Strategy Tester Report
Generic A-TLP Final Edition
Alpari-ECN-Demo (Build 1031)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2015.01.02 00:00 - 2017.02.07 08:45
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыP_0="<==== Basic settings ====>"; Comm="AUDCAD M15 Generic A-TLP Final Edition"; MagicNumber=111111; Show_Info_Panel=true; Col_info=DarkBlue; Slippage=5; P_1="<==== Spread settings ====>"; Max_Spread=4; Max_Spread_Close=6; Max_Spread_Close_Profit=10; P_2="<==== Money Management ====>"; Auto_Risk=10; P_3="<==== Stop Loss, Take Profit ====>"; Stop_Loss=55; Take_Profit=120; P_4="<==== Bollinger Bands Settings ====>"; Channel_Period=15; Deviation=2; Entry_Break=5; Min_Volatility=15; P_5="<==== Other Enter Settings====>"; MaxDailyRange=85; time_break=240; loss=32; LossPauseUseDirection=false; P_6="<==== Morning Close Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; P_6_1="<==== Close Deal Settings ====>"; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=0; Exit_Profit_Pips=-10; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; P_7="<==== Other Settings ====>"; monday_open="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="01:00"; wednesday_pause_stop="23:00"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="01:00"; thursday_pause_stop="23:00"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:45"; sunday_open="08:30"; sunday_close="21:35"; P_8="<==== Time Filter ====>"; VisualDebug=true; BrokerStatToFile=true;
Баров в истории52377Смоделировано тиков52653636Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредVariable
Чистая прибыль20949.90Общая прибыль27578.68Общий убыток-6628.79
Прибыльность4.16Матожидание выигрыша213.77
Абсолютная просадка305.18Максимальная просадка3536.71 (12.67%)Относительная просадка12.67% (3536.71)
Всего сделок98Короткие позиции (% выигравших)43 (86.05%)Длинные позиции (% выигравших)55 (90.91%)
Прибыльные сделки (% от всех)87 (88.78%)Убыточные сделки (% от всех)11 (11.22%)
Самая большаяприбыльная сделка1552.88убыточная сделка-2730.72
Средняяприбыльная сделка317.00убыточная сделка-602.62
Максимальное количествонепрерывных выигрышей (прибыль)36 (12072.74)непрерывных проигрышей (убыток)1 (-2730.72)
Макс.непрерывная прибыль (число выигрышей)12072.74 (36)непрерывный убыток (число проигрышей)-2730.72 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.16 23:36sell12.390.986890.000000.00000
22015.01.16 23:36modify12.390.986890.992390.97489
32015.01.16 23:44close12.390.985660.992390.97489223.5810223.58
42015.01.22 23:07buy22.440.994060.000000.00000
52015.01.22 23:07modify22.440.994060.988561.00606
62015.01.23 03:08close22.440.994100.988561.0060611.3110234.89
72015.01.26 23:06sell32.440.987640.000000.00000
82015.01.26 23:06modify32.440.987640.993140.97564
92015.01.27 02:31close32.440.987410.993140.9756434.5210269.41
102015.01.28 23:00buy42.450.989480.000000.00000
112015.01.28 23:00modify42.450.989480.983981.00148
122015.01.29 04:18close42.450.989470.983981.001489.8710279.29
132015.02.13 23:40buy52.450.967200.000000.00000
142015.02.13 23:40modify52.450.967200.961700.97920
152015.02.16 03:00close52.450.967360.961700.9792033.7310313.02
162015.03.10 23:24sell62.460.966840.000000.00000
172015.03.10 23:24modify62.460.966840.972340.95484
182015.03.11 05:28close62.460.967460.972340.95484-124.2410188.78
192015.03.11 23:28sell72.430.968850.000000.00000
202015.03.11 23:28modify72.430.968850.974350.95685
212015.03.11 23:47close72.430.967680.974350.95685216.2410405.02
222015.03.19 23:35sell82.480.972180.000000.00000
232015.03.19 23:35modify82.480.972180.977680.96018
242015.03.20 03:28close82.480.972080.977680.9601810.5710415.59
252015.03.27 23:40sell92.480.978440.000000.00000
262015.03.27 23:40modify92.480.978440.983940.96644
