Strategy Tester Report
Generic A-TLP v.12.39_RUS
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 ====>"; SetName="EURAUD M15"; ForbidTradeIfSetNameWarning=true; every_tick=true; MagicNumber=170102; Slippage=2; Lots=0.01; Auto_Risk=4; MM_Depo=0; MaxAmountCurrency=0; MaxAmountCurrencyPair=0; MaxAmount_SkipManualTrades=true; CheckSpreadOnSellOpen=true; CheckSpreadOnBuyClose=false; Max_Spread=11; Max_Spread_On_Close=8; MaxSpreadOnClose_Profit=20; Stop_Loss=96; Take_Profit=140; TP_perc=0; min_TP=10; MaxDailyRange=140; MDRFromHiLo=false; CheckMDRAfter0=true; Hedging=true; S_8="<==== Close Deal Settings ====>"; TotalOrders=1; OrdersDistance=5; MinPause=0; MaxConsecutiveOrders=0; OpenAfterTradeHours=false; DoNotCheckAfterFirst=false; CloseSimultaneously=false; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=15; BB_Deviation=2; Entry_Break=8; Min_Volatility=9; 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=90; S_4="<==== Enter Settings ====>"; Trail_Start=0; Trail_Size=5; Trail_Step=0.1; 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="<==== SL, TP, BE, TRAL ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=200; Time_Profit_Pips=20; 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="<==== Enter Settings. Bollinger Bands ====>"; GMT_Offset=2; DST=true; TradeAllDaysInTheSameTime=false; SkipDay=0; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=false; MONDAY_Start_Trade_Hour=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=1; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=true; TUESDAY_Start_Trade_Hour=21; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=true; WEDNESDAY_Start_Trade_Hour=23; WEDNESDAY_Start_Trade_Minute=10; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=20; THURSDAY_Start_Trade_Minute=45; THURSDAY_End_Trade_Hour=1; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=true; FRIDAY_Start_Trade_Hour=19; FRIDAY_Start_Trade_Minute=45; FRIDAY_End_Trade_Hour=0; FRIDAY_End_Trade_Minute=0; S_6="<==== Enter Settings. CCI ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=true; rollover_start="23:59"; rollover_end="00:25"; S_9="<==== Close Deal Settings. Roll Over 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="<==== Enter Settings. Other ====>"; showinfopanel=true; Col_info=Navy; Col_info2=Silver; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false; Comm="EURAUD";
Баров в истории27818Смоделировано тиков40887768Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредVariable
Чистая прибыль99.81Общая прибыль114.64Общий убыток-14.83
Прибыльность7.73Матожидание выигрыша1.08
Абсолютная просадка7.14Максимальная просадка10.49 (10.15%)Относительная просадка10.15% (10.49)
Всего сделок92Короткие позиции (% выигравших)52 (98.08%)Длинные позиции (% выигравших)40 (97.50%)
Прибыльные сделки (% от всех)90 (97.83%)Убыточные сделки (% от всех)2 (2.17%)
Самая большаяприбыльная сделка10.70убыточная сделка-7.49
Средняяприбыльная сделка1.27убыточная сделка-7.42
Максимальное количествонепрерывных выигрышей (прибыль)72 (96.44)непрерывных проигрышей (убыток)1 (-7.49)
Макс.непрерывная прибыль (число выигрышей)96.44 (72)непрерывный убыток (число проигрышей)-7.49 (1)
Среднийнепрерывный выигрыш30непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.08 00:39buy10.011.555720.000000.00000
22016.01.08 00:39modify10.011.555721.546121.56972
32016.01.08 02:05close10.011.558711.546121.569722.29102.29
42016.01.08 22:58sell20.011.565560.000000.00000
52016.01.08 22:58modify20.011.565561.575161.55156
62016.01.11 00:18s/l20.011.575171.575171.55156-7.3494.95
72016.01.12 21:04sell30.011.555960.000000.00000
82016.01.12 21:04modify30.011.555961.565561.54196
