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

СимволUSDCHF (US Dollar 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="USDCHF M15 Generic A-TLP v.11.86"; MagicNumber=777777; 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=70; Take_Profit=70; 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=12; Entry_Break=5; Min_Volatility=15; 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=35; 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=100; Time_Profit_Pips=10; Exit_Distance=2; 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="02:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="02:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="02:00"; 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 тиков32904948Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредVariable
Чистая прибыль26.91Общая прибыль44.02Общий убыток-17.11
Прибыльность2.57Матожидание выигрыша0.52
Абсолютная просадка5.48Максимальная просадка9.66 (0.94%)Относительная просадка0.94% (9.66)
Всего сделок52Короткие позиции (% выигравших)22 (72.73%)Длинные позиции (% выигравших)30 (80.00%)
Прибыльные сделки (% от всех)40 (76.92%)Убыточные сделки (% от всех)12 (23.08%)
Самая большаяприбыльная сделка4.82убыточная сделка-6.94
Средняяприбыльная сделка1.10убыточная сделка-1.43
Максимальное количествонепрерывных выигрышей (прибыль)9 (11.28)непрерывных проигрышей (убыток)2 (-2.82)
Макс.непрерывная прибыль (число выигрышей)11.28 (9)непрерывный убыток (число проигрышей)-6.94 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.06 22:05sell10.011.008590.000000.00000
22015.01.06 22:05modify10.011.008591.015591.00159
32015.01.07 03:37close10.011.011001.015591.00159-2.51997.49
42015.01.20 01:32buy20.010.878390.000000.00000
52015.01.20 01:32modify20.010.878390.871390.88539
62015.01.20 02:22close20.010.879500.871390.885391.20998.69
72015.01.21 01:10buy30.010.873090.000000.00000
82015.01.21 01:10modify30.010.873090.866090.88009
92015.01.21 01:57close30.010.874240.866090.880091.25999.94
102015.01.22 23:54buy40.010.871110.000000.00000
112015.01.22 23:54modify40.010.871110.864110.87811
122015.01.23 02:02close40.010.872110.864110.878111.101001.04
132015.01.28 01:28buy50.010.900580.000000.00000
142015.01.28 01:28modify50.010.900580.893580.90758
152015.01.28 02:17close50.010.902810.893580.907582.411003.45
162015.03.03 00:02buy60.010.957230.000000.00000
172015.03.03 00:03modify60.010.957230.950230.96423
182015.03.03 01:03close60.010.958340.950230.964231.101004.55
192015.03.20 22:17sell70.010.977670.000000.00000
202015.03.20 22:17modify70.010.977670.984670.97067
212015.03.20 23:25close70.010.975920.984670.970671.731006.28
222015.04.28 22:31sell80.010.956140.000000.00000
232015.04.28 22:31modify80.010.956140.963140.94914
242015.04.29 03:57close80.010.955390.963140.949140.661006.93
252015.05.01 22:53buy90.010.932670.000000.00000
262015.05.01 22:53modify90.010.932670.925670.93967
272015.05.04 03:18close90.010.933790.925670.939671.151008.08
282015.06.05 01:49sell100.010.934970.000000.00000
292015.06.05 01:49modify100.010.934970.941970.92797
302015.06.05 07:11close100.010.934270.941970.927970.691008.77
312015.06.12 22:13sell110.010.928870.000000.00000
322015.06.12 22:13modify110.010.928870.935870.92187
332015.06.15 09:53close110.010.931290.935870.92187-2.731006.04
342015.06.15 22:00buy120.010.930420.000000.00000
352015.06.15 22:00modify120.010.930420.923420.93742
362015.06.16 03:01close120.010.930380.923420.93742-0.091005.95
372015.07.07 22:24buy130.010.945390.000000.00000
382015.07.07 22:24modify130.010.945390.938390.95239
392015.07.07 23:36close130.010.946630.938390.952391.251007.20
402015.07.23 22:46sell140.010.959340.000000.00000
412015.07.23 22:46modify140.010.959340.966340.95234
422015.07.24 03:54close140.010.959190.966340.952340.031007.22
432015.07.31 22:00sell150.010.967870.000000.00000
442015.07.31 22:00modify150.010.967870.974870.96087
452015.07.31 22:10close150.010.966210.974870.960871.661008.88
462015.08.13 22:32buy160.010.976010.000000.00000
472015.08.13 22:32modify160.010.976010.969010.98301
482015.08.14 04:33close160.010.976510.969010.983010.461009.34
492015.08.14 23:05buy170.010.975820.000000.00000
502015.08.14 23:05modify170.010.975820.968820.98282
512015.08.17 01:21close170.010.976830.968820.982820.981010.32
522015.08.17 23:42sell180.010.978450.000000.00000
532015.08.17 23:42modify180.010.978450.985450.97145
542015.08.18 04:56close180.010.978360.985450.97145-0.041010.27
552015.08.25 22:34buy190.010.941700.000000.00000
