Strategy Tester Report
Generic A-TLP 11.94.11
Pepperstone-Edge05 (Build 1045)

СимволEURCHF (Euro vs Swiss Franc)
Период15 Минут (M15) 2016.10.03 00:00 - 2017.02.17 23:45 (2016.10.01 - 2017.02.21)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыDinamic_SL=true; Coof_ATR=4; S_1="<==== Basic settings ====>"; Comm="EURCHF M15 Generic A-TLP v.11.94.7 (GMT+2) - mynightfly - [opted] - 1192052 - v.20170111-1"; MagicNumber=1192052; Show_Info_Panel=true; Col_info=BurlyWood; Max_Spread=6; Max_Spread_mode2=4; Max_Spread_mode2_profit=26; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=5; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=80; Take_Profit=200; 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=2; 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=200; DailyMA=0; DeltaMA=0.5; time_break=250; loss=74; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=5; MorningCloseHourEnd=19; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=60; Time_Profit_Pips=26; Exit_Distance=0; Exit_Profit_Pips=-6; 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="01:00"; monday_pause_stop="21:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="03:15"; tuesday_pause_stop="21:15"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="04:15"; wednesday_pause_stop="23:15"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="00:45"; friday_open="00:00"; friday_pause_start="02:15"; friday_pause_stop="20:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории10565Смоделировано тиков11134790Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред30
Чистая прибыль17307.62Общая прибыль25579.26Общий убыток-8271.64
Прибыльность3.09Матожидание выигрыша194.47
Абсолютная просадка129.96Максимальная просадка2885.29 (13.73%)Относительная просадка14.25% (1765.13)
Всего сделок89Короткие позиции (% выигравших)26 (84.62%)Длинные позиции (% выигравших)63 (85.71%)
Прибыльные сделки (% от всех)76 (85.39%)Убыточные сделки (% от всех)13 (14.61%)
Самая большаяприбыльная сделка1440.78убыточная сделка-1221.40
Средняяприбыльная сделка336.57убыточная сделка-636.28
Максимальное количествонепрерывных выигрышей (прибыль)23 (5505.11)непрерывных проигрышей (убыток)3 (-2189.83)
Макс.непрерывная прибыль (число выигрышей)5505.11 (23)непрерывный убыток (число проигрышей)-2189.83 (3)
Среднийнепрерывный выигрыш8непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.10.03 00:01buy11.441.089860.000000.00000
22016.10.03 00:02modify11.441.089861.086361.10986
32016.10.03 01:00close11.441.091841.086361.10986272.5110272.51
42016.10.06 00:02buy23.701.091040.000000.00000
52016.10.06 00:02modify23.701.091041.089641.11104
62016.10.06 04:04close23.701.091811.089641.11104256.4710528.98
72016.10.07 20:50buy32.651.093480.000000.00000
82016.10.07 20:50modify32.651.093481.091481.11348
92016.10.07 22:02close32.651.094451.091481.11348236.2110765.19
102016.10.07 23:11sell43.621.094780.000000.00000
112016.10.07 23:11modify43.621.094781.096281.07478
122016.10.07 23:59close43.621.093561.096281.07478412.3411177.53
132016.10.10 00:00buy51.701.092230.000000.00000
142016.10.10 00:00modify51.701.092231.088931.11223
152016.10.10 00:06close51.701.095291.088931.11223503.6711681.20
162016.10.13 00:00buy63.921.089970.000000.00000
172016.10.13 00:00modify63.921.089971.088471.10997
182016.10.13 03:02close63.921.090651.088471.10997236.7511917.95
192016.10.14 21:57buy73.001.087260.000000.00000
202016.10.14 21:57modify73.001.087261.085261.10726
212016.10.14 23:59s/l73.001.085261.085261.10726-615.6611302.29
222016.10.21 20:42buy83.561.080990.000000.00000
