Strategy Tester Report
Generic A-TLP 11.94.9
Alpari-ECN-Demo (Build 1031)

СимволEURGBP (Euro vs Great Britain Pound )
Период15 Минут (M15) 2017.02.06 23:30 - 2017.02.06 23:45 (2015.01.01 - 2017.02.07)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="EURGBP M15 Generic A-TLP v.11.86"; MagicNumber=222222; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Max_Spread_mode2=10; Max_Spread_mode2_profit=10; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=35; 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=8; Entry_Break=4; Min_Volatility=3; 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=5; DailyMA=0; DeltaMA=0.5; time_break=240; loss=34; LossPauseUseDirection=true; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=-1; Exit_Profit_Pips=-100; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; 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="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="22:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории52351Смоделировано тиков46357856Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредVariable
Чистая прибыль45.27Общая прибыль62.05Общий убыток-16.78
Прибыльность3.70Матожидание выигрыша0.60
Абсолютная просадка4.03Максимальная просадка9.26 (0.92%)Относительная просадка0.92% (9.26)
Всего сделок75Короткие позиции (% выигравших)39 (74.36%)Длинные позиции (% выигравших)36 (75.00%)
Прибыльные сделки (% от всех)56 (74.67%)Убыточные сделки (% от всех)19 (25.33%)
Самая большаяприбыльная сделка12.88убыточная сделка-4.38
Средняяприбыльная сделка1.11убыточная сделка-0.88
Максимальное количествонепрерывных выигрышей (прибыль)16 (14.05)непрерывных проигрышей (убыток)2 (-1.88)
Макс.непрерывная прибыль (число выигрышей)14.65 (3)непрерывный убыток (число проигрышей)-4.38 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.06 22:10buy10.010.785150.000000.00000
22015.01.06 22:10modify10.010.785150.781650.80515
32015.01.07 02:02close10.010.784720.781650.80515-0.61999.39
42015.01.15 22:52sell20.010.765810.000000.00000
52015.01.15 22:52modify20.010.765810.769310.74581
62015.01.16 01:27close20.010.765650.769310.745810.14999.53
72015.01.16 22:06sell30.010.764120.000000.00000
82015.01.16 22:06modify30.010.764120.767620.74412
92015.01.16 22:22close30.010.763060.767620.744121.261000.79
102015.01.26 22:51buy40.010.746210.000000.00000
112015.01.26 22:51modify40.010.746210.742710.76621
122015.01.27 01:28close40.010.745310.742710.76621-1.20999.60
132015.02.03 23:52buy50.010.756480.000000.00000
142015.02.03 23:52modify50.010.756480.752980.77648
152015.02.04 03:16close50.010.756550.752980.776480.01999.61
162015.02.20 22:16buy60.010.739170.000000.00000
172015.02.20 22:16modify60.010.739170.735670.75917
182015.02.23 00:25close60.010.739930.735670.759170.871000.48
192015.02.26 22:24sell70.010.727440.000000.00000
202015.02.26 22:24modify70.010.727440.730940.70744
212015.02.26 23:24close70.010.726650.730940.707440.921001.40
222015.03.06 22:06sell80.010.721670.000000.00000
232015.03.06 22:06modify80.010.721670.725170.70167
242015.03.06 23:55close80.010.720800.725170.701671.031002.43
252015.03.11 00:04buy90.010.709360.000000.00000
262015.03.11 00:04modify90.010.709360.705860.72936
272015.03.11 02:06close90.010.709490.705860.729360.101002.53
282015.03.19 22:39sell100.010.723480.000000.00000
292015.03.19 22:39modify100.010.723480.726980.70348
302015.03.19 23:43close100.010.722430.726980.703481.251003.78
312015.03.31 22:58sell110.010.724710.000000.00000
322015.03.31 22:58modify110.010.724710.728210.70471
332015.04.01 01:21close110.010.724470.728210.704710.241004.02
