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

СимволGBPCHF (Great Britain Pound vs Swiss Franc)
Период15 Минут (M15) 2017.02.10 21:30 - 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="GBPCHF M15"; ForbidTradeIfSetNameWarning=true; every_tick=true; MagicNumber=170108; Slippage=2; Lots=0.01; Auto_Risk=3; MM_Depo=0; MaxAmountCurrency=0; MaxAmountCurrencyPair=0; MaxAmount_SkipManualTrades=true; CheckSpreadOnSellOpen=true; CheckSpreadOnBuyClose=false; Max_Spread=8; Max_Spread_On_Close=9; MaxSpreadOnClose_Profit=24; Stop_Loss=78; Take_Profit=140; TP_perc=0; min_TP=10; MaxDailyRange=55; 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=9; BB_Deviation=2; Entry_Break=5; Min_Volatility=5; OnlyBid=true; S_22="Настройки CCI"; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=0; barcount=8; S_24="При паузе = 0 - выкл."; pause=240; sizeloss=72; 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=60; Time_Profit_Pips=19; FixMondayTimeBug=false; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-2; Exit_Profit_Pips=-200; 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=true; MONDAY_Start_Trade_Hour=23; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=0; MONDAY_End_Trade_Minute=45; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=true; TUESDAY_Start_Trade_Hour=23; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; TUESDAY_End_Trade_Minute=25; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=true; WEDNESDAY_Start_Trade_Hour=23; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=21; THURSDAY_Start_Trade_Minute=45; THURSDAY_End_Trade_Hour=0; THURSDAY_End_Trade_Minute=1; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=true; FRIDAY_Start_Trade_Hour=21; FRIDAY_Start_Trade_Minute=45; FRIDAY_End_Trade_Hour=1; FRIDAY_End_Trade_Minute=30; 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="GBPCHF";
Баров в истории27823Смоделировано тиков34205915Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредVariable
Чистая прибыль129.31Общая прибыль176.73Общий убыток-47.42
Прибыльность3.73Матожидание выигрыша0.86
Абсолютная просадка7.54Максимальная просадка16.98 (10.71%)Относительная просадка10.71% (16.98)
Всего сделок151Короткие позиции (% выигравших)67 (73.13%)Длинные позиции (% выигравших)84 (79.76%)
Прибыльные сделки (% от всех)116 (76.82%)Убыточные сделки (% от всех)35 (23.18%)
Самая большаяприбыльная сделка13.94убыточная сделка-7.79
Средняяприбыльная сделка1.52убыточная сделка-1.35
Максимальное количествонепрерывных выигрышей (прибыль)12 (13.71)непрерывных проигрышей (убыток)2 (-6.18)
Макс.непрерывная прибыль (число выигрышей)20.24 (5)непрерывный убыток (число проигрышей)-7.79 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.11 00:42buy10.011.442460.000000.00000
22016.01.11 00:42modify10.011.442461.434661.45646
32016.01.11 04:03close10.011.442871.434661.456460.41100.41
42016.01.13 23:25buy20.011.450460.000000.00000
52016.01.13 23:25modify20.011.450461.442661.46446
62016.01.14 03:59close20.011.450451.442661.464460.04100.45
72016.01.14 21:59buy30.011.448420.000000.00000
82016.01.14 21:59modify30.011.448421.440621.46242
92016.01.15 00:49close30.011.449141.440621.462420.73101.17
102016.01.15 21:45sell40.011.427420.000000.00000
112016.01.15 21:45modify40.011.427421.435221.41342
122016.01.18 00:27close40.011.427671.435221.41342-0.28100.90
132016.01.22 23:21buy50.011.449220.000000.00000
142016.01.22 23:21modify50.011.449221.441421.46322
152016.01.25 03:30close50.011.449401.441421.463220.20101.09
162016.01.26 23:34buy60.011.459390.000000.00000
172016.01.26 23:34modify60.011.459391.451591.47339
182016.01.27 02:31close60.011.459611.451591.473390.24101.33
192016.01.28 21:52buy70.011.455560.000000.00000
202016.01.28 21:52modify70.011.455561.447761.46956
212016.01.28 23:51close70.011.455521.447761.46956-0.04101.29
222016.01.29 21:58sell80.011.459270.000000.00000
232016.01.29 21:58modify80.011.459271.467071.44527
242016.01.29 23:52close80.011.457311.467071.445271.96103.25