232016.10.21 20:42modify83.561.080991.079391.10099
242016.10.21 23:56close83.561.081301.079391.1009984.4611386.75
252016.10.24 00:59sell92.731.081720.000000.00000
262016.10.24 01:00modify92.731.081721.083621.06172
272016.10.24 03:58close92.731.081541.083621.0617229.5911416.34
282016.10.24 21:38sell103.831.081380.000000.00000
292016.10.24 21:38modify103.831.081381.082981.06138
302016.10.25 00:00close103.831.080741.082981.06138204.8011621.14
312016.10.25 21:19sell113.661.083220.000000.00000
322016.10.25 21:19modify113.661.083221.084821.06322
332016.10.26 00:02close113.661.082511.084821.06322221.1111842.25
342016.10.28 00:44buy123.141.082470.000000.00000
352016.10.28 00:45modify123.141.082471.080671.10247
362016.10.28 04:40close123.141.083311.080671.10247239.4212081.67
372016.10.28 20:25buy132.771.084690.000000.00000
382016.10.28 20:25modify132.771.084691.082491.10469
392016.10.31 00:09close132.771.085031.082491.1046974.6412156.31
402016.11.02 03:49buy145.571.077330.000000.00000
412016.11.02 03:49modify145.571.077331.076231.09733
422016.11.02 07:16close145.571.077301.076231.09733-55.5512100.76
432016.11.04 20:47sell153.211.079350.000000.00000
442016.11.04 20:47modify153.211.079351.081251.05935
452016.11.07 00:01s/l153.211.081251.081251.05935-636.3711464.39
462016.11.07 00:01sell161.521.080960.000000.00000
472016.11.07 00:01modify161.521.080961.084761.06096
482016.11.07 05:00modify161.521.080961.080861.06096
492016.11.07 05:00s/l161.521.080861.080861.060964.4211468.81
502016.11.07 21:59buy173.611.076090.000000.00000
512016.11.07 21:59modify173.611.076091.074491.09609
522016.11.08 01:15close173.611.076101.074491.09609-20.8011448.01
532016.11.08 23:38sell183.201.078200.000000.00000
542016.11.08 23:38modify183.201.078201.080001.05820
552016.11.09 01:01s/l183.201.080001.080001.05820-602.6710845.34
562016.11.09 01:01sell191.331.079700.000000.00000
572016.11.09 01:01modify191.331.079701.083801.05970
582016.11.09 02:48close191.331.077481.083801.05970283.2911128.63
592016.11.09 02:56sell201.051.080060.000000.00000
602016.11.09 02:56modify201.051.080061.085361.06006
612016.11.09 03:58close201.051.078051.085361.06006201.8011330.43
622016.11.09 04:00buy210.791.077350.000000.00000
632016.11.09 04:00modify210.791.077351.070051.09735
642016.11.09 05:03modify210.791.077351.077451.09735
652016.11.09 05:03s/l210.791.077451.077451.097352.3011332.73
662016.11.11 00:03buy223.571.074590.000000.00000
672016.11.11 00:03modify223.571.074591.072991.09459
682016.11.11 04:28close223.571.075151.072991.09459173.1511505.88
692016.11.15 00:00buy232.231.070790.000000.00000
702016.11.15 00:00modify232.231.070791.068191.09079
712016.11.15 01:00close232.231.071651.068191.09079174.4611680.34
722016.11.16 02:54sell243.271.074590.000000.00000
732016.11.16 02:54modify243.271.074591.076391.05459
742016.11.16 05:00modify243.271.074591.074491.05459
752016.11.16 05:01s/l243.271.074491.074491.054599.5111689.85
762016.11.18 23:47buy253.681.069510.000000.00000
772016.11.18 23:47modify253.681.069511.067911.08951
782016.11.21 02:09close253.681.070191.067911.08951223.1611913.01
792016.11.21 22:56sell263.331.072450.000000.00000
802016.11.21 22:56modify263.331.072451.074251.05245
812016.11.22 00:03close263.331.071461.074251.05245293.5812206.59
822016.11.22 00:04buy271.921.069910.000000.00000
832016.11.22 00:04modify271.921.069911.066711.08991
842016.11.22 00:12close271.921.071931.066711.08991370.9412577.53
852016.11.22 00:58buy281.661.071430.000000.00000
862016.11.22 00:58modify281.661.071431.067631.09143
872016.11.22 03:02close281.661.072361.067631.09143141.3812718.91