342015.05.01 23:51buy120.010.739130.000000.00000
352015.05.01 23:51modify120.010.739130.735630.75913
362015.05.04 03:06close120.010.738400.735630.75913-0.991003.04
372015.05.05 23:14buy130.010.737040.000000.00000
382015.05.05 23:14modify130.010.737040.733540.75704
392015.05.06 01:09close130.010.736950.733540.75704-0.191002.85
402015.05.08 23:55sell140.010.726090.000000.00000
412015.05.08 23:55modify140.010.726090.729590.70609
422015.05.11 00:26close140.010.725140.729590.706091.121003.97
432015.06.02 22:23buy150.010.726690.000000.00000
442015.06.02 22:23modify150.010.726690.723190.74669
452015.06.03 00:26close150.010.726700.723190.74669-0.061003.91
462015.06.05 00:12buy160.010.731210.000000.00000
472015.06.05 00:12modify160.010.731210.727710.75121
482015.06.05 04:45close160.010.729800.727710.75121-1.821002.09
492015.06.18 22:36buy170.010.715760.000000.00000
502015.06.18 22:36modify170.010.715760.712260.73576
512015.06.19 01:09close170.010.717420.712260.735761.991004.08
522015.06.26 00:00buy180.010.711070.000000.00000
532015.06.26 00:00modify180.010.711070.707570.73107
542015.06.26 01:27close180.010.711640.707570.731070.651004.73
552015.07.09 23:40sell190.010.717580.000000.00000
562015.07.09 23:40modify190.010.717580.721080.69758
572015.07.10 06:17close190.010.720560.721080.69758-3.781000.96
582015.08.13 23:13sell200.010.714580.000000.00000
592015.08.13 23:13modify200.010.714580.718080.69458
602015.08.14 02:48close200.010.714460.718080.694580.091001.05
612015.08.25 22:26sell210.010.729440.000000.00000
622015.08.25 22:26modify210.010.729440.732940.70944
632015.08.25 23:25s/l210.010.732900.732900.70944-4.38996.67
642015.09.08 22:22sell220.010.728270.000000.00000
652015.09.08 22:22modify220.010.728270.731770.70827
662015.09.09 02:57close220.010.727910.731770.708270.39997.06
672015.09.14 22:59sell230.010.734010.000000.00000
682015.09.14 22:59modify230.010.734010.737510.71401
692015.09.15 01:38close230.010.733550.737510.714010.52997.58
702015.10.16 00:02sell240.010.736590.000000.00000
712015.10.16 00:02modify240.010.736590.740090.71659
722015.10.16 01:00close240.010.735490.740090.716591.31998.89
732015.10.23 22:54sell250.010.719000.000000.00000
742015.10.23 22:54modify250.010.719000.722500.69900
752015.10.26 03:50close250.010.719420.722500.69900-0.58998.31
762015.11.13 23:50sell260.010.706820.000000.00000
772015.11.13 23:50modify260.010.706820.710320.68682
782015.11.16 00:25close260.010.705540.710320.686821.54999.85
792015.12.03 22:54buy270.010.722190.000000.00000
802015.12.03 22:54modify270.010.722190.718690.74219
812015.12.04 02:05close270.010.722100.718690.74219-0.19999.66
822015.12.31 23:44sell280.010.737900.000000.00000
832015.12.31 23:44modify280.010.737900.741400.71790
842015.12.31 23:49close280.010.736760.741400.717901.361001.02
852016.01.22 23:21sell290.010.756750.000000.00000
862016.01.22 23:21modify290.010.756750.760250.73675
872016.01.25 04:02close290.010.756410.760250.736750.361001.38
882016.01.26 23:39sell300.010.756940.000000.00000
892016.01.26 23:39modify300.010.756940.760440.73694
902016.01.27 02:05close300.010.757150.760440.73694-0.321001.07
912016.02.10 00:02buy310.010.780010.000000.00000
922016.02.10 00:02modify310.010.780010.776510.80001
932016.02.10 01:16close310.010.780580.776510.800010.651001.72
942016.02.15 23:11sell320.010.772960.000000.00000
952016.02.15 23:11modify320.010.772960.776460.75296
962016.02.16 02:32close320.010.772890.776460.752960.031001.75
972016.02.19 00:06buy330.010.774140.000000.00000
982016.02.19 00:06modify330.010.774140.770640.79414
