Strategy Tester Report
Generic A-TLP 11.94.8
Alpari-ECN1 (Build 1031)

СимволEURAUD (Euro vs Australian 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="<==== Basic settings ====>"; Comm="EURAUD M15 Generic A-TLP v.11.94.7 (GMT+2) - mynightfly - [opted] - 1192043 - v.20170111-1 "; MagicNumber=1192043; Show_Info_Panel=true; Col_info=BurlyWood; Max_Spread=11; Max_Spread_mode2=8; Max_Spread_mode2_profit=20; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=3; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=96; 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=15; Entry_Break=8; Min_Volatility=9; 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=140; DailyMA=0; DeltaMA=0.5; time_break=240; loss=90; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=200; Time_Profit_Pips=20; Exit_Distance=-1; Exit_Profit_Pips=-100; 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="00:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="00:01"; tuesday_open="21:00"; tuesday_pause_start="0"; tuesday_pause_stop="0"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="01:00"; wednesday_pause_stop="23:10"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="01:00"; thursday_pause_stop="20:45"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="19:45"; friday_close="23:45"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории27818Смоделировано тиков40887768Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредVariable
Чистая прибыль77.73Общая прибыль101.52Общий убыток-23.78
Прибыльность4.27Матожидание выигрыша0.97
Абсолютная просадка7.15Максимальная просадка10.47 (10.13%)Относительная просадка10.13% (10.47)
Всего сделок80Короткие позиции (% выигравших)43 (79.07%)Длинные позиции (% выигравших)37 (91.89%)
Прибыльные сделки (% от всех)68 (85.00%)Убыточные сделки (% от всех)12 (15.00%)
Самая большаяприбыльная сделка7.42убыточная сделка-7.34
Средняяприбыльная сделка1.49убыточная сделка-1.98
Максимальное количествонепрерывных выигрышей (прибыль)10 (14.90)непрерывных проигрышей (убыток)2 (-3.68)
Макс.непрерывная прибыль (число выигрышей)14.90 (10)непрерывный убыток (число проигрышей)-7.34 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.08 00:39buy10.011.555630.000000.00000
22016.01.08 00:39modify10.011.555631.546031.56963
32016.01.08 02:05close10.011.558571.546031.569632.25102.25
42016.01.08 22:58sell20.011.565580.000000.00000
52016.01.08 22:58modify20.011.565581.575181.55158
62016.01.11 00:18s/l20.011.575191.575191.55158-7.3494.91
72016.01.12 21:04sell30.011.556000.000000.00000
82016.01.12 21:04modify30.011.556001.565601.54200
92016.01.12 21:39close30.011.554061.565601.542001.4996.40
102016.01.15 21:55buy40.011.590010.000000.00000
112016.01.15 21:55modify40.011.590011.580411.60401
122016.01.15 22:10close40.011.592391.580411.604011.8398.23
132016.01.19 21:13sell50.011.579630.000000.00000
142016.01.19 21:13modify50.011.579631.589231.56563
152016.01.19 22:33close50.011.576641.589231.565632.29100.52
162016.01.26 23:32sell60.011.549370.000000.00000
172016.01.26 23:32modify60.011.549371.558971.53537
182016.01.27 02:30close60.011.547631.558971.535371.38101.91
192016.01.28 20:59sell70.011.548960.000000.00000
202016.01.28 20:59modify70.011.548961.558561.53496
212016.01.28 22:14close70.011.546741.558561.534961.70103.61
222016.02.03 00:28sell80.011.552250.000000.00000
232016.02.03 00:28modify80.011.552251.561851.53825
242016.02.03 06:13close80.011.553271.561851.53825-0.78102.83
252016.02.04 20:57sell90.011.555820.000000.00000
262016.02.04 20:57modify90.011.555821.565421.54182
272016.02.05 02:18close90.011.555131.565421.541820.57103.40
282016.02.09 23:50buy100.011.595930.000000.00000
292016.02.09 23:50modify100.011.595931.586331.60993
302016.02.10 01:16close100.011.598041.586331.609931.55104.95
312016.02.10 23:36sell110.011.590070.000000.00000
