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=false; 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 прибыль4814.56Общая прибыль5058.48Общий убыток-243.93
Прибыльность20.74Матожидание выигрыша60.94
Абсолютная просадка56.86Максимальная просадка525.50 (3.84%)Относительная просадка4.12% (502.45)
Всего сделок79Короткие позиции (% выигравших)24 (87.50%)Длинные позиции (% выигравших)55 (89.09%)
Прибыльные сделки (% от всех)70 (88.61%)Убыточные сделки (% от всех)9 (11.39%)
Самая большаяприбыльная сделка189.61убыточная сделка-50.52
Средняяприбыльная сделка72.26убыточная сделка-27.10
Максимальное количествонепрерывных выигрышей (прибыль)23 (1600.78)непрерывных проигрышей (убыток)3 (-56.31)
Макс.непрерывная прибыль (число выигрышей)1600.78 (23)непрерывный убыток (число проигрышей)-56.31 (3)
Среднийнепрерывный выигрыш10непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.10.03 00:01buy10.631.089860.000000.00000
22016.10.03 00:02modify10.631.089861.081861.10986
32016.10.03 01:00close10.631.091841.081861.10986119.2210119.22
42016.10.06 00:02buy20.631.091040.000000.00000
52016.10.06 00:02modify20.631.091041.083041.11104
62016.10.06 04:04close20.631.091811.083041.1110443.6710162.89
72016.10.07 20:50buy30.641.093480.000000.00000
82016.10.07 20:50modify30.641.093481.085481.11348
92016.10.07 22:02close30.641.094451.085481.1134857.0510219.94
102016.10.07 23:11sell40.641.094780.000000.00000
112016.10.07 23:11modify40.641.094781.102781.07478
122016.10.07 23:59close40.641.093561.102781.0747872.9010292.84
132016.10.10 00:00buy50.641.092230.000000.00000
142016.10.10 00:00modify50.641.092231.084231.11223
152016.10.10 00:06close50.641.095291.084231.11223189.6110482.45
162016.10.13 00:00buy60.661.089970.000000.00000
172016.10.13 00:00modify60.661.089971.081971.10997
182016.10.13 03:02close60.661.090651.081971.1099739.8610522.31
192016.10.14 21:57buy70.661.087260.000000.00000
202016.10.14 21:57modify70.661.087261.079261.10726
212016.10.17 05:14close70.661.086661.079261.10726-43.7110478.60
222016.10.21 20:42buy80.661.080990.000000.00000
232016.10.21 20:42modify80.661.080991.072991.10099
242016.10.21 23:56close80.661.081301.072991.1009915.6610494.26
252016.10.24 00:59sell90.661.081720.000000.00000
262016.10.24 01:00modify90.661.081721.089721.06172
272016.10.24 03:58close90.661.081541.089721.061727.1510501.41
282016.10.24 21:38sell100.661.081380.000000.00000
292016.10.24 21:38modify100.661.081381.089381.06138
302016.10.25 00:00close100.661.080741.089381.0613835.2910536.71
312016.10.25 21:19sell110.661.083220.000000.00000
322016.10.25 21:19modify110.661.083221.091221.06322
332016.10.26 00:02close110.661.082511.091221.0632239.8710576.58
342016.10.28 00:44buy120.661.082470.000000.00000
352016.10.28 00:45modify120.661.082471.074471.10247
362016.10.28 04:40close120.661.083311.074471.1024750.3210626.90
372016.10.28 20:25buy130.671.084690.000000.00000
382016.10.28 20:25modify130.671.084691.076691.10469
392016.10.31 00:09close130.671.085031.076691.1046918.0510644.94
402016.11.02 03:49buy140.671.077330.000000.00000
412016.11.02 03:49modify140.671.077331.069331.09733
422016.11.02 07:16close140.671.077301.069331.09733-6.6810638.26
432016.11.04 20:47sell150.671.079350.000000.00000
442016.11.04 20:47modify150.671.079351.087351.05935
452016.11.07 13:10close150.671.079941.087351.05935-45.8410592.43
462016.11.07 21:59buy160.661.076090.000000.00000
472016.11.07 21:59modify160.661.076091.068091.09609
482016.11.08 01:15close160.661.076101.068091.09609-3.8010588.63
492016.11.08 23:38sell170.661.078200.000000.00000
502016.11.08 23:38modify170.661.078201.086201.05820
512016.11.09 02:48close170.661.077481.086201.0582040.5310629.16