882016.11.24 00:02buy293.771.072120.000000.00000
892016.11.24 00:02modify293.771.072121.070221.09212
902016.11.24 05:00modify293.771.072121.072221.09212
912016.11.24 05:13close293.771.072911.072221.09212268.7912987.70
922016.11.25 00:00buy302.251.072800.000000.00000
932016.11.25 00:00modify302.251.072801.069901.09280
942016.11.25 01:01close302.251.073811.069901.09280209.4713197.17
952016.11.25 20:57sell312.561.074730.000000.00000
962016.11.25 20:57modify312.561.074731.077331.05473
972016.11.25 21:57close312.561.073841.077331.05473207.8813405.05
982016.11.25 21:57buy322.111.073650.000000.00000
992016.11.25 21:57modify322.111.073651.070451.09365
1002016.11.25 22:52close322.111.074921.070451.09365250.8113655.86
1012016.11.25 22:52sell331.961.075110.000000.00000
1022016.11.25 22:52modify331.961.075111.078611.05511
1032016.11.25 23:21close331.961.073121.078611.05511372.8114028.67
1042016.11.25 23:21buy341.641.073120.000000.00000
1052016.11.25 23:21modify341.641.073121.068821.09312
1062016.11.25 23:52close341.641.074971.068821.09312289.2214317.89
1072016.11.25 23:53buy351.471.073520.000000.00000
1082016.11.25 23:53modify351.471.073521.068621.09352
1092016.11.28 01:48close351.471.074701.068621.09352161.9814479.87
1102016.11.28 23:04sell366.641.075050.000000.00000
1112016.11.28 23:04modify366.641.075051.076151.05505
1122016.11.29 00:00close366.641.074151.076151.05505526.1715006.04
1132016.11.29 00:00buy373.021.073620.000000.00000
1142016.11.29 00:00modify373.021.073621.071121.09362
1152016.11.29 01:23close373.021.075521.071121.09362547.5415553.58
1162016.11.29 03:03buy384.611.074640.000000.00000
1172016.11.29 03:03modify384.611.074641.072941.09464
1182016.11.29 06:39modify384.611.074641.074741.09464
1192016.11.29 06:39s/l384.611.074741.074741.0946413.4215567.00
1202016.11.29 22:59sell396.041.077330.000000.00000
1212016.11.29 22:59modify396.041.077331.078631.05733
1222016.11.30 02:02close396.041.077201.078631.0573317.7115584.71
1232016.12.02 00:04buy402.711.076030.000000.00000
1242016.12.02 00:04modify402.711.076031.073131.09603
1252016.12.02 01:39close402.711.077521.073131.09603381.2315965.94
1262016.12.05 00:00buy411.961.073600.000000.00000
1272016.12.05 00:00modify411.961.073601.069501.09360
1282016.12.05 00:01close411.961.075651.069501.09360384.5116350.45
1292016.12.05 00:01buy421.681.076050.000000.00000
1302016.12.05 00:01modify421.681.076051.071151.09605
1312016.12.05 00:05s/l421.681.071151.071151.09605-827.6415522.81
1322016.12.05 00:05buy431.501.071370.000000.00000
1332016.12.05 00:05modify431.501.071371.066171.09137
1342016.12.05 01:00close431.501.073391.066171.09137289.8015812.61
1352016.12.06 00:12buy444.431.082990.000000.00000
1362016.12.06 00:12modify444.431.082991.081191.10299
1372016.12.06 04:34close444.431.083351.081191.10299127.0515939.66
1382016.12.07 00:48buy452.971.082190.000000.00000
1392016.12.07 00:48modify452.971.082191.079491.10219
1402016.12.07 05:00modify452.971.082191.082291.10219
1412016.12.07 05:01s/l452.971.082291.082291.102198.6515948.31
1422016.12.08 00:00buy464.231.082090.000000.00000
1432016.12.08 00:00modify464.231.082091.080091.10209
1442016.12.08 03:36close464.231.083381.080091.10209511.2116459.52
1452016.12.12 00:05buy471.501.071000.000000.00000
1462016.12.12 00:05modify471.501.071001.065201.09100
1472016.12.12 00:13close471.501.073011.065201.09100288.3216747.84
1482016.12.13 00:00buy485.631.077550.000000.00000
1492016.12.13 00:00modify485.631.077551.076051.09755
1502016.12.13 00:02s/l485.631.076051.076051.09755-876.4015871.44
1512016.12.13 00:02buy492.281.074110.000000.00000
