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

СимволUSDCAD (US 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="<==== Basic settings ====>"; Comm="USDCAD M15 Generic A-TLP v.11.94.7 (GMT+2) - mynightfly - [opted] - 1192113 - v.20170111-1 "; MagicNumber=1192113; Show_Info_Panel=true; Col_info=BurlyWood; Max_Spread=5; Max_Spread_mode2=3; Max_Spread_mode2_profit=15; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=103; Take_Profit=120; 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=12; Entry_Break=4; Min_Volatility=17; 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=75; DailyMA=0; DeltaMA=0.5; time_break=240; loss=98; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=40; Time_Profit_Pips=16; Exit_Distance=-4; Exit_Profit_Pips=-25; 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="21:45"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="23:45"; tuesday_pause_start="0"; tuesday_pause_stop="0"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="01:45"; wednesday_pause_stop="23:45"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="01:45"; thursday_pause_stop="22:15"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:45"; friday_pause_stop="20:45"; friday_close="23:45"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории27824Смоделировано тиков30811451Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредVariable
Чистая прибыль70.52Общая прибыль82.38Общий убыток-11.86
Прибыльность6.94Матожидание выигрыша0.75
Абсолютная просадка2.03Максимальная просадка6.86 (4.16%)Относительная просадка4.16% (6.86)
Всего сделок94Короткие позиции (% выигравших)45 (77.78%)Длинные позиции (% выигравших)49 (83.67%)
Прибыльные сделки (% от всех)76 (80.85%)Убыточные сделки (% от всех)18 (19.15%)
Самая большаяприбыльная сделка9.23убыточная сделка-1.99
Средняяприбыльная сделка1.08убыточная сделка-0.66
Максимальное количествонепрерывных выигрышей (прибыль)22 (28.50)непрерывных проигрышей (убыток)3 (-2.05)
Макс.непрерывная прибыль (число выигрышей)28.50 (22)непрерывный убыток (число проигрышей)-2.11 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.07 23:54sell10.011.411230.000000.00000
22016.01.07 23:54modify10.011.411231.421531.39923
32016.01.08 02:30close10.011.410431.421531.399230.55100.55
42016.01.08 23:12sell20.011.415400.000000.00000
52016.01.08 23:12modify20.011.415401.425701.40340
62016.01.11 03:15close20.011.417081.425701.40340-1.2199.35
72016.01.11 22:34buy30.011.420740.000000.00000
82016.01.11 22:34modify30.011.420741.410441.43274
92016.01.11 23:17close30.011.422411.410441.432741.18100.53
102016.01.14 23:24sell40.011.437400.000000.00000
112016.01.14 23:24modify40.011.437401.447701.42540
122016.01.15 00:50close40.011.435881.447701.425401.04101.57
132016.01.18 22:31sell50.011.456970.000000.00000
142016.01.18 22:31modify50.011.456971.467271.44497
152016.01.19 00:52close50.011.455481.467271.444971.00102.58
162016.01.26 23:45sell60.011.411170.000000.00000
172016.01.26 23:45modify60.011.411171.421471.39917
182016.01.27 02:35close60.011.411161.421471.39917-0.01102.57
192016.01.28 01:37buy70.011.407700.000000.00000
202016.01.28 01:37modify70.011.407701.397401.41970
212016.01.28 02:02close70.011.410381.397401.419701.90104.47
222016.01.28 23:09buy80.011.403760.000000.00000
232016.01.28 23:09modify80.011.403761.393461.41576
242016.01.29 02:00close80.011.403911.393461.415760.10104.58
252016.01.29 23:31buy90.011.398580.000000.00000
262016.01.29 23:31modify90.011.398581.388281.41058
272016.02.01 02:17close90.011.398631.388281.410580.02104.60