522016.11.09 02:56sell180.671.080060.000000.00000
532016.11.09 02:56modify180.671.080061.088061.06006
542016.11.09 03:58close180.671.078051.088061.06006128.7710757.93
552016.11.09 04:00buy190.671.077350.000000.00000
562016.11.09 04:00modify190.671.077351.069351.09735
572016.11.09 05:03modify190.671.077351.077451.09735
582016.11.09 05:03s/l190.671.077451.077451.097351.9510759.88
592016.11.11 00:03buy200.671.074590.000000.00000
602016.11.11 00:03modify200.671.074591.066591.09459
612016.11.11 04:28close200.671.075151.066591.0945932.5010792.38
622016.11.15 00:00buy210.681.070790.000000.00000
632016.11.15 00:00modify210.681.070791.062791.09079
642016.11.15 01:00close210.681.071651.062791.0907953.2010845.58
652016.11.16 02:54sell220.681.074590.000000.00000
662016.11.16 02:54modify220.681.074591.082591.05459
672016.11.16 05:00modify220.681.074591.074491.05459
682016.11.16 05:01s/l220.681.074491.074491.054591.9810847.56
692016.11.18 23:47buy230.681.069510.000000.00000
702016.11.18 23:47modify230.681.069511.061511.08951
712016.11.21 02:09close230.681.070191.061511.0895141.2410888.80
722016.11.21 22:56sell240.681.072450.000000.00000
732016.11.21 22:56modify240.681.072451.080451.05245
742016.11.22 00:03close240.681.071461.080451.0524559.9510948.76
752016.11.22 00:04buy250.691.069910.000000.00000
762016.11.22 00:04modify250.691.069911.061911.08991
772016.11.22 00:12close250.691.071931.061911.08991133.3111082.07
782016.11.22 00:58buy260.691.071430.000000.00000
792016.11.22 00:58modify260.691.071431.063431.09143
802016.11.22 03:02close260.691.072361.063431.0914358.7611140.83
812016.11.24 00:02buy270.701.072120.000000.00000
822016.11.24 00:02modify270.701.072121.064121.09212
832016.11.24 05:00modify270.701.072121.072221.09212
842016.11.24 05:13close270.701.072911.072221.0921249.9111190.74
852016.11.25 00:00buy280.701.072800.000000.00000
862016.11.25 00:00modify280.701.072801.064801.09280
872016.11.25 01:01close280.701.073811.064801.0928065.1711255.91
882016.11.25 20:57sell290.701.074730.000000.00000
892016.11.25 20:57modify290.701.074731.082731.05473
902016.11.25 21:57close290.701.073841.082731.0547356.8411312.75
912016.11.25 21:57buy300.711.073650.000000.00000
922016.11.25 21:57modify300.711.073651.065651.09365
932016.11.25 22:52close300.711.074921.065651.0936584.3911397.14
942016.11.25 22:52sell310.711.075110.000000.00000
952016.11.25 22:52modify310.711.075111.083111.05511
962016.11.25 23:21close310.711.073121.083111.05511135.0511532.19
972016.11.25 23:21buy320.721.073120.000000.00000
982016.11.25 23:21modify320.721.073121.065121.09312
992016.11.25 23:52close320.721.074971.065121.09312126.9711659.16
1002016.11.25 23:53buy330.731.073520.000000.00000
1012016.11.25 23:53modify330.731.073521.065521.09352
1022016.11.28 01:48close330.731.074701.065521.0935280.4411739.60
1032016.11.28 23:04sell340.741.075050.000000.00000
1042016.11.28 23:04modify340.741.075051.083051.05505
1052016.11.29 00:00close340.741.074151.083051.0550558.6411798.23
1062016.11.29 00:00buy350.741.073620.000000.00000
1072016.11.29 00:00modify350.741.073621.065621.09362
1082016.11.29 01:23close350.741.075521.065621.09362134.1611932.39
1092016.11.29 03:03buy360.751.074640.000000.00000
1102016.11.29 03:03modify360.751.074641.066641.09464
1112016.11.29 06:39modify360.751.074641.074741.09464
1122016.11.29 06:39s/l360.751.074741.074741.094642.1811934.57
1132016.11.29 22:59sell370.751.077330.000000.00000
1142016.11.29 22:59modify370.751.077331.085331.05733
1152016.11.30 02:02close370.751.077201.085331.057332.2111936.78
1162016.12.02 00:04buy380.751.076030.000000.00000
1172016.12.02 00:04modify380.751.076031.068031.09603