992016.02.19 00:39close330.010.774800.770640.794140.761002.51
1002016.02.19 23:00buy340.010.774540.000000.00000
1012016.02.19 23:00modify340.010.774540.771040.79454
1022016.02.22 00:25close340.010.777710.771040.794543.881006.39
1032016.03.01 22:27sell350.010.779470.000000.00000
1042016.03.01 22:27modify350.010.779470.782970.75947
1052016.03.02 00:26close350.010.778940.782970.759470.601006.99
1062016.03.10 22:29buy360.010.782680.000000.00000
1072016.03.10 22:29modify360.010.782680.779180.80268
1082016.03.11 02:00close360.010.782570.779180.80268-0.211006.78
1092016.03.18 22:59sell370.010.779100.000000.00000
1102016.03.18 22:59modify370.010.779100.782600.75910
1112016.03.18 23:58close370.010.778460.782600.759100.741007.52
1122016.03.24 22:57sell380.010.789840.000000.00000
1132016.03.24 22:57modify380.010.789840.793340.76984
1142016.03.25 02:43close380.010.790010.793340.76984-0.271007.26
1152016.03.29 00:00buy390.010.785030.000000.00000
1162016.03.29 00:00modify390.010.785030.781530.80503
1172016.03.29 02:01close390.010.785430.781530.805030.441007.70
1182016.04.01 22:47buy400.010.800810.000000.00000
1192016.04.01 22:47modify400.010.800810.797310.82081
1202016.04.04 00:25close400.010.801340.797310.820810.591008.29
1212016.04.26 22:09sell410.010.775080.000000.00000
1222016.04.26 22:09modify410.010.775080.778580.75508
1232016.04.27 01:51close410.010.774980.778580.755080.061008.35
1242016.04.28 22:12sell420.010.777330.000000.00000
1252016.04.28 22:12modify420.010.777330.780830.75733
1262016.04.29 01:52close420.010.777090.780830.757330.231008.58
1272016.05.19 22:49sell430.010.767200.000000.00000
1282016.05.19 22:49modify430.010.767200.770700.74720
1292016.05.20 04:03close430.010.767150.770700.747200.001008.58
1302016.06.06 22:39buy440.010.785530.000000.00000
1312016.06.06 22:39modify440.010.785530.782030.80553
1322016.06.07 00:30close440.010.786290.782030.805530.871009.45
1332016.06.10 23:18buy450.010.788530.000000.00000
1342016.06.10 23:18modify450.010.788530.785030.80853
1352016.06.13 00:25close450.010.789680.785030.808531.361010.82
1362016.06.13 23:48buy460.010.792590.000000.00000
1372016.06.13 23:48modify460.010.792590.789090.81259
1382016.06.14 00:26close460.010.793590.789090.812591.171011.99
1392016.06.20 23:28sell470.010.771520.000000.00000
1402016.06.20 23:28modify470.010.771520.775020.75152
1412016.06.20 23:28close470.010.770460.775020.751521.271013.26
1422016.06.20 23:48sell480.010.770910.000000.00000
1432016.06.20 23:48modify480.010.770910.774410.75091
1442016.06.20 23:54close480.010.769610.774410.750911.571014.83
1452016.06.21 22:43sell490.010.768610.000000.00000
1462016.06.21 22:43modify490.010.768610.772110.74861
1472016.06.21 23:57close490.010.767460.772110.748611.381016.21
1482016.06.27 22:59buy500.010.833770.000000.00000
1492016.06.27 22:59modify500.010.833770.830270.85377
1502016.06.28 00:45close500.010.834340.830270.853770.631016.84
1512016.06.28 22:28sell510.010.829580.000000.00000
1522016.06.28 22:28modify510.010.829580.833080.80958
1532016.06.29 01:13close510.010.828860.833080.809580.831017.67
1542016.06.30 22:50buy520.010.834070.000000.00000
1552016.06.30 22:50modify520.010.834070.830570.85407
1562016.07.01 00:30close520.010.835370.830570.854071.541019.22
1572016.07.15 23:10buy530.010.837090.000000.00000
1582016.07.15 23:10modify530.010.837090.833590.85709
1592016.07.15 23:23close530.010.837910.833590.857090.961020.18
1602016.07.15 23:54buy540.010.835960.000000.00000
1612016.07.15 23:54modify540.010.835960.832460.85596
