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

СимволGBPCHF (Great Britain Pound vs Swiss Franc)
Период15 Минут (M15) 2015.01.02 00:00 - 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="GBPCHF M15 Generic A-TLP v.11.86"; MagicNumber=444444; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=10; Max_Spread_mode2=10; Max_Spread_mode2_profit=10; 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=70; Take_Profit=140; 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=11; Entry_Break=9; Min_Volatility=5; 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=55; DailyMA=0; DeltaMA=0.5; time_break=240; loss=68; LossPauseUseDirection=true; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=200; Time_Profit_Pips=20; Exit_Distance=-2; Exit_Profit_Pips=-200; 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="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 истории52349Смоделировано тиков58706676Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредVariable
Чистая прибыль33.97Общая прибыль67.45Общий убыток-33.48
Прибыльность2.01Матожидание выигрыша0.55
Абсолютная просадка2.39Максимальная просадка15.73 (1.51%)Относительная просадка1.51% (15.73)
Всего сделок62Короткие позиции (% выигравших)29 (72.41%)Длинные позиции (% выигравших)33 (84.85%)
Прибыльные сделки (% от всех)49 (79.03%)Убыточные сделки (% от всех)13 (20.97%)
Самая большаяприбыльная сделка6.98убыточная сделка-7.10
Средняяприбыльная сделка1.38убыточная сделка-2.58
Максимальное количествонепрерывных выигрышей (прибыль)8 (8.49)непрерывных проигрышей (убыток)3 (-5.48)
Макс.непрерывная прибыль (число выигрышей)12.96 (7)непрерывный убыток (число проигрышей)-10.85 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.07 00:07sell10.011.532370.000000.00000
22015.01.07 00:07modify10.011.532371.539371.51837
32015.01.07 02:02close10.011.530331.539371.518371.971001.97
42015.01.22 23:46buy20.011.308460.000000.00000
52015.01.22 23:46modify20.011.308461.301461.32246
62015.01.23 02:14close20.011.309551.301461.322461.041003.01
72015.01.27 22:00buy30.011.366670.000000.00000
82015.01.27 22:00modify30.011.366671.359671.38067
92015.01.27 22:01close30.011.368851.359671.380672.111005.12
102015.02.02 22:11sell40.011.396590.000000.00000
112015.02.02 22:11modify40.011.396591.403591.38259
122015.02.02 22:35close40.011.394551.403591.382591.971007.09
132015.02.05 23:06buy50.011.412970.000000.00000
142015.02.05 23:07modify50.011.412971.405971.42697
152015.02.06 01:45close50.011.413171.405971.426970.161007.24
162015.02.06 22:21buy60.011.409030.000000.00000
172015.02.06 22:21modify60.011.409031.402031.42303
182015.02.06 23:52close60.011.411131.402031.423032.031009.27
192015.02.11 00:27sell70.011.414390.000000.00000
202015.02.11 00:27modify70.011.414391.421391.40039
212015.02.11 02:45close70.011.413931.421391.400390.401009.67
222015.03.03 00:00buy80.011.471980.000000.00000
232015.03.03 00:00modify80.011.471981.464981.48598
242015.03.03 07:06close80.011.470931.464981.48598-1.111008.56
252015.03.17 00:05buy90.011.493540.000000.00000
262015.03.17 00:05modify90.011.493541.486541.50754
272015.03.17 03:20close90.011.494501.486541.507540.901009.46
282015.03.20 23:41buy100.011.457440.000000.00000
292015.03.20 23:41modify100.011.457441.450441.47144
302015.03.23 00:44close100.011.459501.450441.471442.011011.47
312015.03.27 22:58buy110.011.426720.000000.00000
322015.03.27 22:58modify110.011.426721.419721.44072
332015.03.27 23:14close110.011.428801.419721.440722.011013.48
342015.03.31 23:10buy120.011.441020.000000.00000
352015.03.31 23:10modify120.011.441021.434021.45502
362015.04.01 02:15close120.011.441261.434021.455020.201013.67
372015.04.03 00:01sell130.011.424030.000000.00000
382015.04.03 00:01modify130.011.424031.431031.41003
392015.04.03 03:52close130.011.423921.431031.410030.051013.72
402015.05.22 23:09sell140.011.462290.000000.00000
412015.05.22 23:09modify140.011.462291.469291.44829
422015.05.22 23:31close140.011.461161.469291.448291.071014.79