92016.01.12 21:58close30.011.553501.565561.541961.8996.84
102016.01.15 21:55buy40.011.590110.000000.00000
112016.01.15 21:55modify40.011.590111.580511.60411
122016.01.15 22:10close40.011.592461.580511.604111.8098.64
132016.01.19 21:13sell50.011.579690.000000.00000
142016.01.19 21:13modify50.011.579691.589291.56569
152016.01.19 22:33close50.011.576671.589291.565692.32100.96
162016.01.26 23:32sell60.011.549380.000000.00000
172016.01.26 23:32modify60.011.549381.558981.53538
182016.01.27 02:30close60.011.549011.558981.535380.33101.30
192016.01.28 20:59sell70.011.548950.000000.00000
202016.01.28 20:59modify70.011.548951.558551.53495
212016.01.28 22:14close70.011.546641.558551.534951.78103.08
222016.02.04 20:57sell80.011.556000.000000.00000
232016.02.04 20:57modify80.011.556001.565601.54200
242016.02.05 00:29close80.011.555841.565601.542000.16103.24
252016.02.09 23:50buy90.011.595910.000000.00000
262016.02.09 23:50modify90.011.595911.586311.60991
272016.02.10 01:16close90.011.598131.586311.609911.63104.87
282016.02.10 23:36sell100.011.589930.000000.00000
292016.02.10 23:36modify100.011.589931.599531.57593
302016.02.11 01:12close100.011.587901.599531.575931.69106.56
312016.02.11 21:55buy110.011.593060.000000.00000
322016.02.11 21:55modify110.011.593061.583461.60706
332016.02.11 22:04close110.011.596351.583461.607062.53109.09
342016.02.12 00:41buy120.011.590040.000000.00000
352016.02.12 00:41modify120.011.590041.580441.60404
362016.02.12 02:12close120.011.592341.580441.604041.76110.85
372016.02.17 00:48buy130.011.566340.000000.00000
382016.02.17 00:48modify130.011.566341.556741.58034
392016.02.17 03:15close130.011.567551.556741.580340.93111.78
402016.02.19 22:40buy140.011.556150.000000.00000
412016.02.19 22:40modify140.011.556151.546551.57015
422016.02.22 01:02close140.011.557801.546551.570151.19112.96
432016.02.23 21:24buy150.011.524780.000000.00000
442016.02.23 21:24modify150.011.524781.515181.53878
452016.02.23 22:16close150.011.527231.515181.538781.88114.84
462016.02.24 00:44sell160.011.531630.000000.00000
472016.02.24 00:44modify160.011.531631.541231.51763
482016.02.24 02:57close160.011.528811.541231.517632.17117.01
492016.02.25 00:51sell170.011.532060.000000.00000
502016.02.25 00:51modify170.011.532061.541661.51806
512016.02.25 02:30close170.011.530041.541661.518061.55118.56
522016.02.25 20:51buy180.011.526990.000000.00000
532016.02.25 20:51modify180.011.526991.517391.54099
542016.02.26 04:09close180.011.527231.517391.540990.11118.67
552016.03.03 00:22sell190.011.491470.000000.00000
562016.03.03 00:22modify190.011.491471.501071.47747
572016.03.03 02:01close190.011.490511.501071.477470.74119.41
582016.03.03 21:59sell200.011.489880.000000.00000
592016.03.03 21:59modify200.011.489881.499481.47588
602016.03.04 00:46close200.011.489291.499481.475880.50119.91
612016.03.04 19:53buy210.011.479240.000000.00000
622016.03.04 19:53modify210.011.479241.469641.49324
632016.03.04 21:58close210.011.481451.469641.493241.70121.61
642016.03.15 23:49buy220.011.488720.000000.00000
652016.03.15 23:49modify220.011.488721.479121.50272
662016.03.16 02:09close220.011.488951.479121.502720.10121.71
672016.03.16 23:45buy230.011.482200.000000.00000
682016.03.16 23:45modify230.011.482201.472601.49620
692016.03.17 00:34close230.011.485961.472601.496202.67124.38
702016.03.25 00:13sell240.011.486300.000000.00000
712016.03.25 00:13modify240.011.486301.495901.47230
722016.03.25 00:15close240.011.485121.495901.472300.91125.29
732016.03.25 00:18sell250.011.486590.000000.00000
742016.03.25 00:18modify250.011.486591.496191.47259
752016.03.25 00:18close250.011.485281.496191.472591.01126.30
762016.03.25 00:23sell260.011.486290.000000.00000