282016.02.04 23:24sell100.011.375590.000000.00000
292016.02.04 23:24modify100.011.375591.385891.36359
302016.02.05 02:16close100.011.375291.385891.363590.19104.79
312016.02.09 23:56buy110.011.386560.000000.00000
322016.02.09 23:56modify110.011.386561.376261.39856
332016.02.10 01:18close110.011.387911.376261.398560.97105.77
342016.02.12 22:59sell120.011.386300.000000.00000
352016.02.12 22:59modify120.011.386301.396601.37430
362016.02.15 01:07close120.011.385051.396601.374300.88106.65
372016.02.16 23:56buy130.011.387110.000000.00000
382016.02.16 23:56modify130.011.387111.376811.39911
392016.02.17 02:36close130.011.387541.376811.399110.30106.96
402016.02.18 23:56buy140.011.372590.000000.00000
412016.02.18 23:56modify140.011.372591.362291.38459
422016.02.19 02:07close140.011.374231.362291.384591.19108.15
432016.02.22 23:12sell150.011.371890.000000.00000
442016.02.22 23:12modify150.011.371891.382191.35989
452016.02.23 01:29close150.011.370681.382191.359890.87109.02
462016.02.29 21:59buy160.011.351060.000000.00000
472016.02.29 21:59modify160.011.351061.340761.36306
482016.02.29 22:56close160.011.352621.340761.363061.15110.17
492016.03.02 23:58buy170.011.341650.000000.00000
502016.03.02 23:58modify170.011.341651.331351.35365
512016.03.03 01:21close170.011.343231.331351.353651.16111.34
522016.03.04 00:34sell180.011.342720.000000.00000
532016.03.04 00:34modify180.011.342721.353021.33072
542016.03.04 01:37close180.011.341071.353021.330721.23112.57
552016.03.10 23:41buy190.011.333250.000000.00000
562016.03.10 23:41modify190.011.333251.322951.34525
572016.03.11 00:38close190.011.334941.322951.345251.25113.82
582016.03.11 22:25sell200.011.323320.000000.00000
592016.03.11 22:25modify200.011.323321.333621.31132
602016.03.11 23:47close200.011.322311.333621.311320.76114.58
612016.03.18 00:26sell210.011.299700.000000.00000
622016.03.18 00:26modify210.011.299701.310001.28770
632016.03.18 01:28close210.011.298111.310001.287701.22115.80
642016.03.18 22:02sell220.011.304130.000000.00000
652016.03.18 22:02modify220.011.304131.314431.29213
662016.03.18 22:29close220.011.302061.314431.292131.59117.39
672016.03.18 22:38buy230.011.300940.000000.00000
682016.03.18 22:38modify230.011.300941.290641.31294
692016.03.20 23:23close230.011.302651.290641.312941.31118.70
702016.03.21 22:56sell240.011.309360.000000.00000
712016.03.21 22:56modify240.011.309361.319661.29736
722016.03.22 02:02close240.011.308931.319661.297360.31119.02
732016.04.01 21:07buy250.011.301240.000000.00000
742016.04.01 21:07modify250.011.301241.290941.31324
752016.04.04 00:01close250.011.302881.290941.313241.25120.27
762016.04.05 23:57buy260.011.313410.000000.00000
772016.04.05 23:57modify260.011.313411.303111.32541
782016.04.06 02:30close260.011.313941.303111.325410.39120.66
792016.04.07 22:16buy270.011.313590.000000.00000
802016.04.07 22:16modify270.011.313591.303291.32559
812016.04.07 23:21close270.011.315131.303291.325591.17121.83
822016.04.15 23:14buy280.011.282350.000000.00000
832016.04.15 23:14modify280.011.282351.272051.29435
842016.04.18 00:00t/p280.011.294311.272051.294319.23131.07
852016.04.19 23:55sell290.011.266750.000000.00000
862016.04.19 23:55modify290.011.266751.277051.25475
872016.04.20 04:32close290.011.269131.277051.25475-1.90129.17
882016.04.28 00:12buy300.011.259310.000000.00000
892016.04.28 00:12modify300.011.259311.249011.27131
902016.04.28 03:59close300.011.259041.249011.27131-0.21128.96
912016.04.29 20:55sell310.011.257550.000000.00000
