Strategy Tester Report
Generic A-TLP Final Edition
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)
ПараметрыP_0="<==== Basic settings ====>"; Comm="AUDCAD M15 Generic A-TLP Final Edition"; MagicNumber=111111; Show_Info_Panel=true; Col_info=DarkBlue; Slippage=5; P_1="<==== Spread settings ====>"; Max_Spread=4; Max_Spread_Close=6; Max_Spread_Close_Profit=10; P_2="<==== Money Management ====>"; Auto_Risk=0.01; P_3="<==== Stop Loss, Take Profit ====>"; Stop_Loss=55; Take_Profit=120; P_4="<==== Bollinger Bands Settings ====>"; Channel_Period=15; Deviation=2; Entry_Break=5; Min_Volatility=15; P_5="<==== Other Enter Settings====>"; MaxDailyRange=85; time_break=240; loss=32; LossPauseUseDirection=false; P_6="<==== Morning Close Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; P_6_1="<==== Close Deal Settings ====>"; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=0; Exit_Profit_Pips=-10; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; P_7="<==== Other Settings ====>"; monday_open="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="01:00"; wednesday_pause_stop="23:00"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="01:00"; thursday_pause_stop="23:00"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:45"; sunday_open="08:30"; sunday_close="21:35"; P_8="<==== Time Filter ====>"; UseNewsFilter=true; TimeBeforeNews=240; CloseTimeBeforeNews=0; TimeAfterNews=120; news_offset=2; Vhigh=true; Vmedium=true; Vlow=false; NewsSymb="USD,CAD,AUD"; highc=Red; mediumc=Lime; lowc=Blue; P_9="<==== Other Settings ====>"; VisualDebug=true; BrokerStatToFile=true;
Баров в истории27821Смоделировано тиков32306695Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредVariable
Чистая прибыль28.07Общая прибыль34.06Общий убыток-5.99
Прибыльность5.68Матожидание выигрыша0.54
Абсолютная просадка2.12Максимальная просадка5.01 (4.02%)Относительная просадка4.02% (5.01)
Всего сделок52Короткие позиции (% выигравших)25 (92.00%)Длинные позиции (% выигравших)27 (88.89%)
Прибыльные сделки (% от всех)47 (90.38%)Убыточные сделки (% от всех)5 (9.62%)
Самая большаяприбыльная сделка1.35убыточная сделка-4.11
Средняяприбыльная сделка0.72убыточная сделка-1.20
Максимальное количествонепрерывных выигрышей (прибыль)31 (22.22)непрерывных проигрышей (убыток)1 (-4.11)
Макс.непрерывная прибыль (число выигрышей)22.22 (31)непрерывный убыток (число проигрышей)-4.11 (1)
Среднийнепрерывный выигрыш8непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.07 23:56sell10.010.989290.000000.00000
22016.01.07 23:56modify10.010.989290.994790.97729
32016.01.08 03:15close10.010.989010.994790.977290.18100.18
42016.01.08 23:43buy20.010.985630.000000.00000
52016.01.08 23:43modify20.010.985630.980130.99763
62016.01.11 00:00close20.010.987370.980130.997631.35101.53
72016.01.11 23:02sell30.010.994990.000000.00000
82016.01.11 23:02modify30.010.994991.000490.98299
92016.01.12 01:02close30.010.993931.000490.982990.78102.31
102016.01.14 00:06buy40.010.997190.000000.00000
112016.01.14 00:06modify40.010.997190.991691.00919
122016.01.14 00:48close40.010.998330.991691.009190.87103.18
132016.01.19 23:12sell50.011.007870.000000.00000
142016.01.19 23:12modify50.011.007871.013370.99587
152016.01.19 23:45close50.011.006811.013370.995870.81103.99
162016.01.21 23:00sell60.011.000920.000000.00000
172016.01.21 23:00modify60.011.000921.006420.98892
182016.01.21 23:42close60.010.999891.006420.988920.79104.78
192016.01.26 23:39sell70.010.988710.000000.00000
202016.01.26 23:39modify70.010.988710.994210.97671
212016.01.27 01:00close70.010.987740.994210.976710.71105.50
222016.01.27 23:29buy80.010.990190.000000.00000
232016.01.27 23:29modify80.010.990190.984691.00219