772016.03.25 00:23modify260.011.486291.495891.47229
782016.03.25 00:23close260.011.485131.495891.472290.89127.19
792016.03.25 00:24sell270.011.486350.000000.00000
802016.03.25 00:24modify270.011.486351.495951.47235
812016.03.25 00:24close270.011.485151.495951.472350.93128.12
822016.03.25 00:25sell280.011.486340.000000.00000
832016.03.25 00:25modify280.011.486341.495941.47234
842016.03.25 00:25close280.011.485391.495941.472340.73128.85
852016.03.30 00:02sell290.011.480630.000000.00000
862016.03.30 00:02modify290.011.480631.490231.46663
872016.03.30 00:22close290.011.480031.490231.466630.46129.31
882016.04.14 23:41sell300.011.464410.000000.00000
892016.04.14 23:41modify300.011.464411.474011.45041
902016.04.15 01:32close300.011.464131.474011.450410.25129.56
912016.04.15 23:52buy310.011.460360.000000.00000
922016.04.15 23:52modify310.011.460361.450761.47436
932016.04.18 00:00t/p310.011.474391.450761.4743910.70140.26
942016.04.28 00:00buy320.011.489460.000000.00000
952016.04.28 00:00modify320.011.489461.479861.50346
962016.04.28 00:01close320.011.493531.479861.503463.12143.38
972016.04.28 00:03buy330.011.489690.000000.00000
982016.04.28 00:03modify330.011.489691.480091.50369
992016.04.28 03:09close330.011.490951.480091.503690.97144.35
1002016.04.28 22:12sell340.011.487050.000000.00000
1012016.04.28 22:12modify340.011.487051.496651.47305
1022016.04.29 04:16close340.011.486871.496651.473050.18144.53
1032016.05.06 21:07buy350.011.548670.000000.00000
1042016.05.06 21:07modify350.011.548671.539071.56267
1052016.05.09 00:10close350.011.549251.539071.562670.37144.90
1062016.05.10 21:44buy360.011.545270.000000.00000
1072016.05.10 21:44modify360.011.545271.535671.55927
1082016.05.11 04:41close360.011.545431.535671.559270.05144.94
1092016.05.13 21:39sell370.011.556160.000000.00000
1102016.05.13 21:39modify370.011.556161.565761.54216
1112016.05.16 02:57close370.011.555851.565761.542160.28145.23
1122016.05.26 21:59sell380.011.551070.000000.00000
1132016.05.26 21:59modify380.011.551071.560671.53707
1142016.05.26 23:07close380.011.549551.560671.537071.16146.39
1152016.05.31 21:12sell390.011.541440.000000.00000
1162016.05.31 21:12modify390.011.541441.551041.52744
1172016.05.31 23:00close390.011.539481.551041.527441.50147.89
1182016.06.09 00:00buy400.011.523110.000000.00000
1192016.06.09 00:00modify400.011.523111.513511.53711
1202016.06.09 03:49close400.011.523371.513511.537110.20148.09
1212016.06.15 00:15sell410.011.524580.000000.00000
1222016.06.15 00:15modify410.011.524581.534181.51058
1232016.06.15 03:15close410.011.524381.534181.510580.16148.25
1242016.06.21 23:51sell420.011.510260.000000.00000
1252016.06.21 23:51modify420.011.510261.519861.49626
1262016.06.22 00:27close420.011.508041.519861.496261.74149.99
1272016.06.23 23:19sell430.011.497620.000000.00000
1282016.06.23 23:19modify430.011.497621.507221.48362
1292016.06.23 23:59close430.011.495131.507221.483621.91151.90
1302016.06.24 00:06buy440.011.492630.000000.00000
1312016.06.24 00:06modify440.011.492631.483031.50663
1322016.06.24 00:07close440.011.496351.483031.506632.85154.75
1332016.06.24 00:59sell450.011.497530.000000.00000
1342016.06.24 00:59modify450.011.497531.507131.48353
1352016.06.24 01:31close450.011.495521.507131.483531.54156.29
1362016.06.24 21:37buy460.011.482400.000000.00000
1372016.06.24 21:37modify460.011.482401.472801.49640
1382016.06.24 22:15close460.011.485841.472801.496402.64158.93
1392016.06.28 23:58buy470.011.498090.000000.00000
1402016.06.28 23:58modify470.011.498091.488491.51209
1412016.06.29 04:02close470.011.498401.488491.512090.17159.10
1422016.07.01 00:09sell480.011.491780.000000.00000
1432016.07.01 00:09modify480.011.491781.501381.47778