922016.04.29 20:55modify310.011.257551.267851.24555
932016.04.29 21:35close310.011.255531.267851.245551.61130.57
942016.05.06 23:12buy320.011.291000.000000.00000
952016.05.06 23:12modify320.011.291001.280701.30300
962016.05.09 00:00close320.011.294791.280701.303002.92133.50
972016.05.09 21:45buy330.011.296870.000000.00000
982016.05.09 21:45modify330.011.296871.286571.30887
992016.05.10 01:39close330.011.296301.286571.30887-0.45133.05
1002016.05.23 22:57sell340.011.314570.000000.00000
1012016.05.23 22:57modify340.011.314571.324871.30257
1022016.05.24 01:16close340.011.314321.324871.302570.17133.23
1032016.05.24 23:56buy350.011.312780.000000.00000
1042016.05.24 23:56modify350.011.312781.302481.32478
1052016.05.25 03:00close350.011.312881.302481.324780.06133.29
1062016.05.26 23:09buy360.011.297050.000000.00000
1072016.05.26 23:09modify360.011.297051.286751.30905
1082016.05.27 01:15close360.011.297881.286751.309050.62133.91
1092016.05.27 20:50sell370.011.303770.000000.00000
1102016.05.27 20:50modify370.011.303771.314071.29177
1112016.05.27 23:52close370.011.302541.314071.291770.95134.86
1122016.06.07 23:50buy380.011.275040.000000.00000
1132016.06.07 23:50modify380.011.275041.264741.28704
1142016.06.08 02:43close380.011.276041.264741.287040.77135.64
1152016.06.09 00:42buy390.011.268420.000000.00000
1162016.06.09 00:42modify390.011.268421.258121.28042
1172016.06.09 02:00close390.011.269211.258121.280420.63136.27
1182016.06.10 20:45sell400.011.276260.000000.00000
1192016.06.10 20:45modify400.011.276261.286561.26426
1202016.06.10 23:09close400.011.275041.286561.264260.96137.23
1212016.06.13 23:54sell410.011.282130.000000.00000
1222016.06.13 23:54modify410.011.282131.292431.27013
1232016.06.14 03:58close410.011.282121.292431.27013-0.01137.22
1242016.06.14 23:47sell420.011.286650.000000.00000
1252016.06.14 23:47modify420.011.286651.296951.27465
1262016.06.15 02:30close420.011.286261.296951.274650.29137.52
1272016.06.17 23:10sell430.011.288630.000000.00000
1282016.06.17 23:10modify430.011.288631.298931.27663
1292016.06.20 00:01close430.011.284991.298931.276632.81140.33
1302016.06.20 23:46buy440.011.279450.000000.00000
1312016.06.20 23:46modify440.011.279451.269151.29145
1322016.06.21 00:08close440.011.281271.269151.291451.41141.74
1332016.06.23 00:20buy450.011.282010.000000.00000
1342016.06.23 00:20modify450.011.282011.271711.29401
1352016.06.23 03:32close450.011.281091.271711.29401-0.72141.02
1362016.06.23 22:24sell460.011.280370.000000.00000
1372016.06.23 22:24modify460.011.280371.290671.26837
1382016.06.23 22:36close460.011.277571.290671.268372.19143.21
1392016.06.24 00:07buy470.011.275230.000000.00000
1402016.06.24 00:07modify470.011.275231.264931.28723
1412016.06.24 01:19close470.011.277091.264931.287231.45144.66
1422016.06.30 00:00buy480.011.293790.000000.00000
1432016.06.30 00:00modify480.011.293791.283491.30579
1442016.06.30 03:50close480.011.294531.283491.305790.58145.24
1452016.06.30 22:26buy490.011.295020.000000.00000
1462016.06.30 22:26modify490.011.295021.284721.30702
1472016.07.01 01:45close490.011.295061.284721.307020.02145.27
1482016.07.06 23:51buy500.011.294800.000000.00000
1492016.07.06 23:51modify500.011.294801.284501.30680
1502016.07.07 00:35close500.011.296321.284501.306801.16146.43
1512016.07.15 22:13buy510.011.293680.000000.00000
1522016.07.15 22:13modify510.011.293681.283381.30568
1532016.07.15 23:27close510.011.295341.283381.305681.28147.71
1542016.07.18 22:20buy520.011.293090.000000.00000
1552016.07.18 22:20modify520.011.293091.282791.30509