432015.05.22 23:40sell150.011.462480.000000.00000
442015.05.22 23:40modify150.011.462481.469481.44848
452015.05.22 23:56close150.011.461081.469481.448481.341016.13
462015.06.12 00:07buy160.011.447540.000000.00000
472015.06.12 00:07modify160.011.447541.440541.46154
482015.06.12 02:30close160.011.448531.440541.461540.921017.05
492015.06.15 22:00buy170.011.451500.000000.00000
502015.06.15 22:00modify170.011.451501.444501.46550
512015.06.16 00:46close170.011.450651.444501.46550-0.881016.17
522015.07.23 22:22sell180.011.486950.000000.00000
532015.07.23 22:22modify180.011.486951.493951.47295
542015.07.24 03:30close180.011.488741.493951.47295-1.871014.29
552015.08.13 22:36buy190.011.523330.000000.00000
562015.08.13 22:36modify190.011.523331.516331.53733
572015.08.14 04:09close190.011.523461.516331.537330.091014.38
582015.08.14 23:05buy200.011.527060.000000.00000
592015.08.14 23:05modify200.011.527061.520061.54106
602015.08.17 01:02close200.011.528691.520061.541061.591015.97
612015.08.25 22:34buy210.011.477720.000000.00000
622015.08.25 22:34modify210.011.477721.470721.49172
632015.08.26 02:07close210.011.474961.470721.49172-2.791013.17
642015.08.28 22:04sell220.011.483220.000000.00000
652015.08.28 22:04modify220.011.483221.490221.46922
662015.08.31 03:40close220.011.481121.490221.469222.011015.18
672015.09.18 22:15sell230.011.501390.000000.00000
682015.09.18 22:15modify230.011.501391.508391.48739
692015.09.21 05:21close230.011.504581.508391.48739-3.251011.92
702015.09.21 22:07sell240.011.505810.000000.00000
712015.09.21 22:07modify240.011.505811.512811.49181
722015.09.22 02:58close240.011.507341.512811.49181-1.601010.32
732015.09.24 22:12sell250.011.488590.000000.00000
742015.09.24 22:12modify250.011.488591.495591.47459
752015.09.25 04:30close250.011.489141.495591.47459-0.621009.69
762015.09.25 23:54buy260.011.486400.000000.00000
772015.09.25 23:54modify260.011.486401.479401.50040
782015.09.28 01:00close260.011.488351.479401.500401.901011.59
792015.10.16 00:02buy270.011.470120.000000.00000
802015.10.16 00:04modify270.011.470121.463121.48412
812015.10.16 03:01close270.011.472031.463121.484121.851013.44
822015.10.16 22:21sell280.011.471540.000000.00000
832015.10.16 22:21modify280.011.471541.478541.45754
842015.10.19 03:00close280.011.471461.478541.45754-0.001013.43
852015.10.20 00:03buy290.011.478120.000000.00000
862015.10.20 00:03modify290.011.478121.471121.49212
872015.10.20 01:45close290.011.478831.471121.492120.651014.08
882015.10.23 00:42buy300.011.497380.000000.00000
892015.10.23 00:42modify300.011.497381.490381.51138
902015.10.23 02:48close300.011.497631.490381.511380.191014.27
912015.11.13 23:49buy310.011.532830.000000.00000
922015.11.13 23:49modify310.011.532831.525831.54683
932015.11.16 01:24close310.011.534831.525831.546831.951016.22
942015.11.24 23:30sell320.011.533540.000000.00000
952015.11.24 23:30modify320.011.533541.540541.51954
962015.11.25 02:40close320.011.533301.540541.519540.161016.38
972015.12.01 23:52buy330.011.546910.000000.00000
982015.12.01 23:52modify330.011.546911.539911.56091
992015.12.02 03:20close330.011.547841.539911.560910.881017.25
1002015.12.11 23:07sell340.011.498570.000000.00000
1012015.12.11 23:07modify340.011.498571.505571.48457
1022015.12.11 23:54close340.011.496471.505571.484572.031019.28
1032015.12.15 00:12sell350.011.493870.000000.00000
1042015.12.15 00:12modify350.011.493871.500871.47987
1052015.12.15 02:45close350.011.493181.500871.479870.631019.91
1062015.12.18 22:13buy360.011.479550.000000.00000
1072015.12.18 22:13modify360.011.479551.472551.49355
1082015.12.21 04:41close360.011.479451.472551.49355-0.141019.77
1092015.12.29 23:56sell370.011.471760.000000.00000
1102015.12.29 23:56modify370.011.471761.478761.45776
1112015.12.30 02:18close370.011.470511.478761.457761.161020.92
1122016.01.19 22:28sell380.011.422490.000000.00000
1132016.01.19 22:28modify380.011.422491.429491.40849
1142016.01.20 02:23close380.011.420401.429491.408492.001022.92
1152016.01.25 22:25buy390.011.445320.000000.00000