322016.02.10 23:36modify110.011.590071.599671.57607
332016.02.11 01:12close110.011.587991.599671.576071.73106.68
342016.02.11 21:55buy120.011.592960.000000.00000
352016.02.11 21:55modify120.011.592961.583361.60696
362016.02.11 22:04close120.011.596381.583361.606962.62109.30
372016.02.12 00:41buy130.011.590040.000000.00000
382016.02.12 00:41modify130.011.590041.580441.60404
392016.02.12 02:12close130.011.592371.580441.604041.78111.08
402016.02.17 00:48buy140.011.566260.000000.00000
412016.02.17 00:48modify140.011.566261.556661.58026
422016.02.17 03:15close140.011.568191.556661.580261.48112.56
432016.02.19 22:40buy150.011.556070.000000.00000
442016.02.19 22:40modify150.011.556071.546471.57007
452016.02.22 01:04close150.011.558121.546471.570071.50114.05
462016.02.23 21:24buy160.011.524690.000000.00000
472016.02.23 21:24modify160.011.524691.515091.53869
482016.02.23 22:09close160.011.526691.515091.538691.54115.59
492016.02.24 00:44sell170.011.531580.000000.00000
502016.02.24 00:44modify170.011.531581.541181.51758
512016.02.24 03:00close170.011.528971.541181.517582.00117.59
522016.02.25 00:51sell180.011.532210.000000.00000
532016.02.25 00:51modify180.011.532211.541811.51821
542016.02.25 07:39close180.011.535591.541811.51821-2.60114.99
552016.02.25 20:51buy190.011.526940.000000.00000
562016.02.25 20:51modify190.011.526941.517341.54094
572016.02.26 03:45close190.011.525631.517341.54094-1.08113.91
582016.03.03 00:22sell200.011.491550.000000.00000
592016.03.03 00:22modify200.011.491551.501151.47755
602016.03.03 03:13close200.011.489681.501151.477551.44115.35
612016.03.03 21:59sell210.011.489910.000000.00000
622016.03.03 21:59modify210.011.489911.499511.47591
632016.03.04 01:09close210.011.488911.499511.475910.81116.16
642016.03.04 19:53buy220.011.479130.000000.00000
652016.03.04 19:53modify220.011.479131.469531.49313
662016.03.04 21:45close220.011.481221.469531.493131.60117.76
672016.03.15 23:49buy230.011.488790.000000.00000
682016.03.15 23:49modify230.011.488791.479191.50279
692016.03.16 03:17close230.011.489191.479191.502790.24118.00
702016.03.16 23:45buy240.011.482220.000000.00000
712016.03.16 23:45modify240.011.482221.472621.49622
722016.03.17 00:34close240.011.485931.472621.496222.63120.63
732016.03.25 00:13sell250.011.486310.000000.00000
742016.03.25 00:13modify250.011.486311.495911.47231
752016.03.25 01:43close250.011.484471.495911.472311.41122.04
762016.03.30 00:02sell260.011.480640.000000.00000
772016.03.30 00:02modify260.011.480641.490241.46664
782016.03.30 00:39close260.011.478421.490241.466641.70123.74
792016.04.14 23:41sell270.011.464430.000000.00000
802016.04.14 23:41modify270.011.464431.474031.45043
812016.04.15 03:35close270.011.463561.474031.450430.71124.45
822016.04.28 00:00buy280.011.489380.000000.00000
832016.04.28 00:00modify280.011.489381.479781.50338
842016.04.28 00:01close280.011.492351.479781.503382.28126.73
852016.04.28 00:03buy290.011.489740.000000.00000
862016.04.28 00:03modify290.011.489741.480141.50374
872016.04.28 04:34close290.011.490731.480141.503740.76127.49
882016.04.28 22:12sell300.011.487120.000000.00000
892016.04.28 22:12modify300.011.487121.496721.47312
902016.04.29 03:00close300.011.487891.496721.47312-0.55126.94
912016.05.06 21:07buy310.011.548690.000000.00000
922016.05.06 21:07modify310.011.548691.539091.56269
932016.05.09 00:34close310.011.549161.539091.562690.29127.23
942016.05.10 21:44buy320.011.545130.000000.00000
952016.05.10 21:44modify320.011.545131.535531.55913
962016.05.11 04:32close320.011.544111.535531.55913-0.85126.38
972016.05.13 21:39sell330.011.556100.000000.00000
982016.05.13 21:39modify330.011.556101.565701.54210
992016.05.16 03:18close330.011.554821.565701.542101.03127.41
1002016.05.26 21:59sell340.011.551130.000000.00000
1012016.05.26 21:59modify340.011.551131.560731.53713
1022016.05.27 00:04close340.011.548961.560731.537131.71129.12