1182016.12.02 01:39close380.751.077521.068031.09603105.5012042.28
1192016.12.05 00:00buy390.751.073600.000000.00000
1202016.12.05 00:00modify390.751.073601.065601.09360
1212016.12.05 00:01close390.751.075651.065601.09360147.1312189.41
1222016.12.05 00:01buy400.761.076050.000000.00000
1232016.12.05 00:01modify400.761.076051.068051.09605
1242016.12.05 10:00close400.761.075451.068051.09605-50.5212138.89
1252016.12.06 00:12buy410.761.082990.000000.00000
1262016.12.06 00:12modify410.761.082991.074991.10299
1272016.12.06 04:34close410.761.083351.074991.1029921.8012160.69
1282016.12.07 00:48buy420.761.082190.000000.00000
1292016.12.07 00:48modify420.761.082191.074191.10219
1302016.12.07 05:00modify420.761.082191.082291.10219
1312016.12.07 05:01s/l420.761.082291.082291.102192.2212162.91
1322016.12.08 00:00buy430.761.082090.000000.00000
1332016.12.08 00:00modify430.761.082091.074091.10209
1342016.12.08 03:36close430.761.083381.074091.1020991.8512254.76
1352016.12.12 00:05buy440.771.071000.000000.00000
1362016.12.12 00:05modify440.771.071001.063001.09100
1372016.12.12 00:13close440.771.073011.063001.09100148.0012402.76
1382016.12.13 00:00buy450.781.077550.000000.00000
1392016.12.13 00:00modify450.781.077551.069551.09755
1402016.12.13 02:08close450.781.078311.069551.0975553.2912456.05
1412016.12.13 02:14sell460.781.078510.000000.00000
1422016.12.13 02:14modify460.781.078511.086511.05851
1432016.12.13 04:07close460.781.077591.086511.0585165.6512521.70
1442016.12.14 00:58buy470.781.075110.000000.00000
1452016.12.14 00:58modify470.781.075111.067111.09511
1462016.12.14 01:30close470.781.075941.067111.0951158.7112580.41
1472016.12.14 01:30sell480.791.076150.000000.00000
1482016.12.14 01:30modify480.791.076151.084151.05615
1492016.12.14 05:00modify480.791.076151.076051.05615
1502016.12.14 06:22s/l480.791.076051.076051.056152.3012582.71
1512016.12.15 00:00buy490.791.072740.000000.00000
1522016.12.15 00:00modify490.791.072741.064741.09274
1532016.12.15 00:17close490.791.074771.064741.09274153.4012736.11
1542016.12.16 00:00buy500.801.072110.000000.00000
1552016.12.16 00:00modify500.801.072111.064111.09211
1562016.12.16 05:00modify500.801.072111.072211.09211
1572016.12.16 07:49close500.801.072881.072211.0921155.4512791.56
1582016.12.16 23:15sell510.801.072780.000000.00000
1592016.12.16 23:15modify510.801.072781.080781.05278
1602016.12.16 23:59close510.801.071431.080781.05278101.4312892.99
1612016.12.21 00:00buy520.811.068330.000000.00000
1622016.12.21 00:00modify520.811.068331.060331.08833
1632016.12.21 00:43close520.811.069021.060331.0883349.7312942.72
1642016.12.22 00:03buy530.811.069430.000000.00000
1652016.12.22 00:03modify530.811.069431.061431.08943
1662016.12.22 00:20close530.811.070491.061431.0894379.4313022.15
1672016.12.22 00:22buy540.821.069640.000000.00000
1682016.12.22 00:22modify540.821.069641.061641.08964
1692016.12.22 00:33close540.821.070501.061641.0896464.1513086.30
1702016.12.30 01:39sell550.821.074030.000000.00000
1712016.12.30 01:39modify550.821.074031.082031.05403
1722016.12.30 01:40close550.821.072681.082031.05403103.9713190.27
1732016.12.30 01:40buy560.831.072470.000000.00000
1742016.12.30 01:40modify560.831.072471.064471.09247
1752016.12.30 01:41close560.831.073831.064471.09247106.0613296.33
1762016.12.30 01:41sell570.831.074030.000000.00000
1772016.12.30 01:41modify570.831.074031.082031.05403
1782016.12.30 01:41close570.831.072691.082031.05403104.4113400.74
1792016.12.30 01:41buy580.841.072500.000000.00000
1802016.12.30 01:41modify580.841.072501.064501.09250
1812016.12.30 01:42close580.841.073831.064501.09250104.8413505.58
1822016.12.30 01:42buy590.851.072490.000000.00000