1622016.07.18 00:25close540.010.836930.832460.855961.131021.31
1632016.07.18 22:42sell550.010.835430.000000.00000
1642016.07.18 22:42modify550.010.835430.838930.81543
1652016.07.19 01:04close550.010.835430.838930.81543-0.061021.25
1662016.07.21 23:43buy560.010.833550.000000.00000
1672016.07.21 23:43modify560.010.833550.830050.85355
1682016.07.22 01:06close560.010.834250.830050.853550.801022.05
1692016.07.28 23:31buy570.010.840920.000000.00000
1702016.07.28 23:31modify570.010.840920.837420.86092
1712016.07.29 01:03close570.010.841590.837420.860920.761022.81
1722016.08.04 22:23buy580.010.848030.000000.00000
1732016.08.04 22:23modify580.010.848030.844530.86803
1742016.08.04 23:47close580.010.848800.844530.868030.911023.72
1752016.08.05 23:49sell590.010.848570.000000.00000
1762016.08.05 23:49modify590.010.848570.852070.82857
1772016.08.08 00:26close590.010.848090.852070.828570.541024.27
1782016.08.12 22:04buy600.010.863750.000000.00000
1792016.08.12 22:04modify600.010.863750.860250.88375
1802016.08.12 23:31close600.010.864520.860250.883750.901025.17
1812016.09.09 23:58sell610.010.846580.000000.00000
1822016.09.09 23:58modify610.010.846580.850080.82658
1832016.09.12 02:49close610.010.846860.850080.82658-0.411024.76
1842016.09.21 00:09buy620.010.858410.000000.00000
1852016.09.21 00:09modify620.010.858410.854910.87841
1862016.09.21 01:59close620.010.858880.854910.878410.531025.29
1872016.10.21 22:39sell630.010.890190.000000.00000
1882016.10.21 22:39modify630.010.890190.893690.87019
1892016.10.24 03:03close630.010.890310.893690.87019-0.211025.08
1902016.10.25 22:27buy640.010.892710.000000.00000
1912016.10.25 22:27modify640.010.892710.889210.91271
1922016.10.25 22:47close640.010.893870.889210.912711.391026.47
1932016.11.04 22:52sell650.010.890090.000000.00000
1942016.11.04 22:52modify650.010.890090.893590.87009
1952016.11.07 00:42close650.010.888990.893590.870091.311027.78
1962016.11.08 22:57sell660.010.890100.000000.00000
1972016.11.08 22:57modify660.010.890100.893600.87010
1982016.11.09 00:45close660.010.890130.893600.87010-0.091027.69
1992016.11.11 23:55sell670.010.861890.000000.00000
2002016.11.11 23:55modify670.010.861890.865390.84189
2012016.11.11 23:58close670.010.860490.865390.841891.681029.37
2022016.11.18 22:01buy680.010.857200.000000.00000
2032016.11.18 22:01modify680.010.857200.853700.87720
2042016.11.18 23:45close680.010.857480.853700.877200.291029.66
2052016.12.08 22:54sell690.010.844200.000000.00000
2062016.12.08 22:54modify690.010.844200.847700.82420
2072016.12.08 23:38close690.010.843190.847700.824201.201030.86
2082016.12.16 23:19sell700.010.837480.000000.00000
2092016.12.16 23:19modify700.010.837480.840980.81748
2102016.12.19 01:18close700.010.836480.840980.817481.191032.05
2112017.01.12 22:04buy710.010.873140.000000.00000
2122017.01.12 22:04modify710.010.873140.869640.89314
2132017.01.13 00:48close710.010.872630.869640.89314-0.711031.34
2142017.01.13 23:56buy720.010.872180.000000.00000
2152017.01.13 23:56modify720.010.872180.868680.89218
2162017.01.16 00:25close720.010.882550.868680.8921812.881044.23
2172017.01.24 00:09buy730.010.858510.000000.00000
2182017.01.24 00:09modify730.010.858510.855010.87851
2192017.01.24 01:41close730.010.859560.855010.878511.261045.49
2202017.02.02 22:29buy740.010.858630.000000.00000
2212017.02.02 22:29modify740.010.858630.855130.87863
2222017.02.03 00:25close740.010.859100.855130.878630.511046.00
2232017.02.03 00:25sell750.010.859120.000000.00000
2242017.02.03 00:25modify750.010.859120.862620.83912
2252017.02.03 04:17close750.010.859660.862620.83912-0.731045.27