1162016.01.25 22:25modify390.011.445321.438321.45932
1172016.01.26 04:43close390.011.441991.438321.45932-3.361019.55
1182016.02.05 22:06sell400.011.438440.000000.00000
1192016.02.05 22:06modify400.011.438441.445441.42444
1202016.02.05 23:57close400.011.437281.445441.424441.091020.64
1212016.02.10 00:25sell410.011.408880.000000.00000
1222016.02.10 00:25modify410.011.408881.415881.39488
1232016.02.10 02:37close410.011.406761.415881.394882.051022.69
1242016.02.15 23:08buy420.011.424910.000000.00000
1252016.02.15 23:08modify420.011.424911.417911.43891
1262016.02.16 01:31close420.011.425181.417911.438910.221022.91
1272016.02.18 22:49buy430.011.422720.000000.00000
1282016.02.18 22:49modify430.011.422721.415721.43672
1292016.02.19 00:25close430.011.424221.415721.436721.461024.36
1302016.02.19 23:00sell440.011.422940.000000.00000
1312016.02.19 23:00modify440.011.422941.429941.40894
1322016.02.22 00:25close440.011.415851.429941.408946.981031.34
1332016.03.01 22:20buy450.011.390440.000000.00000
1342016.03.01 22:20modify450.011.390441.383441.40444
1352016.03.02 00:34close450.011.391621.383441.404441.131032.47
1362016.03.24 22:59buy460.011.380400.000000.00000
1372016.03.24 22:59modify460.011.380401.373401.39440
1382016.03.25 03:55close460.011.380491.373401.394400.051032.51
1392016.05.17 00:56sell470.011.408830.000000.00000
1402016.05.17 00:56modify470.011.408831.415831.39483
1412016.05.17 05:21s/l470.011.415761.415761.39483-6.961025.55
1422016.05.19 22:49buy480.011.446330.000000.00000
1432016.05.19 22:49modify480.011.446331.439331.46033
1442016.05.20 02:00close480.011.447061.439331.460330.681026.23
1452016.06.09 22:43sell490.011.395900.000000.00000
1462016.06.09 22:43modify490.011.395901.402901.38190
1472016.06.09 23:49close490.011.394101.402901.381901.731027.96
1482016.06.13 23:48sell500.011.373860.000000.00000
1492016.06.13 23:48modify500.011.373861.380861.35986
1502016.06.14 00:25close500.011.371811.380861.359861.961029.91
1512016.06.21 00:11buy510.011.411310.000000.00000
1522016.06.21 00:11modify510.011.411311.404311.42531
1532016.06.21 01:31close510.011.413261.404311.425311.881031.79
1542016.06.21 22:58buy520.011.407270.000000.00000
1552016.06.21 22:58modify520.011.407271.400271.42127
1562016.06.21 23:56close520.011.409541.400271.421272.201033.99
1572016.06.22 00:25sell530.011.412530.000000.00000
1582016.06.22 00:25modify530.011.412531.419531.39853
1592016.06.22 02:05close530.011.410571.419531.398531.891035.88
1602016.06.24 00:07sell540.011.435350.000000.00000
1612016.06.24 00:07modify540.011.435351.442351.42135
1622016.06.24 00:13s/l540.011.442421.442421.42135-7.101028.78
1632016.06.30 22:18sell550.011.298050.000000.00000
1642016.06.30 22:18modify550.011.298051.305051.28405
1652016.07.01 04:45close550.011.301731.305051.28405-3.751025.03
1662016.07.28 23:31sell560.011.292370.000000.00000
1672016.07.28 23:31modify560.011.292371.299371.27837
1682016.07.29 01:33close560.011.290521.299371.278371.771026.79
1692016.08.12 22:11sell570.011.260290.000000.00000
1702016.08.12 22:11modify570.011.260291.267291.24629
1712016.08.12 23:45close570.011.258091.267291.246292.131028.92
1722016.10.04 23:13buy580.011.245780.000000.00000
1732016.10.04 23:13modify580.011.245781.238781.25978
1742016.10.05 01:54close580.011.246041.238781.259780.221029.14
1752016.10.12 00:26buy590.011.197410.000000.00000
1762016.10.12 00:26modify590.011.197411.190411.21141
1772016.10.12 01:29close590.011.199541.190411.211412.061031.20
1782016.10.21 22:42buy600.011.213750.000000.00000
1792016.10.21 22:42modify600.011.213751.206751.22775
1802016.10.24 01:30close600.011.215211.206751.227751.411032.61
1812017.01.10 23:50sell610.011.238330.000000.00000
1822017.01.10 23:50modify610.011.238331.245331.22433
1832017.01.11 04:59close610.011.238021.245331.224330.221032.82
1842017.01.17 00:31buy620.011.217520.000000.00000
1852017.01.17 00:31modify620.011.217521.210521.23152
1862017.01.17 03:04close620.011.218741.210521.231521.151033.97