000
1912016.04.25 00:13modify640.010.975690.968290.98769
1922016.04.25 01:36close640.010.976280.968290.987690.45126.47
1932016.04.29 21:46buy650.010.953740.000000.00000
1942016.04.29 21:46modify650.010.953740.946340.96574
1952016.04.29 22:47close650.010.954070.946340.965740.25126.72
1962016.05.02 01:26sell660.010.955210.000000.00000
1972016.05.02 01:26modify660.010.955210.962610.94321
1982016.05.02 03:36close660.010.954890.962610.943210.24126.96
1992016.05.09 01:08sell670.010.952590.000000.00000
2002016.05.09 01:08modify670.010.952590.959990.94059
2012016.05.09 08:39close670.010.952410.959990.940590.14127.10
2022016.05.11 00:15sell680.010.952430.000000.00000
2032016.05.11 00:15modify680.010.952430.959830.94043
2042016.05.11 01:13close680.010.951550.959830.940430.67127.77
2052016.05.30 01:29sell690.010.937220.000000.00000
2062016.05.30 01:29modify690.010.937220.944620.92522
2072016.05.30 03:35close690.010.936290.944620.925220.72128.49
2082016.05.31 23:37buy700.010.946740.000000.00000
2092016.05.31 23:37modify700.010.946740.939340.95874
2102016.06.01 00:30close700.010.946930.939340.958740.16128.65
2112016.06.03 22:29sell710.010.952340.000000.00000
2122016.06.03 22:29modify710.010.952340.959740.94034
2132016.06.06 01:27buy720.010.952220.000000.00000
2142016.06.06 01:27modify720.010.952220.944820.96422
2152016.06.06 01:40close710.010.951600.959740.940340.53129.18
2162016.06.06 10:55close720.010.952480.944820.964220.20129.38
2172016.06.08 23:20buy730.010.948580.000000.00000
2182016.06.08 23:20modify730.010.948580.941180.96058
2192016.06.09 00:00close730.010.949070.941180.960580.43129.81
2202016.06.13 00:00sell740.010.943260.000000.00000
2212016.06.13 00:01modify740.010.943260.950660.93126
2222016.06.13 01:07close740.010.942040.950660.931260.93130.74
2232016.06.13 23:54sell750.010.947050.000000.00000
2242016.06.13 23:54modify750.010.947050.954450.93505
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2412016.06.30 23:59buy810.010.963170.000000.00000
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3032016.09.30 23:04close1010.011.004700.996741.016140.43134.09
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3212016.10.18 00:48close1070.011.001561.009900.990500.71135.69
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3332016.10.27 01:01close1110.011.022781.030891.011490.44136.87
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3632016.11.21 11:10close1210.010.989970.982421.001820.12143.85
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3932016.12.19 02:41close1310.010.972690.965180.984580.09150.48
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4112017.01.02 00:10close1370.010.968920.960880.980280.50152.43
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4412017.01.18 01:14close1470.010.986540.978820.998220.25144.58
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4632017.02.03 22:33sell1550.011.000560.000000.00000
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