252016.02.02 00:40buy90.011.470970.000000.00000
262016.02.02 00:41modify90.011.470971.463171.48497
272016.02.02 02:55close90.011.471131.463171.484970.16103.41
282016.02.02 23:59buy100.011.467830.000000.00000
292016.02.02 23:59modify100.011.467831.460031.48183
302016.02.03 04:23close100.011.466641.460031.48183-1.17102.24
312016.02.05 21:46sell110.011.437450.000000.00000
322016.02.05 21:46modify110.011.437451.445251.42345
332016.02.05 23:46close110.011.437701.445251.42345-0.25101.99
342016.02.08 23:16sell120.011.424210.000000.00000
352016.02.08 23:16modify120.011.424211.432011.41021
362016.02.09 00:44close120.011.423531.432011.410210.66102.64
372016.02.09 23:51sell130.011.407490.000000.00000
382016.02.09 23:51modify130.011.407491.415291.39349
392016.02.10 02:41close130.011.406611.415291.393490.85103.50
402016.02.10 23:07buy140.011.412490.000000.00000
412016.02.10 23:07modify140.011.412491.404691.42649
422016.02.10 23:19close140.011.414461.404691.426491.96105.46
432016.02.11 21:55sell150.011.408370.000000.00000
442016.02.11 21:55modify150.011.408371.416171.39437
452016.02.11 22:04close150.011.406321.416171.394372.05107.51
462016.02.15 00:08sell160.011.417800.000000.00000
472016.02.15 00:08modify160.011.417801.425601.40380
482016.02.15 08:30close160.011.423571.425601.40380-5.75101.76
492016.02.15 23:07buy170.011.425330.000000.00000
502016.02.15 23:07modify170.011.425331.417531.43933
512016.02.16 01:06close170.011.424881.417531.43933-0.43101.32
522016.02.16 23:56sell180.011.414030.000000.00000
532016.02.16 23:56modify180.011.414031.421831.40003
542016.02.17 03:15close180.011.413511.421831.400030.49101.82
552016.02.17 23:25sell190.011.418520.000000.00000
562016.02.17 23:26modify190.011.418521.426321.40452
572016.02.18 01:19close190.011.417841.426321.404520.60102.42
582016.02.18 22:47buy200.011.422920.000000.00000
592016.02.18 22:47modify200.011.422921.415121.43692
602016.02.18 23:58close200.011.424291.415121.436921.36103.78
612016.02.19 21:51buy210.011.419590.000000.00000
622016.02.19 21:51modify210.011.419591.411791.43359
632016.02.19 22:00close210.011.420771.411791.433591.18104.96
642016.02.19 22:10sell220.011.421540.000000.00000
652016.02.19 22:10modify220.011.421541.429341.40754
662016.02.22 00:02close220.011.413421.429341.407548.07113.04
672016.02.22 00:03buy230.011.414300.000000.00000
682016.02.22 00:03modify230.011.414301.406501.42830
692016.02.22 00:43close230.011.416491.406501.428302.19115.23
702016.02.22 23:59sell240.011.414390.000000.00000
712016.02.22 23:59modify240.011.414391.422191.40039
722016.02.23 02:02close240.011.414461.422191.40039-0.10115.13
732016.02.24 23:15sell250.011.379860.000000.00000
742016.02.24 23:15modify250.011.379861.387661.36586
752016.02.24 23:39close250.011.377651.387661.365862.20117.33
762016.02.26 22:25buy260.011.381660.000000.00000
772016.02.26 22:25modify260.011.381661.373861.39566
782016.02.29 00:06close260.011.382721.373861.395661.08118.41
792016.02.29 01:11sell270.011.383030.000000.00000
802016.02.29 01:11modify270.011.383031.390831.36903
812016.02.29 02:03close270.011.381541.390831.369031.48119.89
822016.03.03 21:56sell280.011.404320.000000.00000
832016.03.03 21:56modify280.011.404321.412121.39032
842016.03.04 02:34close280.011.405611.412121.39032-1.30118.58
852016.03.04 23:13buy290.011.412230.000000.00000
862016.03.04 23:13modify290.011.412231.404431.42623
872016.03.07 01:00close290.011.413761.404431.426231.55120.13
882016.03.07 01:04sell300.011.414350.000000.00000
892016.03.07 01:04modify300.011.414351.422151.40035
902016.03.07 01:59close300.011.413171.422151.400351.18121.31
912016.03.09 00:28buy310.011.414440.000000.00000
922016.03.09 00:28modify310.011.414441.406641.42844
932016.03.09 01:47close310.011.415941.406641.428441.50122.81
942016.03.10 00:39buy320.011.417240.000000.00000
952016.03.10 00:39modify320.011.417241.409441.43124
962016.03.10 00:43close320.011.417951.409441.431240.71123.52
972016.03.10 22:51sell330.011.406580.000000.00000