1562016.07.19 00:04close520.011.294821.282791.305091.32149.04
1572016.07.21 00:25sell530.011.306990.000000.00000
1582016.07.21 00:25modify530.011.306991.317291.29499
1592016.07.21 03:11close530.011.306661.317291.294990.25149.29
1602016.07.21 22:21sell540.011.310070.000000.00000
1612016.07.21 22:21modify540.011.310071.320371.29807
1622016.07.21 23:24close540.011.308431.320371.298071.25150.54
1632016.07.22 21:18buy550.011.315900.000000.00000
1642016.07.22 21:18modify550.011.315901.305601.32790
1652016.07.25 04:01close550.011.314411.305601.32790-1.14149.40
1662016.08.04 23:13sell560.011.302910.000000.00000
1672016.08.04 23:13modify560.011.302911.313211.29091
1682016.08.05 02:43close560.011.302101.313211.290910.61150.01
1692016.08.05 21:07buy570.011.316440.000000.00000
1702016.08.05 21:07modify570.011.316441.306141.32844
1712016.08.05 23:28close570.011.317181.306141.328440.56150.57
1722016.08.11 00:02buy580.011.303600.000000.00000
1732016.08.11 00:02modify580.011.303601.293301.31560
1742016.08.11 00:42close580.011.305671.293301.315601.59152.16
1752016.08.11 23:54sell590.011.299660.000000.00000
1762016.08.11 23:54modify590.011.299661.309961.28766
1772016.08.12 01:27close590.011.298151.309961.287661.14153.31
1782016.08.12 22:14sell600.011.296730.000000.00000
1792016.08.12 22:14modify600.011.296731.307031.28473
1802016.08.12 23:55close600.011.295841.307031.284730.69154.00
1812016.08.16 23:56sell610.011.286230.000000.00000
1822016.08.16 23:56modify610.011.286231.296531.27423
1832016.08.17 01:37close610.011.285261.296531.274230.74154.74
1842016.08.19 22:13buy620.011.285430.000000.00000
1852016.08.19 22:13modify620.011.285431.275131.29743
1862016.08.19 23:59close620.011.286721.275131.297431.00155.74
1872016.09.01 22:53buy630.011.308840.000000.00000
1882016.09.01 22:53modify630.011.308841.298541.32084
1892016.09.01 23:59close630.011.310351.298541.320841.15156.89
1902016.09.08 00:00buy640.011.288480.000000.00000
1912016.09.08 00:00modify640.011.288481.278181.30048
1922016.09.08 03:01close640.011.288511.278181.300480.03156.92
1932016.09.09 21:56buy650.011.302330.000000.00000
1942016.09.09 21:56modify650.011.302331.292031.31433
1952016.09.09 23:22close650.011.303981.292031.314331.26158.18
1962016.09.13 23:50buy660.011.315740.000000.00000
1972016.09.13 23:50modify660.011.315741.305441.32774
1982016.09.14 03:08close660.011.316821.305441.327740.81159.00
1992016.09.22 01:33buy670.011.307610.000000.00000
2002016.09.22 01:33modify670.011.307611.297311.31961
2012016.09.22 05:47close670.011.308411.297311.319610.61159.61
2022016.09.22 23:53buy680.011.304580.000000.00000
2032016.09.22 23:53modify680.011.304581.294281.31658
2042016.09.23 02:56close680.011.304651.294281.316580.05159.66
2052016.09.26 21:46sell690.011.322620.000000.00000
2062016.09.26 21:46modify690.011.322621.332921.31062
2072016.09.27 00:30close690.011.322321.332921.310620.20159.87
2082016.09.29 01:42buy700.011.306470.000000.00000
2092016.09.29 01:42modify700.011.306471.296171.31847
2102016.09.29 04:57close700.011.306421.296171.31847-0.04159.83
2112016.10.03 22:33buy710.011.310260.000000.00000
2122016.10.03 22:33modify710.011.310261.299961.32226
2132016.10.03 23:56close710.011.311691.299961.322261.09160.92
2142016.10.07 22:59sell720.011.328430.000000.00000
2152016.10.07 22:59modify720.011.328431.338731.31643
2162016.10.10 00:01close720.011.324431.338731.316433.00163.92
2172016.10.12 23:55sell730.011.327250.000000.00000
2182016.10.12 23:55modify730.011.327251.337551.31525
2192016.10.13 05:19close730.011.327441.337551.31525-0.19163.73