272015.03.30 00:00close92.480.975260.983940.96644591.5511007.13
282015.04.09 00:00buy102.630.963310.000000.00000
292015.04.09 00:00modify102.630.963310.957810.97531
302015.04.09 01:14close102.630.964410.957810.97531220.0611227.19
312015.04.29 23:51buy112.680.962650.000000.00000
322015.04.29 23:51modify112.680.962650.957150.97465
332015.04.30 03:50close112.680.962340.957150.97465-50.3711176.83
342015.05.01 23:29sell122.670.953890.000000.00000
352015.05.01 23:29modify122.670.953890.959390.94189
362015.05.04 00:01close122.670.952770.959390.94189218.5111395.34
372015.05.04 23:12buy132.720.948060.000000.00000
382015.05.04 23:12modify132.720.948060.942560.96006
392015.05.05 02:44close132.720.948490.942560.9600693.3111488.65
402015.05.12 00:11buy142.740.954570.000000.00000
412015.05.12 00:11modify142.740.954570.949070.96657
422015.05.12 02:43close142.740.955570.949070.96657208.4111697.06
432015.06.11 00:00buy152.790.949000.000000.00000
442015.06.11 00:00modify152.790.949000.943500.96100
452015.06.11 00:00s/l152.790.943410.943410.96100-1186.2610510.80
462015.07.27 23:51buy162.510.947360.000000.00000
472015.07.27 23:51modify162.510.947360.941860.95936
482015.07.28 01:57close162.510.948360.941860.95936194.9310705.72
492015.07.29 00:21sell172.550.949520.000000.00000
502015.07.29 00:21modify172.550.949520.955020.93752
512015.07.29 03:09close172.550.949530.955020.93752-1.9310703.79
522015.08.03 23:02sell182.550.957380.000000.00000
532015.08.03 23:02modify182.550.957380.962880.94538
542015.08.04 03:01close182.550.957290.962880.945388.9210712.72
552015.08.14 23:20sell192.560.966530.000000.00000
562015.08.14 23:20modify192.560.966530.972030.95453
572015.08.17 01:01close192.560.965630.972030.95453166.6910879.41
582015.08.25 00:40buy202.600.948430.000000.00000
592015.08.25 00:40modify202.600.948430.942930.96043
602015.08.25 01:40close202.600.950050.942930.96043320.3911199.80
612015.08.25 23:00buy212.670.951100.000000.00000
622015.08.25 23:00modify212.670.951100.945600.96310
632015.08.25 23:22close212.670.952450.945600.96310274.1911473.99
642015.09.01 23:57sell222.740.929520.000000.00000
652015.09.01 23:57modify222.740.929520.935020.91752
662015.09.02 02:14close222.740.928510.935020.91752201.3311675.31
672015.09.09 23:58sell232.790.930200.000000.00000
682015.09.09 23:58modify232.790.930200.935700.91820
692015.09.10 00:00close232.790.928630.935700.91820305.1811980.49
702015.09.10 00:07buy242.860.927560.000000.00000
712015.09.10 00:07modify242.860.927560.922060.93956
722015.09.10 04:56close242.860.927660.922060.9395621.7612002.25
732015.09.10 23:23sell252.860.936740.000000.00000
742015.09.10 23:23modify252.860.936740.942240.92474
752015.09.11 01:36close252.860.935560.942240.92474247.1412249.39
762015.09.25 00:13buy262.920.932620.000000.00000
772015.09.25 00:13modify262.920.932620.927120.94462
782015.09.25 01:27close262.920.933580.927120.94462213.2412462.63
792015.09.30 23:39buy272.970.934670.000000.00000
802015.09.30 23:39modify272.970.934670.929170.94667
812015.10.01 04:00close272.970.934630.929170.946675.1812467.81
822015.10.14 00:22buy282.980.943230.000000.00000
832015.10.14 00:22modify282.980.943230.937730.95523
842015.10.14 01:15s/l282.980.937640.937640.95523-1267.1611200.65
852015.10.19 23:13buy292.670.943030.000000.00000
862015.10.19 23:13modify292.670.943030.937530.95503
872015.10.20 00:34close292.670.944210.937530.95503243.9211444.57
882015.10.22 23:54buy302.730.943740.000000.00000
892015.10.22 23:54modify302.730.943740.938240.95574
902015.10.23 01:11close302.730.944650.938240.95574193.3311637.90
912015.10.27 23:31buy312.780.953130.000000.00000
922015.10.27 23:31modify312.780.953130.947630.96513
932015.10.28 00:19close312.780.954200.947630.96513230.7111868.61
942015.10.28 23:34sell322.830.938460.000000.00000