1522016.12.13 00:02modify492.281.074111.070611.09411
1532016.12.13 00:02close492.281.076401.070611.09411501.5216372.96
1542016.12.13 00:02buy502.231.076330.000000.00000
1552016.12.13 00:02modify502.231.076331.072631.09633
1562016.12.13 02:08close502.231.078311.072631.09633422.0016794.96
1572016.12.13 02:14sell514.031.078510.000000.00000
1582016.12.13 02:14modify514.031.078511.080611.05851
1592016.12.13 04:07close514.031.077591.080611.05851339.2217134.18
1602016.12.14 00:58buy522.781.075110.000000.00000
1612016.12.14 00:58modify522.781.075111.072011.09511
1622016.12.14 01:30close522.781.075941.072011.09511209.2217343.40
1632016.12.14 01:30sell532.571.076150.000000.00000
1642016.12.14 01:30modify532.571.076151.079651.05615
1652016.12.14 05:00modify532.571.076151.076051.05615
1662016.12.14 06:22s/l532.571.076051.076051.056157.4817350.88
1672016.12.15 00:00buy541.861.072740.000000.00000
1682016.12.15 00:00modify541.861.072741.068041.09274
1692016.12.15 00:17close541.861.074771.068041.09274361.2017712.08
1702016.12.16 00:00buy554.251.072110.000000.00000
1712016.12.16 00:00modify554.251.072111.070011.09211
1722016.12.16 05:00modify554.251.072111.072211.09211
1732016.12.16 07:49close554.251.072881.072211.09211294.6018006.68
1742016.12.16 23:15sell564.121.072780.000000.00000
1752016.12.16 23:15modify564.121.072781.075081.05278
1762016.12.16 23:59close564.121.071431.075081.05278522.3718529.05
1772016.12.21 00:00buy576.671.068330.000000.00000
1782016.12.21 00:00modify576.671.068331.066831.08833
1792016.12.21 00:43close576.671.069021.066831.08833409.4518938.50
1802016.12.22 00:03buy585.021.069430.000000.00000
1812016.12.22 00:03modify585.021.069431.067531.08943
1822016.12.22 00:20close585.021.070491.067531.08943492.2519430.75
1832016.12.22 00:22buy593.261.069640.000000.00000
1842016.12.22 00:22modify593.261.069641.066641.08964
1852016.12.22 00:33close593.261.070501.066641.08964255.0519685.80
1862016.12.30 01:39sell602.481.074030.000000.00000
1872016.12.30 01:39modify602.481.074031.078031.05403
1882016.12.30 01:40close602.481.072681.078031.05403314.4320000.23
1892016.12.30 01:40buy611.771.072470.000000.00000
1902016.12.30 01:40modify611.771.072471.066671.09247
1912016.12.30 01:41close611.771.073831.066671.09247226.1920226.42
1922016.12.30 01:41sell621.671.074030.000000.00000
1932016.12.30 01:41modify621.671.074031.080131.05403
1942016.12.30 01:41close621.671.072691.080131.05403210.0820436.50
1952016.12.30 01:41buy631.691.072500.000000.00000
1962016.12.30 01:41modify631.691.072501.066401.09250
1972016.12.30 01:42close631.691.073831.066401.09250210.9320647.43
1982016.12.30 01:42buy641.651.072490.000000.00000
1992016.12.30 01:42modify641.651.072491.066191.09249
2002016.12.30 01:43close641.651.073841.066191.09249209.2120856.64
2012016.12.30 01:43sell651.641.074040.000000.00000
2022016.12.30 01:43modify651.641.074041.080441.05404
2032016.12.30 08:45close651.641.074471.080441.05404-81.3620775.28
2042016.12.30 22:31buy668.731.072020.000000.00000
2052016.12.30 22:31modify668.731.072021.070821.09202
2062017.01.02 00:02s/l668.731.070821.070821.09202-1097.2119678.07
2072017.01.02 00:05buy674.131.070850.000000.00000
2082017.01.02 00:05modify674.131.070851.068451.09085
2092017.01.02 00:07s/l674.131.068451.068451.09085-1011.2618666.81
2102017.01.02 00:07buy682.291.067640.000000.00000
2112017.01.02 00:07modify682.291.067641.063541.08764
2122017.01.02 00:12close682.291.071331.063541.08764821.4419488.25
2132017.01.02 00:12buy692.391.070750.000000.00000
2142017.01.02 00:12modify692.391.070751.066651.09075
2152017.01.02 02:44close692.391.072041.066651.09075288.8319777.08