982016.03.10 22:51modify330.011.406581.414381.39258
992016.03.11 01:02close330.011.406291.414381.392580.26123.78
1002016.03.24 21:57buy340.011.380890.000000.00000
1012016.03.24 21:57modify340.011.380891.373091.39489
1022016.03.25 02:10close340.011.380701.373091.39489-0.17123.61
1032016.04.01 22:50sell350.011.364090.000000.00000
1042016.04.01 22:50modify350.011.364091.371891.35009
1052016.04.01 23:50close350.011.362921.371891.350091.17124.78
1062016.04.04 23:19buy360.011.367810.000000.00000
1072016.04.04 23:19modify360.011.367811.360011.38181
1082016.04.05 01:11close360.011.368141.360011.381810.35125.13
1092016.04.11 00:02buy370.011.345390.000000.00000
1102016.04.11 00:02modify370.011.345391.337591.35939
1112016.04.11 03:00close370.011.347101.337591.359391.71126.84
1122016.04.18 00:05buy380.011.371700.000000.00000
1132016.04.18 00:06modify380.011.371701.363901.38570
1142016.04.18 02:19close380.011.371521.363901.38570-0.18126.66
1152016.04.25 00:15sell390.011.415620.000000.00000
1162016.04.25 00:15modify390.011.415621.423421.40162
1172016.04.25 01:37close390.011.413621.423421.401622.00128.66
1182016.04.26 00:38buy400.011.411960.000000.00000
1192016.04.26 00:39modify400.011.411961.404161.42596
1202016.04.26 00:39close400.011.412281.404161.425960.32128.98
1212016.04.28 22:19buy410.011.410670.000000.00000
1222016.04.28 22:19modify410.011.410671.402871.42467
1232016.04.29 02:09close410.011.412531.402871.424671.88130.85
1242016.05.06 23:05sell420.011.403070.000000.00000
1252016.05.06 23:05modify420.011.403071.410871.38907
1262016.05.09 00:00close420.011.402121.410871.389070.92131.78
1272016.05.12 21:59sell430.011.402540.000000.00000
1282016.05.12 21:59modify430.011.402541.410341.38854
1292016.05.13 00:03close430.011.402561.410341.38854-0.04131.73
1302016.05.19 22:47buy440.011.446760.000000.00000
1312016.05.19 22:47modify440.011.446761.438961.46076
1322016.05.20 02:00close440.011.446961.438961.460760.22131.95
1332016.05.25 23:55buy450.011.457160.000000.00000
1342016.05.25 23:55modify450.011.457161.449361.47116
1352016.05.26 02:07close450.011.457421.449361.471160.31132.26
1362016.05.27 23:53sell460.011.454170.000000.00000
1372016.05.27 23:53modify460.011.454171.461971.44017
1382016.05.30 00:40close460.011.452671.461971.440171.47133.72
1392016.05.31 00:41buy470.011.452160.000000.00000
1402016.05.31 00:41modify470.011.452161.444361.46616
1412016.05.31 03:03close470.011.451601.444361.46616-0.56133.16
1422016.06.06 00:11buy480.011.411800.000000.00000
1432016.06.06 00:11modify480.011.411801.404001.42580
1442016.06.06 01:39close480.011.413641.404001.425801.84135.00
1452016.06.09 22:42sell490.011.395500.000000.00000
1462016.06.09 22:42modify490.011.395501.403301.38150
1472016.06.09 23:49close490.011.394311.403301.381501.19136.19
1482016.06.10 23:18sell500.011.375980.000000.00000
1492016.06.10 23:18modify500.011.375981.383781.36198
1502016.06.13 00:23close500.011.373831.383781.361982.12138.31
1512016.06.13 23:44sell510.011.372990.000000.00000
1522016.06.13 23:44modify510.011.372991.380791.35899
1532016.06.14 00:45close510.011.370931.380791.358992.02140.33
1542016.06.17 23:43buy520.011.377290.000000.00000
1552016.06.17 23:43modify520.011.377291.369491.39129
1562016.06.20 00:00close520.011.390371.369491.3912913.07153.40
1572016.06.20 00:08sell530.011.391590.000000.00000
1582016.06.20 00:08modify530.011.391591.399391.37759
1592016.06.20 02:29close530.011.392221.399391.37759-0.63152.77
1602016.06.20 23:27buy540.011.411370.000000.00000
1612016.06.20 23:27modify540.011.411371.403571.42537
1622016.06.20 23:45close540.011.414581.403571.425373.20155.97
1632016.06.20 23:50buy550.011.411730.000000.00000
1642016.06.20 23:50modify550.011.411731.403931.42573
1652016.06.21 00:09s/l550.011.404001.404001.42573-7.69148.27
1662016.06.21 23:05buy560.011.406850.000000.00000
1672016.06.21 23:05modify560.011.406851.399051.42085
1682016.06.21 23:56close560.011.408881.399051.420852.03150.30