952015.10.28 23:34modify322.830.938460.943960.92646
962015.10.28 23:51close322.830.937480.943960.92646210.9512079.56
972015.10.29 00:00sell332.880.938610.000000.00000
982015.10.29 00:00modify332.880.938610.944110.92661
992015.10.29 00:31close332.880.937450.944110.92661254.1112333.67
1002015.11.05 00:30buy342.940.939100.000000.00000
1012015.11.05 00:30modify342.940.939100.933600.95110
1022015.11.05 03:00close342.940.939750.933600.95110145.3712479.04
1032015.11.06 23:00sell352.980.937490.000000.00000
1042015.11.06 23:00modify352.980.937490.942990.92549
1052015.11.09 00:00close352.980.935300.942990.92549486.4312965.47
1062015.11.18 23:02sell363.090.947670.000000.00000
1072015.11.18 23:02modify363.090.947670.953170.93567
1082015.11.18 23:22close363.090.946380.953170.93567303.1913268.66
1092015.11.24 23:12sell373.170.964600.000000.00000
1102015.11.24 23:12modify373.170.964600.970100.95260
1112015.11.25 08:32close373.170.965120.970100.95260-135.9813132.68
1122015.12.01 00:30buy383.130.964580.000000.00000
1132015.12.01 00:30modify383.130.964580.959080.97658
1142015.12.01 02:30close383.130.965680.959080.97658261.9013394.58
1152015.12.01 23:58buy393.200.978630.000000.00000
1162015.12.01 23:58modify393.200.978630.973130.99063
1172015.12.02 02:30close393.200.979960.973130.99063328.8513723.43
1182015.12.03 23:18sell403.280.981770.000000.00000
1192015.12.03 23:18modify403.280.981770.987270.96977
1202015.12.03 23:40close403.280.980810.987270.96977239.5113962.94
1212015.12.04 00:40buy413.330.978750.000000.00000
1222015.12.04 00:40modify413.330.978750.973250.99075
1232015.12.04 02:30close413.330.979740.973250.99075250.7714213.71
1242015.12.09 00:13sell423.390.981030.000000.00000
1252015.12.09 00:13modify423.390.981030.986530.96903
1262015.12.09 04:03close423.390.981080.986530.96903-12.8914200.82
1272015.12.10 23:29buy433.390.991330.000000.00000
1282015.12.10 23:29modify433.390.991330.985831.00333
1292015.12.10 23:55close433.390.992300.985831.00333250.1314450.95
1302015.12.11 00:49buy443.450.990690.000000.00000
1312015.12.11 00:49modify443.450.990690.985191.00269
1322015.12.11 03:00close443.450.990760.985191.0026918.3714469.32
1332015.12.18 00:13buy453.450.992450.000000.00000
1342015.12.18 00:13modify453.450.992450.986951.00445
1352015.12.18 03:00close453.450.992860.986951.00445107.5914576.91
1362015.12.31 00:37buy463.481.009270.000000.00000
1372015.12.31 00:37modify463.481.009271.003771.02127
1382015.12.31 00:51close463.481.010321.003771.02127277.9514854.86
1392015.12.31 23:32buy473.551.006990.000000.00000
1402015.12.31 23:32modify473.551.006991.001491.01899
1412016.01.04 00:10close473.551.007991.001491.01899281.3715136.23
1422016.01.04 23:12sell483.611.002980.000000.00000
1432016.01.04 23:12modify483.611.002981.008480.99098
1442016.01.05 00:23close483.611.001671.008480.99098347.6315483.86
1452016.01.05 00:58buy493.701.000280.000000.00000
1462016.01.05 00:58modify493.701.000280.994781.01228
1472016.01.05 02:00close493.701.001210.994781.01228261.7415745.60
1482016.01.07 23:56sell503.760.989260.000000.00000
1492016.01.07 23:56modify503.760.989260.994760.97726
1502016.01.08 03:15close503.760.989130.994760.9772624.6115770.20
1512016.01.08 23:43buy513.760.985640.000000.00000
1522016.01.08 23:43modify513.760.985640.980140.99764
1532016.01.11 00:00close513.760.987220.980140.99764457.9016228.10
1542016.01.11 23:02sell523.870.994850.000000.00000
1552016.01.11 23:02modify523.870.994851.000350.98285
1562016.01.12 01:08close523.870.993851.000350.98285281.4116509.51
1572016.01.14 00:06buy533.940.997130.000000.00000
1582016.01.14 00:06modify533.940.997130.991631.00913
1592016.01.14 00:48close533.940.998120.991631.00913296.7016806.21
1602016.01.21 23:00sell544.011.001020.000000.00000
1612016.01.21 23:00modify544.011.001021.006520.98902