1032016.05.31 21:12sell350.011.541380.000000.00000
1042016.05.31 21:12modify350.011.541381.550981.52738
1052016.05.31 23:59close350.011.539391.550981.527381.52130.64
1062016.06.09 00:00buy360.011.523140.000000.00000
1072016.06.09 00:00modify360.011.523141.513541.53714
1082016.06.09 03:50close360.011.523571.513541.537140.33130.97
1092016.06.15 00:15sell370.011.524430.000000.00000
1102016.06.15 00:15modify370.011.524431.534031.51043
1112016.06.15 04:09close370.011.524191.534031.510430.18131.15
1122016.06.21 23:51sell380.011.510410.000000.00000
1132016.06.21 23:51modify380.011.510411.520011.49641
1142016.06.22 04:15close380.011.508581.520011.496411.45132.61
1152016.06.23 23:19sell390.011.497580.000000.00000
1162016.06.23 23:19modify390.011.497581.507181.48358
1172016.06.24 00:04close390.011.494241.507181.483582.61135.22
1182016.06.24 00:06buy400.011.492690.000000.00000
1192016.06.24 00:06modify400.011.492691.483091.50669
1202016.06.24 00:07close400.011.495111.483091.506691.86137.08
1212016.06.24 00:59sell410.011.497470.000000.00000
1222016.06.24 00:59modify410.011.497471.507071.48347
1232016.06.24 01:31close410.011.495491.507071.483471.52138.60
1242016.06.24 21:37buy420.011.482340.000000.00000
1252016.06.24 21:37modify420.011.482341.472741.49634
1262016.06.24 22:15close420.011.485831.472741.496342.68141.28
1272016.06.28 23:58buy430.011.498100.000000.00000
1282016.06.28 23:58modify430.011.498101.488501.51210
1292016.06.29 08:17close430.011.494771.488501.51210-2.63138.65
1302016.07.01 00:09sell440.011.491720.000000.00000
1312016.07.01 00:09modify440.011.491721.501321.47772
1322016.07.01 01:41close440.011.489581.501321.477721.64140.29
1332016.07.06 23:50buy450.011.474900.000000.00000
1342016.07.06 23:50modify450.011.474901.465301.48890
1352016.07.07 01:21close450.011.476871.465301.488901.29141.57
1362016.07.07 23:41sell460.011.480230.000000.00000
1372016.07.07 23:41modify460.011.480231.489831.46623
1382016.07.08 01:25close460.011.478131.489831.466231.66143.24
1392016.07.13 00:04sell470.011.452580.000000.00000
1402016.07.13 00:04modify470.011.452581.462181.43858
1412016.07.13 11:27close470.011.454231.462181.43858-1.27141.97
1422016.07.15 23:33sell480.011.458350.000000.00000
1432016.07.15 23:33modify480.011.458351.467951.44435
1442016.07.15 23:35close480.011.456211.467951.444351.64143.61
1452016.07.15 23:39sell490.011.458330.000000.00000
1462016.07.15 23:39modify490.011.458331.467931.44433
1472016.07.15 23:59close490.011.456061.467931.444331.74145.35
1482016.07.21 00:02sell500.011.475090.000000.00000
1492016.07.21 00:02modify500.011.475091.484691.46109
1502016.07.21 05:55close500.011.474371.484691.461090.55145.90
1512016.08.03 00:16buy510.011.474660.000000.00000
1522016.08.03 00:16modify510.011.474661.465061.48866
1532016.08.03 02:18close510.011.476001.465061.488661.03146.93
1542016.08.11 00:00buy520.011.443650.000000.00000
1552016.08.11 00:00modify520.011.443651.434051.45765
1562016.08.11 00:00close520.011.446661.434051.457652.31149.24
1572016.08.11 00:00buy530.011.445300.000000.00000
1582016.08.11 00:00modify530.011.445301.435701.45930
1592016.08.11 00:04close530.011.451661.435701.459304.88154.12
1602016.08.18 22:58sell540.011.477590.000000.00000
1612016.08.18 22:58modify540.011.477591.487191.46359
1622016.08.19 09:01close540.011.482761.487191.46359-3.93150.19
1632016.09.15 21:55buy550.011.495790.000000.00000
1642016.09.15 21:55modify550.011.495791.486191.50979
1652016.09.16 02:34close550.011.496751.486191.509790.67150.86
1662016.09.23 20:52sell560.011.476060.000000.00000
1672016.09.23 20:52modify560.011.476061.485661.46206
1682016.09.23 22:34close560.011.474101.485661.462061.51152.37
1692016.09.29 20:48sell570.011.467440.000000.00000
1702016.09.29 20:48modify570.011.467441.477041.45344
1712016.09.30 04:45close570.011.469331.477041.45344-1.41150.96