1832016.12.30 01:42modify590.851.072491.064491.09249
1842016.12.30 01:43close590.851.073841.064491.09249107.7813613.36
1852016.12.30 01:43sell600.851.074040.000000.00000
1862016.12.30 01:43modify600.851.074041.082041.05404
1872016.12.30 08:45close600.851.074471.082041.05404-42.1713571.19
1882016.12.30 22:31buy610.851.072020.000000.00000
1892016.12.30 22:31modify610.851.072021.064021.09202
1902017.01.02 02:44close610.851.072041.064021.09202-4.0513567.14
1912017.01.02 23:13buy620.851.070140.000000.00000
1922017.01.02 23:13modify620.851.070141.062141.09014
1932017.01.03 00:24close620.851.071161.062141.0901480.1913647.33
1942017.01.03 01:00sell630.861.071450.000000.00000
1952017.01.03 01:00modify630.861.071451.079451.05145
1962017.01.03 05:00modify630.861.071451.071351.05145
1972017.01.03 06:02s/l630.861.071351.071351.051452.5013649.83
1982017.01.04 00:00buy640.861.067260.000000.00000
1992017.01.04 00:00modify640.861.067261.059261.08726
2002017.01.04 02:32close640.861.069261.059261.08726164.4513814.28
2012017.01.05 00:01buy650.871.070000.000000.00000
2022017.01.05 00:01modify650.871.070001.062001.09000
2032017.01.05 00:59close650.871.071171.062001.0900094.7913909.07
2042017.01.06 21:59sell660.871.072210.000000.00000
2052017.01.06 21:59modify660.871.072211.080211.05221
2062017.01.06 23:59close660.871.070961.080211.05221101.6814010.75
2072017.01.10 01:30sell670.881.073700.000000.00000
2082017.01.10 01:30modify670.881.073701.081701.05370
2092017.01.10 09:07close670.881.074081.081701.05370-39.3013971.45
2102017.01.13 00:00buy680.881.072160.000000.00000
2112017.01.13 00:01modify680.881.072161.064161.09216
2122017.01.13 05:00modify680.881.072161.072261.09216
2132017.01.13 05:46s/l680.881.072261.072261.092162.5613974.01
2142017.01.13 21:56sell690.881.073860.000000.00000
2152017.01.13 21:56modify690.881.073861.081861.05386
2162017.01.13 23:59close690.881.073041.081861.0538665.3514039.36
2172017.01.16 00:01buy700.881.070890.000000.00000
2182017.01.16 00:02modify700.881.070891.062891.09089
2192017.01.16 00:40close700.881.072901.062891.09089169.1414208.50
2202017.01.17 00:54buy710.891.071560.000000.00000
2212017.01.17 00:54modify710.891.071561.063561.09156
2222017.01.17 02:21close710.891.072301.063561.0915659.0414267.54
2232017.01.20 00:00buy720.891.072630.000000.00000
2242017.01.20 00:00modify720.891.072631.064631.09263
2252017.01.20 03:07close720.891.072911.064631.0926318.4714286.01
2262017.01.20 20:15buy730.901.072640.000000.00000
2272017.01.20 20:15modify730.901.072641.064641.09264
2282017.01.23 02:05close730.901.072621.064641.09264-7.8714278.15
2292017.01.27 00:00buy740.901.067620.000000.00000
2302017.01.27 00:00modify740.901.067621.059621.08762
2312017.01.27 03:12close740.901.068341.059621.0876257.9214336.07
2322017.01.31 00:00buy750.901.063760.000000.00000
2332017.01.31 00:00modify750.901.063761.055761.08376
2342017.01.31 01:20close750.901.064681.055761.0837675.7614411.83
2352017.02.02 00:00buy760.901.067800.000000.00000
2362017.02.02 00:00modify760.901.067801.059801.08780
2372017.02.02 05:00modify760.901.067801.067901.08780
2382017.02.02 05:01close760.901.069471.067901.08780142.6714554.50
2392017.02.03 00:21buy770.911.067600.000000.00000
2402017.02.03 00:21modify770.911.067601.059601.08760
2412017.02.03 02:11close770.911.068221.059601.0876049.5514604.05
2422017.02.03 23:58sell780.921.070440.000000.00000
2432017.02.03 23:58modify780.921.070441.078441.05044
2442017.02.03 23:59close780.921.069211.078441.05044105.7114709.76
2452017.02.07 00:00buy790.921.064200.000000.00000
2462017.02.07 00:00modify790.921.064201.056201.08420
2472017.02.07 00:32close790.921.065421.056201.08420104.8014814.56