2162017.01.02 23:13buy707.121.070140.000000.00000
2172017.01.02 23:13modify707.121.070141.068741.09014
2182017.01.02 23:59s/l707.121.068741.068741.09014-1037.7518739.33
2192017.01.03 00:00buy714.111.069060.000000.00000
2202017.01.03 00:00modify714.111.069061.066761.08906
2212017.01.03 00:23close714.111.071111.066761.08906806.2619545.59
2222017.01.03 01:00sell721.931.071450.000000.00000
2232017.01.03 01:00modify721.931.071451.076551.05145
2242017.01.03 05:00modify721.931.071451.071351.05145
2252017.01.03 06:02s/l721.931.071351.071351.051455.6119551.20
2262017.01.04 00:00buy734.281.067260.000000.00000
2272017.01.04 00:00modify734.281.067261.064961.08726
2282017.01.04 02:32close734.281.069261.064961.08726818.4120369.61
2292017.01.05 00:01buy744.461.070000.000000.00000
2302017.01.05 00:01modify744.461.070001.067701.09000
2312017.01.05 00:59close744.461.071171.067701.09000485.9520855.56
2322017.01.06 21:59sell757.011.072210.000000.00000
2332017.01.06 21:59modify757.011.072211.073711.05221
2342017.01.06 23:59close757.011.070961.073711.05221819.3021674.86
2352017.01.10 01:30sell764.201.073700.000000.00000
2362017.01.10 01:30modify764.201.073701.076301.05370
2372017.01.10 09:07close764.201.074081.076301.05370-187.5721487.29
2382017.01.13 00:00buy776.371.072160.000000.00000
2392017.01.13 00:01modify776.371.072161.069961.09216
2402017.01.13 05:00modify776.371.072161.072261.09216
2412017.01.13 05:46s/l776.371.072261.072261.0921618.5521505.84
2422017.01.13 21:56sell787.231.073860.000000.00000
2432017.01.13 21:56modify787.231.073861.075361.05386
2442017.01.13 23:59close787.231.073041.075361.05386536.9222042.76
2452017.01.16 00:01buy793.971.070890.000000.00000
2462017.01.16 00:02modify793.971.070891.067791.09089
2472017.01.16 00:40close793.971.072901.067791.09089763.0622805.82
2482017.01.17 00:54buy804.421.071560.000000.00000
2492017.01.17 00:54modify804.421.071561.068961.09156
2502017.01.17 02:21close804.421.072301.068961.09156293.2223099.04
2512017.01.20 00:00buy818.321.072630.000000.00000
2522017.01.20 00:00modify818.321.072631.071131.09263
2532017.01.20 03:07close818.321.072911.071131.09263172.6423271.68
2542017.01.20 20:15buy828.381.072640.000000.00000
2552017.01.20 20:15modify828.381.072641.071241.09264
2562017.01.20 23:59s/l828.381.071241.071241.09264-1221.4022050.28
2572017.01.23 00:01buy835.561.071350.000000.00000
2582017.01.23 00:01modify835.561.071351.069351.09135
2592017.01.23 02:05close835.561.072621.069351.09135660.9122711.19
2602017.01.27 00:00buy846.031.067620.000000.00000
2612017.01.27 00:00modify846.031.067621.065721.08762
2622017.01.27 03:12close846.031.068341.065721.08762388.0723099.26
2632017.01.31 00:00buy855.821.063760.000000.00000
2642017.01.31 00:00modify855.821.063761.061761.08376
2652017.01.31 01:20close855.821.064681.061761.08376489.9223589.18
2662017.02.02 00:00buy865.661.067800.000000.00000
2672017.02.02 00:00modify865.661.067801.065701.08780
2682017.02.02 05:00modify865.661.067801.067901.08780
2692017.02.02 05:01close865.661.069471.067901.08780897.1724486.35
2702017.02.03 00:21buy876.861.067600.000000.00000
2712017.02.03 00:21modify876.861.067601.065701.08760
2722017.02.03 02:11close876.861.068221.065701.08760373.5124859.86
2732017.02.03 23:58sell8812.541.070440.000000.00000
2742017.02.03 23:58modify8812.541.070441.071441.05044
2752017.02.03 23:59close8812.541.069211.071441.050441440.7826300.64
2762017.02.07 00:00buy898.841.064200.000000.00000
2772017.02.07 00:00modify898.841.064201.062701.08420
2782017.02.07 00:32close898.841.065421.062701.084201006.9827307.62