1442016.07.01 01:41close480.011.489631.501381.477781.65160.75
1452016.07.06 23:50buy490.011.474970.000000.00000
1462016.07.06 23:50modify490.011.474971.465371.48897
1472016.07.07 01:09close490.011.476821.465371.488971.20161.94
1482016.07.07 23:41sell500.011.480270.000000.00000
1492016.07.07 23:41modify500.011.480271.489871.46627
1502016.07.07 23:57close500.011.479411.489871.466270.66162.60
1512016.07.13 00:04sell510.011.452750.000000.00000
1522016.07.13 00:04modify510.011.452751.462351.43875
1532016.07.13 12:25close510.011.452441.462351.438750.24162.84
1542016.07.15 23:33sell520.011.458270.000000.00000
1552016.07.15 23:33modify520.011.458271.467871.44427
1562016.07.15 23:35close520.011.456931.467871.444271.03163.87
1572016.07.15 23:39sell530.011.458470.000000.00000
1582016.07.15 23:39modify530.011.458471.468071.44447
1592016.07.15 23:43close530.011.457041.468071.444471.10164.97
1602016.07.15 23:45sell540.011.458310.000000.00000
1612016.07.15 23:45modify540.011.458311.467911.44431
1622016.07.15 23:46close540.011.457101.467911.444310.93165.90
1632016.07.15 23:52sell550.011.458410.000000.00000
1642016.07.15 23:52modify550.011.458411.468011.44441
1652016.07.15 23:57close550.011.456731.468011.444411.29167.19
1662016.07.21 00:02sell560.011.475170.000000.00000
1672016.07.21 00:02modify560.011.475171.484771.46117
1682016.07.21 01:21close560.011.473011.484771.461171.66168.85
1692016.08.03 00:16buy570.011.474610.000000.00000
1702016.08.03 00:16modify570.011.474611.465011.48861
1712016.08.03 00:30close570.011.475541.465011.488610.71169.56
1722016.08.11 00:00buy580.011.443720.000000.00000
1732016.08.11 00:00modify580.011.443721.434121.45772
1742016.08.11 00:04close580.011.450831.434121.457725.46175.02
1752016.08.18 22:58sell590.011.477740.000000.00000
1762016.08.18 22:58modify590.011.477741.487341.46374
1772016.08.19 00:02close590.011.477191.487341.463740.46175.49
1782016.09.15 21:55buy600.011.495670.000000.00000
1792016.09.15 21:55modify600.011.495671.486071.50967
1802016.09.16 00:46close600.011.495961.486071.509670.15175.63
1812016.09.23 20:52sell610.011.476000.000000.00000
1822016.09.23 20:52modify610.011.476001.485601.46200
1832016.09.23 22:34close610.011.473901.485601.462001.61177.24
1842016.09.27 23:59buy620.011.462710.000000.00000
1852016.09.27 23:59modify620.011.462711.453111.47671
1862016.09.28 00:57close620.011.463341.453111.476710.41177.65
1872016.09.29 20:48sell630.011.467300.000000.00000
1882016.09.29 20:48modify630.011.467301.476901.45330
1892016.09.30 13:04close630.011.467061.476901.453300.22177.87
1902016.09.30 22:11sell640.011.467340.000000.00000
1912016.09.30 22:11modify640.011.467341.476941.45334
1922016.10.03 00:12close640.011.466731.476941.453340.51178.39
1932016.10.05 00:43sell650.011.471690.000000.00000
1942016.10.05 00:43modify650.011.471691.481291.45769
1952016.10.05 03:30close650.011.471441.481291.457690.19178.58
1962016.10.13 00:10buy660.011.454790.000000.00000
1972016.10.13 00:10modify660.011.454791.445191.46879
1982016.10.13 00:45close660.011.455261.445191.468790.36178.94
1992016.10.13 20:57buy670.011.458400.000000.00000
2002016.10.13 20:57modify670.011.458401.448801.47240
2012016.10.13 22:26close670.011.459461.448801.472400.81179.75
2022016.10.19 00:28buy680.011.431090.000000.00000
2032016.10.19 00:28modify680.011.431091.421491.44509
2042016.10.19 05:06close680.011.431381.421491.445090.22179.97
2052016.10.21 22:07buy690.011.429360.000000.00000
2062016.10.21 22:07modify690.011.429361.419761.44336
2072016.10.21 22:22close690.011.430111.419761.443360.58180.55
2082016.10.28 20:08sell700.011.444380.000000.00000
2092016.10.28 20:08modify700.011.444381.453981.43038
2102016.10.31 03:42close700.011.444081.453981.430380.27180.82