1692016.06.22 00:42sell570.011.412410.000000.00000
1702016.06.22 00:42modify570.011.412411.420211.39841
1712016.06.22 01:45close570.011.410521.420211.398411.88152.18
1722016.06.22 23:08sell580.011.410040.000000.00000
1732016.06.22 23:08modify580.011.410041.417841.39604
1742016.06.23 00:26s/l580.011.417781.417781.39604-7.79144.39
1752016.06.27 00:24buy590.011.306950.000000.00000
1762016.06.27 00:24modify590.011.306951.299151.32095
1772016.06.27 01:21close590.011.309001.299151.320952.05146.44
1782016.06.29 23:59buy600.011.315530.000000.00000
1792016.06.29 23:59modify600.011.315531.307731.32953
1802016.06.30 01:13close600.011.317501.307731.329532.02148.46
1812016.06.30 22:16sell610.011.297640.000000.00000
1822016.06.30 22:16modify610.011.297641.305441.28364
1832016.07.01 00:40close610.011.296501.305441.283641.11149.57
1842016.07.04 01:09sell620.011.293810.000000.00000
1852016.07.04 01:09modify620.011.293811.301611.27981
1862016.07.04 03:45close620.011.293951.301611.27981-0.14149.43
1872016.07.07 23:21sell630.011.264130.000000.00000
1882016.07.07 23:21modify630.011.264131.271931.25013
1892016.07.08 01:25close630.011.263161.271931.250130.94150.38
1902016.07.11 00:05buy640.011.272400.000000.00000
1912016.07.11 00:05modify640.011.272401.264601.28640
1922016.07.11 02:15close640.011.272571.264601.286400.17150.55
1932016.07.13 23:29sell650.011.294820.000000.00000
1942016.07.13 23:29modify650.011.294821.302621.28082
1952016.07.14 01:00close650.011.293421.302621.280821.31151.86
1962016.07.19 23:56sell660.011.292020.000000.00000
1972016.07.19 23:56modify660.011.292021.299821.27802
1982016.07.20 03:15close660.011.292171.299821.27802-0.17151.69
1992016.07.21 23:29sell670.011.303500.000000.00000
2002016.07.21 23:29modify670.011.303501.311301.28950
2012016.07.22 02:18close670.011.303221.311301.289500.26151.94
2022016.07.25 00:05sell680.011.296170.000000.00000
2032016.07.25 00:05modify680.011.296171.303971.28217
2042016.07.25 03:38close680.011.297211.303971.28217-1.04150.90
2052016.07.28 23:31sell690.011.292010.000000.00000
2062016.07.28 23:31modify690.011.292011.299811.27801
2072016.07.29 01:33close690.011.290731.299811.278011.25152.15
2082016.08.04 22:28sell700.011.278020.000000.00000
2092016.08.04 22:28modify700.011.278021.285821.26402
2102016.08.04 23:58close700.011.276851.285821.264021.17153.32
2112016.08.08 00:11sell710.011.282880.000000.00000
2122016.08.08 00:11modify710.011.282881.290681.26888
2132016.08.08 00:11close710.011.281001.290681.268881.88155.20
2142016.08.08 00:11buy720.011.280560.000000.00000
2152016.08.08 00:11modify720.011.280561.272761.29456
2162016.08.08 00:12close720.011.282561.272761.294561.99157.19
2172016.08.09 23:37buy730.011.276020.000000.00000
2182016.08.09 23:37modify730.011.276021.268221.29002
2192016.08.10 01:17close730.011.276691.268221.290020.69157.87
2202016.08.12 22:02sell740.011.260040.000000.00000
2212016.08.12 22:02modify740.011.260041.267841.24604
2222016.08.12 23:45close740.011.258491.267841.246041.55159.42
2232016.08.16 00:32sell750.011.253670.000000.00000
2242016.08.16 00:32modify750.011.253671.261471.23967
2252016.08.16 03:41close750.011.253441.261471.239670.23159.65
2262016.08.18 21:55buy760.011.254980.000000.00000
2272016.08.18 21:55modify760.011.254981.247181.26898
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2612016.09.30 23:29close870.011.260231.250921.272721.51167.58
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2712016.10.06 21:45buy910.011.237580.000000.00000
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2732016.10.07 00:15close910.011.237461.229781.25158-0.10170.86
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2912016.10.25 01:05close970.011.214811.223561.201760.92179.96
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4232017.01.16 00:02t/p1410.011.217061.238861.2170613.94228.68
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4512017.02.10 23:58buy1510.011.252010.000000.00000
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