2202016.10.20 00:00buy740.011.311270.000000.00000
2212016.10.20 00:00modify740.011.311271.300971.32327
2222016.10.20 01:36close740.011.312831.300971.323271.19164.92
2232016.10.24 23:13buy750.011.336890.000000.00000
2242016.10.24 23:13modify750.011.336891.326591.34889
2252016.10.25 03:55close750.011.335331.326591.34889-1.18163.75
2262016.10.28 20:50sell760.011.340650.000000.00000
2272016.10.28 20:50modify760.011.340651.350951.32865
2282016.10.28 21:59close760.011.339011.350951.328651.22164.97
2292016.11.04 22:18buy770.011.339220.000000.00000
2302016.11.04 22:18modify770.011.339221.328921.35122
2312016.11.07 03:00close770.011.338771.328921.35122-0.35164.62
2322016.11.10 22:24sell780.011.347770.000000.00000
2332016.11.10 22:24modify780.011.347771.358071.33577
2342016.11.11 01:30close780.011.346421.358071.335770.98165.60
2352016.11.17 01:30buy790.011.342150.000000.00000
2362016.11.17 01:30modify790.011.342151.331851.35415
2372016.11.17 02:32close790.011.343681.331851.354151.14166.74
2382016.11.24 01:33sell800.011.350590.000000.00000
2392016.11.24 01:33modify800.011.350591.360891.33859
2402016.11.24 07:33close800.011.351171.360891.33859-0.43166.31
2412016.11.25 21:37sell810.011.353240.000000.00000
2422016.11.25 21:37modify810.011.353241.363541.34124
2432016.11.25 23:04close810.011.351951.363541.341240.96167.27
2442016.11.28 22:07sell820.011.342660.000000.00000
2452016.11.28 22:07modify820.011.342661.352961.33066
2462016.11.28 23:27close820.011.341231.352961.330661.06168.33
2472016.12.09 22:05buy830.011.316110.000000.00000
2482016.12.09 22:05modify830.011.316111.305811.32811
2492016.12.09 22:47close830.011.317691.305811.328111.20169.53
2502016.12.12 23:43buy840.011.312550.000000.00000
2512016.12.12 23:43modify840.011.312551.302251.32455
2522016.12.13 02:54close840.011.312741.302251.324550.14169.68
2532016.12.16 22:03sell850.011.335530.000000.00000
2542016.12.16 22:03modify850.011.335531.345831.32353
2552016.12.16 23:05close850.011.333941.345831.323531.19170.87
2562016.12.22 00:38sell860.011.342390.000000.00000
2572016.12.22 00:38modify860.011.342391.352691.33039
2582016.12.22 03:15close860.011.342401.352691.33039-0.01170.86
2592017.01.16 22:10sell870.011.317600.000000.00000
2602017.01.16 22:10modify870.011.317601.327901.30560
2612017.01.17 01:01close870.011.317891.327901.30560-0.24170.62
2622017.01.20 21:03buy880.011.332050.000000.00000
2632017.01.20 21:03modify880.011.332051.321751.34405
2642017.01.23 06:54close880.011.329661.321751.34405-1.81168.82
2652017.01.26 23:12sell890.011.310780.000000.00000
2662017.01.26 23:12modify890.011.310781.321081.29878
2672017.01.26 23:59close890.011.309131.321081.298781.27170.09
2682017.01.27 23:24sell900.011.314950.000000.00000
2692017.01.27 23:24modify900.011.314951.325251.30295
2702017.01.30 00:03close900.011.313401.325251.302951.16171.25
2712017.02.01 00:11sell910.011.303550.000000.00000
2722017.02.01 00:11modify910.011.303551.313851.29155
2732017.02.01 12:43close910.011.306141.313851.29155-1.99169.26
2742017.02.03 20:45sell920.011.302410.000000.00000
2752017.02.03 20:45modify920.011.302411.312711.29041
2762017.02.06 01:01close920.011.302411.312711.29041-0.02169.25
2772017.02.08 01:13sell930.011.319680.000000.00000
2782017.02.08 01:13modify930.011.319681.329981.30768
2792017.02.08 03:27close930.011.318351.329981.307681.01170.26
2802017.02.10 21:00sell940.011.309120.000000.00000
2812017.02.10 21:00modify940.011.309121.319421.29712
2822017.02.10 23:45close940.011.308791.319421.297120.26170.52