242016.01.28 03:00close80.010.990170.984691.002190.03105.53
252016.02.03 00:51buy90.010.987310.000000.00000
262016.02.03 00:51modify90.010.987310.981810.99931
272016.02.03 01:04close90.010.988430.981810.999310.86106.39
282016.02.11 23:14buy100.010.987600.000000.00000
292016.02.11 23:14modify100.010.987600.982100.99960
302016.02.11 23:35close100.010.988640.982100.999600.79107.18
312016.02.12 00:42sell110.010.991850.000000.00000
322016.02.12 00:42modify110.010.991850.997350.97985
332016.02.12 01:09close110.010.990760.997350.979850.84108.02
342016.02.18 00:17buy120.010.981090.000000.00000
352016.02.18 00:17modify120.010.981090.975590.99309
362016.02.18 02:11close120.010.982080.975590.993090.76108.78
372016.02.24 00:54buy130.010.991660.000000.00000
382016.02.24 00:54modify130.010.991660.986161.00366
392016.02.24 02:25close130.010.992690.986161.003660.79109.57
402016.04.04 23:58sell140.010.995180.000000.00000
412016.04.04 23:58modify140.010.995181.000680.98318
422016.04.05 01:31close140.010.993651.000680.983181.13110.70
432016.04.15 23:44buy150.010.989810.000000.00000
442016.04.15 23:44modify150.010.989810.984311.00181
452016.04.18 00:02close150.010.991000.984311.001810.93111.63
462016.04.18 23:40buy160.010.990800.000000.00000
472016.04.18 23:40modify160.010.990800.985301.00280
482016.04.19 01:59close160.010.991780.985301.002800.77112.39
492016.04.22 23:25buy170.010.976390.000000.00000
502016.04.22 23:25modify170.010.976390.970890.98839
512016.04.25 03:00close170.010.976650.970890.988390.21112.60
522016.05.11 00:11sell180.010.952330.000000.00000
532016.05.11 00:11modify180.010.952330.957830.94033
542016.05.11 03:00close180.010.952030.957830.940330.23112.83
552016.05.31 23:41buy190.010.946460.000000.00000
562016.05.31 23:41modify190.010.946460.940960.95846
572016.06.01 03:08close190.010.946500.940960.958460.05112.87
582016.06.09 00:01sell200.010.951400.000000.00000
592016.06.09 00:01modify200.010.951400.956900.93940
602016.06.09 00:24close200.010.950040.956900.939401.04113.91
612016.06.13 23:56sell210.010.947150.000000.00000
622016.06.13 23:56modify210.010.947150.952650.93515
632016.06.14 03:00close210.010.946720.952650.935150.28114.20
642016.06.22 23:29sell220.010.963930.000000.00000
652016.06.22 23:29modify220.010.963930.969430.95193
662016.06.23 02:41close220.010.962830.969430.951930.73114.93
672016.06.27 23:22buy230.010.959310.000000.00000
682016.06.27 23:22modify230.010.959310.953810.97131
692016.06.28 01:48close230.010.960410.953810.971310.86115.79
702016.06.29 23:53buy240.010.963870.000000.00000
712016.06.29 23:53modify240.010.963870.958370.97587
722016.06.30 02:14close240.010.964950.958370.975870.88116.66
732016.07.07 23:39buy250.010.971510.000000.00000
742016.07.07 23:39modify250.010.971510.966010.98351
752016.07.08 00:00close250.010.972440.966010.983510.74117.40
762016.07.15 23:33buy260.010.981320.000000.00000
772016.07.15 23:33modify260.010.981320.975820.99332
782016.07.15 23:35close260.010.982420.975820.993320.85118.25
792016.07.15 23:38buy270.010.981240.000000.00000
802016.07.15 23:38modify270.010.981240.975740.99324
812016.07.18 00:06close270.010.982200.975740.993240.76119.01
822016.08.01 23:00buy280.010.988120.000000.00000
832016.08.01 23:00modify280.010.988120.982621.00012
842016.08.02 00:59close280.010.989220.982621.000120.86119.86
852016.08.11 00:00sell290.011.010990.000000.00000
862016.08.11 00:00modify290.011.010991.016490.99899
872016.08.11 00:01close290.011.010051.016490.998990.72120.58
882016.08.11 00:01sell300.011.010530.000000.00000
892016.08.11 00:01modify300.011.010531.016030.99853
902016.08.11 00:02close300.011.009461.016030.998530.82121.40