1722016.09.30 22:11sell580.011.467340.000000.00000
1732016.09.30 22:11modify580.011.467341.476941.45334
1742016.10.03 05:32close580.011.467231.476941.453340.12151.08
1752016.10.05 00:43sell590.011.471570.000000.00000
1762016.10.05 00:43modify590.011.471571.481171.45757
1772016.10.05 04:02close590.011.470711.481171.457570.66151.74
1782016.10.13 00:10buy600.011.454810.000000.00000
1792016.10.13 00:10modify600.011.454811.445211.46881
1802016.10.13 01:41close600.011.456191.445211.468811.06152.80
1812016.10.13 20:57buy610.011.458420.000000.00000
1822016.10.13 20:57modify610.011.458421.448821.47242
1832016.10.13 22:55close610.011.460461.448821.472421.57154.37
1842016.10.19 00:28buy620.011.431220.000000.00000
1852016.10.19 00:28modify620.011.431221.421621.44522
1862016.10.19 05:06close620.011.431591.421621.445220.28154.65
1872016.10.21 22:07buy630.011.429230.000000.00000
1882016.10.21 22:07modify630.011.429231.419631.44323
1892016.10.21 22:56close630.011.431251.419631.443231.55156.20
1902016.10.28 20:08sell640.011.444370.000000.00000
1912016.10.28 20:08modify640.011.444371.453971.43037
1922016.10.31 02:04close640.011.445411.453971.43037-0.75155.46
1932016.11.04 21:57sell650.011.450490.000000.00000
1942016.11.04 21:57modify650.011.450491.460091.43649
1952016.11.07 00:00close650.011.440871.460091.436497.42162.88
1962016.11.08 22:27buy660.011.419730.000000.00000
1972016.11.08 22:27modify660.011.419731.410131.43373
1982016.11.09 01:45close660.011.421841.410131.433731.55164.43
1992016.11.17 20:49sell670.011.435030.000000.00000
2002016.11.17 20:49modify670.011.435031.444631.42103
2012016.11.17 22:49close670.011.432761.444631.421031.74166.17
2022016.11.25 21:57buy680.011.424490.000000.00000
2032016.11.25 21:57modify680.011.424491.414891.43849
2042016.11.28 01:31close680.011.424981.414891.438490.31166.47
2052016.12.07 23:46buy690.011.437050.000000.00000
2062016.12.07 23:46modify690.011.437051.427451.45105
2072016.12.08 03:27close690.011.437981.427451.451050.50166.97
2082016.12.09 00:29sell700.011.424850.000000.00000
2092016.12.09 00:29modify700.011.424851.434451.41085
2102016.12.09 03:58close700.011.422901.434451.410851.50168.47
2112016.12.14 00:16sell710.011.418590.000000.00000
2122016.12.14 00:16modify710.011.418591.428191.40459
2132016.12.14 06:23close710.011.419371.428191.40459-0.60167.87
2142016.12.16 21:44buy720.011.429560.000000.00000
2152016.12.16 21:44modify720.011.429561.419961.44356
2162016.12.16 23:22close720.011.431611.419961.443561.57169.44
2172016.12.21 00:46buy730.011.430090.000000.00000
2182016.12.21 00:46modify730.011.430091.420491.44409
2192016.12.21 04:06close730.011.431261.420491.444090.90170.34
2202016.12.21 23:37sell740.011.440340.000000.00000
2212016.12.21 23:37modify740.011.440341.449941.42634
2222016.12.22 03:17close740.011.439661.449941.426340.65170.99
2232016.12.29 00:01sell750.011.451710.000000.00000
2242016.12.29 00:01modify750.011.451711.461311.43771
2252016.12.29 04:54close750.011.449671.461311.437711.57172.56
2262016.12.29 21:14sell760.011.455450.000000.00000
2272016.12.29 21:14modify760.011.455451.465051.44145
2282016.12.29 23:36close760.011.453191.465051.441451.73174.29
2292017.01.06 21:59buy770.011.442050.000000.00000
2302017.01.06 21:59modify770.011.442051.432451.45605
2312017.01.09 00:37close770.011.444021.432451.456051.44175.73
2322017.01.17 21:12buy780.011.416410.000000.00000
2332017.01.17 21:12modify780.011.416411.406811.43041
2342017.01.18 00:29close780.011.417161.406811.430410.51176.23
2352017.01.25 23:49buy790.011.418810.000000.00000
2362017.01.25 23:49modify790.011.418811.409211.43281
2372017.01.26 02:40close790.011.420151.409211.432810.80177.03
2382017.01.27 00:25sell800.011.418630.000000.00000
2392017.01.27 00:25modify800.011.418631.428231.40463
2402017.01.27 03:39close800.011.417721.428231.404630.70177.73