1622016.01.21 23:42close544.011.000041.006520.98902298.9017105.11
1632016.01.26 23:39sell554.080.988720.000000.00000
1642016.01.26 23:39modify554.080.988720.994220.97672
1652016.01.27 01:00close554.080.987660.994220.97672315.3117420.42
1662016.01.27 23:29buy564.160.990170.000000.00000
1672016.01.27 23:29modify564.160.990170.984671.00217
1682016.01.28 03:00close564.160.990150.984671.0021713.5917434.01
1692016.02.03 00:51buy574.160.987240.000000.00000
1702016.02.03 00:51modify574.160.987240.981740.99924
1712016.02.03 01:00close574.160.988160.981740.99924291.1217725.13
1722016.02.11 23:14buy584.230.987480.000000.00000
1732016.02.11 23:14modify584.230.987480.981980.99948
1742016.02.11 23:31close584.230.988630.981980.99948370.0518095.18
1752016.02.12 00:42sell594.320.991860.000000.00000
1762016.02.12 00:42modify594.320.991860.997360.97986
1772016.02.12 01:09close594.320.990730.997360.97986371.3118466.49
1782016.02.18 00:17buy604.410.980920.000000.00000
1792016.02.18 00:17modify604.410.980920.975420.99292
1802016.02.18 02:09close604.410.981920.975420.99292335.4618801.95
1812016.02.24 00:54buy614.490.991750.000000.00000
1822016.02.24 00:54modify614.490.991750.986251.00375
1832016.02.24 02:25close614.490.992750.986251.00375341.5619143.51
1842016.03.16 23:58buy624.570.989340.000000.00000
1852016.03.16 23:58modify624.570.989340.983841.00134
1862016.03.17 00:22close624.570.991050.983841.00134616.3519759.86
1872016.03.17 23:19buy634.720.991930.000000.00000
1882016.03.17 23:19modify634.720.991930.986431.00393
1892016.03.18 01:18close634.720.992870.986431.00393345.0420104.90
1902016.04.04 23:58sell644.800.995060.000000.00000
1912016.04.04 23:58modify644.800.995061.000560.98306
1922016.04.05 01:31close644.800.993571.000560.98306527.9820632.88
1932016.04.15 23:44buy654.930.989780.000000.00000
1942016.04.15 23:44modify654.930.989780.984281.00178
1952016.04.18 00:02close654.930.991050.984281.00178484.1621117.04
1962016.04.18 23:40buy665.040.990830.000000.00000
1972016.04.18 23:40modify665.040.990830.985331.00283
1982016.04.19 02:00close665.040.991860.985331.00283402.9321519.97
1992016.05.11 00:11sell675.140.952290.000000.00000
2002016.05.11 00:11modify675.140.952290.957790.94029
2012016.05.11 03:00close675.140.952110.957790.9402970.3821590.35
2022016.05.31 23:41buy685.160.946390.000000.00000
2032016.05.31 23:41modify685.160.946390.940890.95839
2042016.06.01 03:08close685.160.946440.940890.9583927.8721618.22
2052016.06.09 00:01sell695.160.951420.000000.00000
2062016.06.09 00:01modify695.160.951420.956920.93942
2072016.06.09 00:24close695.160.949860.956920.93942612.2722230.49
2082016.06.13 23:56sell705.310.947190.000000.00000
2092016.06.13 23:56modify705.310.947190.952690.93519
2102016.06.14 03:00close705.310.946780.952690.93519147.8422378.33
2112016.06.29 23:53buy715.340.963760.000000.00000
2122016.06.29 23:53modify715.340.963760.958260.97576
2132016.06.30 02:12close715.340.964840.958260.97576464.2622842.59
2142016.07.07 23:39buy725.450.971470.000000.00000
2152016.07.07 23:39modify725.450.971470.965970.98347
2162016.07.08 00:00close725.450.972510.965970.98347439.8523282.44
2172016.07.15 23:33buy735.560.981470.000000.00000
2182016.07.15 23:33modify735.560.981470.975970.99347
2192016.07.15 23:35close735.560.982430.975970.99347406.0223688.46
2202016.07.15 23:38buy745.660.981340.000000.00000
2212016.07.15 23:38modify745.660.981340.975840.99334
2222016.07.18 00:07close745.660.982550.975840.99334529.9924218.45
2232016.08.01 23:00buy755.780.987940.000000.00000
2242016.08.01 23:00modify755.780.987940.982440.99994
2252016.08.02 00:59close755.780.989010.982440.99994479.6524698.11
2262016.08.11 00:00sell765.901.010940.000000.00000
2272016.08.11 00:00modify765.901.010941.016440.99894
2282016.08.11 00:01close765.901.009871.016440.99894480.1825178.29