912016.08.11 00:08sell310.011.008110.000000.00000
922016.08.11 00:08modify310.011.008111.013610.99611
932016.08.11 00:20close310.011.007041.013610.996110.82122.22
942016.09.20 23:39buy320.010.996760.000000.00000
952016.09.20 23:39modify320.010.996760.991261.00876
962016.09.21 06:30close320.010.995850.991261.00876-0.68121.54
972016.09.30 23:00buy330.011.004040.000000.00000
982016.09.30 23:00modify330.011.004040.998541.01604
992016.09.30 23:32close330.011.005010.998541.016040.75122.29
1002016.10.07 23:03sell340.011.007730.000000.00000
1012016.10.07 23:04modify340.011.007731.013230.99573
1022016.10.10 02:00close340.011.006601.013230.995730.82123.11
1032016.10.14 00:24buy350.010.998070.000000.00000
1042016.10.14 00:24modify350.010.998070.992571.01007
1052016.10.14 03:00close350.010.998480.992571.010070.31123.42
1062016.10.18 00:44sell360.011.003360.000000.00000
1072016.10.18 00:44modify360.011.003361.008860.99136
1082016.10.18 00:50close360.011.002131.008860.991360.94124.36
1092016.10.24 23:16buy370.011.015650.000000.00000
1102016.10.24 23:16modify370.011.015651.010151.02765
1112016.10.25 00:24s/l370.011.010251.010251.02765-4.11120.25
1122016.10.26 23:58sell380.011.023540.000000.00000
1132016.10.26 23:58modify380.011.023541.029041.01154
1142016.10.27 02:30close380.011.022501.029041.011540.68120.93
1152016.11.07 23:25sell390.011.032620.000000.00000
1162016.11.07 23:25modify390.011.032621.038121.02062
1172016.11.08 01:24close390.011.031641.038121.020620.71121.64
1182016.11.09 00:16buy400.011.030290.000000.00000
1192016.11.09 00:16modify400.011.030291.024791.04229
1202016.11.09 02:59close400.011.031281.024791.042290.76122.40
1212016.11.11 00:27buy410.011.024020.000000.00000
1222016.11.11 00:27modify410.011.024021.018521.03602
1232016.11.11 00:46close410.011.025171.018521.036020.88123.28
1242016.11.11 23:29sell420.011.022720.000000.00000
1252016.11.11 23:29modify420.011.022721.028221.01072
1262016.11.11 23:50close420.011.021671.028221.010720.81124.09
1272016.11.16 23:58sell430.011.006110.000000.00000
1282016.11.16 23:58modify430.011.006111.011610.99411
1292016.11.17 02:32close430.011.004981.011610.994110.75124.85
1302016.11.17 23:37sell440.011.003000.000000.00000
1312016.11.17 23:37modify440.011.003001.008500.99100
1322016.11.18 00:03close440.011.001791.008500.991000.89125.74
1332016.11.21 23:19sell450.010.988870.000000.00000
1342016.11.21 23:19modify450.010.988870.994370.97687
1352016.11.22 09:08close450.010.989850.994370.97687-0.79124.95
1362016.12.20 00:09buy460.010.971180.000000.00000
1372016.12.20 00:09modify460.010.971180.965680.98318
1382016.12.20 01:25close460.010.972120.965680.983180.72125.67
1392016.12.21 23:35buy470.010.970470.000000.00000
1402016.12.21 23:35modify470.010.970470.964970.98247
1412016.12.22 01:00close470.010.971570.964970.982470.89126.56
1422016.12.29 23:34sell480.010.974780.000000.00000
1432016.12.29 23:34modify480.010.974780.980280.96278
1442016.12.30 05:36close480.010.975210.980280.96278-0.37126.20
1452017.01.09 23:56buy490.010.972090.000000.00000
1462017.01.09 23:56modify490.010.972090.966590.98409
1472017.01.10 00:22close490.010.973100.966590.984090.79126.98
1482017.01.25 23:42sell500.010.990280.000000.00000
1492017.01.25 23:42modify500.010.990280.995780.97828
1502017.01.26 02:36close500.010.989560.995780.978280.44127.42
1512017.01.26 23:58buy510.010.986740.000000.00000
1522017.01.26 23:58modify510.010.986740.981240.99874
1532017.01.27 03:02close510.010.986670.981240.99874-0.04127.38
1542017.02.03 23:11sell520.011.001260.000000.00000
1552017.02.03 23:11modify520.011.001261.006760.98926
1562017.02.03 23:55close520.011.000361.006760.989260.69128.07