2112016.11.04 21:57sell710.011.450470.000000.00000
2122016.11.04 21:57modify710.011.450471.460071.43647
2132016.11.07 00:00close710.011.441221.460071.436477.14187.96
2142016.11.08 22:27buy720.011.419720.000000.00000
2152016.11.08 22:27modify720.011.419721.410121.43372
2162016.11.09 01:45close720.011.421641.410121.433721.41189.37
2172016.11.17 20:49sell730.011.435080.000000.00000
2182016.11.17 20:49modify730.011.435081.444681.42108
2192016.11.17 22:49close730.011.432751.444681.421081.79191.16
2202016.11.25 21:57buy740.011.424500.000000.00000
2212016.11.25 21:57modify740.011.424501.414901.43850
2222016.11.28 00:34close740.011.424901.414901.438500.24191.40
2232016.12.02 23:57buy750.011.430510.000000.00000
2242016.12.02 23:57modify750.011.430511.420911.44451
2252016.12.05 00:06s/l750.011.420831.420831.44451-7.49183.90
2262016.12.07 23:46buy760.011.437180.000000.00000
2272016.12.07 23:46modify760.011.437181.427581.45118
2282016.12.08 02:37close760.011.437741.427581.451180.21184.11
2292016.12.09 00:29sell770.011.425010.000000.00000
2302016.12.09 00:29modify770.011.425011.434611.41101
2312016.12.09 03:45close770.011.423851.434611.411010.89185.00
2322016.12.14 00:16sell780.011.418580.000000.00000
2332016.12.14 00:16modify780.011.418581.428181.40458
2342016.12.14 00:48close780.011.417181.428181.404581.07186.07
2352016.12.16 21:44buy790.011.429720.000000.00000
2362016.12.16 21:44modify790.011.429721.420121.44372
2372016.12.16 23:39close790.011.431671.420121.443721.50187.57
2382016.12.21 00:46buy800.011.429950.000000.00000
2392016.12.21 00:46modify800.011.429951.420351.44395
2402016.12.21 02:53close800.011.430421.420351.443950.36187.93
2412016.12.21 23:37sell810.011.440340.000000.00000
2422016.12.21 23:37modify810.011.440341.449941.42634
2432016.12.22 00:08close810.011.440131.449941.426340.29188.22
2442016.12.22 00:18sell820.011.441040.000000.00000
2452016.12.22 00:18modify820.011.441041.450641.42704
2462016.12.22 02:45close820.011.440351.450641.427040.53188.75
2472016.12.29 00:01sell830.011.451490.000000.00000
2482016.12.29 00:01modify830.011.451491.461091.43749
2492016.12.29 01:49close830.011.450111.461091.437491.06189.81
2502016.12.29 21:14sell840.011.455400.000000.00000
2512016.12.29 21:14modify840.011.455401.465001.44140
2522016.12.29 23:20close840.011.453761.465001.441401.26191.07
2532016.12.30 23:58sell850.011.461700.000000.00000
2542016.12.30 23:58modify850.011.461701.471301.44770
2552017.01.02 00:04close850.011.458491.471301.447702.50193.57
2562017.01.05 23:59sell860.011.445610.000000.00000
2572017.01.05 23:59modify860.011.445611.455211.43161
2582017.01.06 00:07close860.011.444961.455211.431610.54194.12
2592017.01.06 21:59buy870.011.441920.000000.00000
2602017.01.06 21:59modify870.011.441921.432321.45592
2612017.01.06 23:34close870.011.443681.432321.455921.35195.47
2622017.01.17 21:12buy880.011.416460.000000.00000
2632017.01.17 21:12modify880.011.416461.406861.43046
2642017.01.18 00:14close880.011.416631.406861.430460.06195.52
2652017.01.25 23:49buy890.011.418770.000000.00000
2662017.01.25 23:49modify890.011.418771.409171.43277
2672017.01.26 00:04close890.011.420171.409171.432770.85196.37
2682017.01.26 00:33buy900.011.418340.000000.00000
2692017.01.26 00:33modify900.011.418341.408741.43234
2702017.01.26 01:08close900.011.420041.408741.432341.30197.67
2712017.01.27 00:25sell910.011.418680.000000.00000
2722017.01.27 00:25modify910.011.418681.428281.40468
2732017.01.27 02:38close910.011.417971.428281.404680.54198.21
2742017.02.03 23:50sell920.011.405110.000000.00000
2752017.02.03 23:50modify920.011.405111.414711.39111
2762017.02.03 23:59close920.011.403021.414711.391111.60199.81