2292016.08.11 00:01sell776.011.010570.000000.00000
2302016.08.11 00:01modify776.011.010571.016070.99857
2312016.08.11 00:02close776.011.009401.016070.99857534.8525713.14
2322016.08.11 00:08sell786.141.008120.000000.00000
2332016.08.11 00:08modify786.141.008121.013620.99612
2342016.08.11 00:20close786.141.006921.013620.99612560.4226273.56
2352016.09.20 23:39buy796.270.996660.000000.00000
2362016.09.20 23:39modify796.270.996660.991161.00866
2372016.09.21 06:30close796.270.995880.991161.00866-362.0125911.54
2382016.09.30 23:00buy806.191.003970.000000.00000
2392016.09.30 23:00modify806.191.003970.998471.01597
2402016.09.30 23:32close806.191.005100.998471.01597532.0926443.63
2412016.10.07 23:03sell816.321.007650.000000.00000
2422016.10.07 23:04modify816.321.007651.013150.99565
2432016.10.10 02:01close816.321.006681.013150.99565445.1826888.81
2442016.10.14 00:24buy826.420.998060.000000.00000
2452016.10.14 00:24modify826.420.998060.992561.01006
2462016.10.14 03:00close826.420.998380.992561.01006156.2827045.09
2472016.10.18 00:44sell836.461.003330.000000.00000
2482016.10.18 00:44modify836.461.003331.008830.99133
2492016.10.18 00:50close836.461.002161.008830.99133574.9127620.00
2502016.10.24 23:16buy846.601.015610.000000.00000
2512016.10.24 23:16modify846.601.015611.010111.02761
2522016.10.25 00:24s/l846.601.010151.010151.02761-2730.7224889.28
2532016.10.26 23:58sell855.941.023690.000000.00000
2542016.10.26 23:58modify855.941.023691.029191.01169
2552016.10.27 01:03close855.941.022531.029191.01169464.5225353.80
2562016.11.09 00:16buy866.051.030350.000000.00000
2572016.11.09 00:16modify866.051.030351.024851.04235
2582016.11.09 03:00close866.051.031111.024851.04235349.7725703.57
2592016.11.11 00:27buy876.141.024080.000000.00000
2602016.11.11 00:27modify876.141.024081.018581.03608
2612016.11.11 00:46close876.141.025261.018581.03608551.1426254.71
2622016.11.11 23:29sell886.271.022530.000000.00000
2632016.11.11 23:29modify886.271.022531.028031.01053
2642016.11.14 00:00close886.271.019231.028031.010531552.8827807.60
2652016.11.16 23:58sell896.641.005920.000000.00000
2662016.11.16 23:58modify896.641.005921.011420.99392
2672016.11.17 02:32close896.641.004791.011420.99392504.1128311.70
2682016.11.17 23:37sell906.761.003140.000000.00000
2692016.11.17 23:37modify906.761.003141.008640.99114
2702016.11.18 00:03close906.761.001801.008640.99114666.4128978.12
2712016.11.21 23:19sell916.920.988810.000000.00000
2722016.11.21 23:19modify916.920.988810.994310.97681
2732016.11.22 09:09close916.920.989700.994310.97681-491.6028486.52
2742016.12.20 00:09buy926.800.971100.000000.00000
2752016.12.20 00:09modify926.800.971100.965600.98310
2762016.12.20 01:21close926.800.972060.965600.98310496.5728983.09
2772016.12.21 23:35buy936.920.970320.000000.00000
2782016.12.21 23:35modify936.920.970320.964820.98232
2792016.12.22 00:11close936.920.971440.964820.98232622.6829605.77
2802016.12.29 23:34sell947.070.974750.000000.00000
2812016.12.29 23:34modify947.070.974750.980250.96275
2822016.12.30 05:36close947.070.975200.980250.96275-265.6329340.14
2832017.01.09 23:56buy957.010.972230.000000.00000
2842017.01.09 23:56modify957.010.972230.966730.98423
2852017.01.10 00:22close957.010.973340.966730.98423603.0829943.22
2862017.01.25 23:42sell967.150.990430.000000.00000
2872017.01.25 23:42modify967.150.990430.995930.97843
2882017.01.26 02:36close967.150.989500.995930.97843434.0430377.26
2892017.01.26 23:58buy977.260.986670.000000.00000
2902017.01.26 23:58modify977.260.986670.981170.99867
2912017.01.27 03:02close977.260.986670.981170.9986711.5930388.84
2922017.02.03 23:11sell987.261.001190.000000.00000
2932017.02.03 23:11modify987.261.001191.006690.98919
2942017.02.06 00:02close987.261.000131.006690.98919561.0530949.90