562015.08.25 22:34modify190.010.941700.934700.94870
572015.08.26 02:25close190.010.940610.934700.94870-1.211009.06
582015.09.02 00:00buy200.010.958390.000000.00000
592015.09.02 00:00modify200.010.958390.951390.96539
602015.09.02 00:28close200.010.959300.951390.965390.891009.95
612015.09.03 23:20buy210.010.972110.000000.00000
622015.09.03 23:20modify210.010.972110.965110.97911
632015.09.04 00:30close210.010.973260.965110.979111.131011.08
642015.09.25 00:48sell220.010.978240.000000.00000
652015.09.25 00:48modify220.010.978240.985240.97124
662015.09.25 09:56close220.010.978640.985240.97124-0.471010.61
672015.10.16 22:32sell230.010.952570.000000.00000
682015.10.16 22:32modify230.010.952570.959570.94557
692015.10.19 09:11close230.010.953670.959570.94557-1.281009.33
702015.11.13 22:03buy240.011.007080.000000.00000
712015.11.13 22:03modify240.011.007081.000081.01408
722015.11.16 01:20close240.011.008191.000081.014081.051010.37
732015.12.01 23:50buy250.011.025810.000000.00000
742015.12.01 23:50modify250.011.025811.018811.03281
752015.12.02 02:53close250.011.026791.018811.032810.901011.27
762015.12.14 22:09sell260.010.985920.000000.00000
772015.12.14 22:09modify260.010.985920.992920.97892
782015.12.15 02:43close260.010.984870.992920.978920.941012.21
792015.12.18 00:29buy270.010.995710.000000.00000
802015.12.18 00:29modify270.010.995710.988711.00271
812015.12.18 05:52close270.010.995650.988711.00271-0.121012.09
822016.01.04 22:03buy280.011.001700.000000.00000
832016.01.04 22:03modify280.011.001700.994701.00870
842016.01.04 22:55close280.011.002740.994701.008700.981013.07
852016.01.08 22:41buy290.010.993990.000000.00000
862016.01.08 22:41modify290.010.993990.986991.00099
872016.01.11 09:41close290.010.995010.986991.000990.981014.04
882016.01.15 22:00sell300.011.002090.000000.00000
892016.01.15 22:00modify300.011.002091.009090.99509
902016.01.15 22:16close300.011.000991.009090.995091.041015.08
912016.01.25 22:33buy310.011.013780.000000.00000
922016.01.25 22:33modify310.011.013781.006781.02078
932016.01.26 02:35close310.011.013211.006781.02078-0.611014.47
942016.01.26 22:06buy320.011.017210.000000.00000
952016.01.26 22:06modify320.011.017211.010211.02421
962016.01.27 03:16close320.011.017741.010211.024210.471014.93
972016.02.10 00:25sell330.010.973810.000000.00000
982016.02.10 00:25modify330.010.973810.980810.96681
992016.02.10 02:34close330.010.972760.980810.966811.021015.95
1002016.02.26 22:37buy340.010.996290.000000.00000
1012016.02.26 22:37modify340.010.996290.989291.00329
1022016.02.29 00:25close340.010.997300.989291.003290.961016.91
1032016.03.03 23:53sell350.010.992250.000000.00000
1042016.03.03 23:53modify350.010.992250.999250.98525
1052016.03.04 02:55close350.010.991340.999250.985250.791017.70
1062016.03.04 23:08buy360.010.993100.000000.00000
1072016.03.04 23:08modify360.010.993100.986101.00010
1082016.03.07 01:00close360.010.994170.986101.000101.031018.73
1092016.03.10 22:44sell370.010.984570.000000.00000
1102016.03.10 22:44modify370.010.984570.991570.97757
1112016.03.11 02:07close370.010.984220.991570.977570.231018.95
1122016.03.18 22:09sell380.010.970070.000000.00000
1132016.03.18 22:09modify380.010.970070.977070.96307
1142016.03.18 23:54close380.010.969150.977070.963070.891019.84
1152016.03.31 22:54sell390.010.961620.000000.00000
1162016.03.31 22:54modify390.010.961620.968620.95462
1172016.04.01 03:08close390.010.960830.968620.954620.691020.53
1182016.06.23 23:36sell400.010.959320.000000.00000
1192016.06.23 23:36modify400.010.959320.966320.95232
1202016.06.24 03:09close400.010.959680.966320.95232-0.511020.02
1212016.06.24 22:26buy410.010.968050.000000.00000
1222016.06.24 22:26modify410.010.968050.961050.97505
1232016.06.24 23:01close410.010.972800.961050.975054.821024.84
1242016.06.28 23:09buy420.010.980170.000000.00000
1252016.06.28 23:09modify420.010.980170.973170.98717
1262016.06.28 23:42close420.010.981120.973170.987170.911025.75
1272016.07.15 23:33buy430.010.981810.000000.00000
1282016.07.15 23:33modify430.010.981810.974810.98881
1292016.07.15 23:44close430.010.982750.974810.988810.901026.65
1302016.11.09 01:00sell440.010.980360.000000.00000
1312016.11.09 01:00modify440.010.980360.987360.97336
1322016.11.09 02:10close440.010.977530.987360.973362.831029.48
1332016.11.21 22:57buy450.011.008980.000000.00000
1342016.11.21 22:57modify450.011.008981.001981.01598
1352016.11.22 07:14close450.011.009401.001981.015980.371029.85
1362016.12.30 01:22buy460.011.021490.000000.00000
1372016.12.30 01:22modify460.011.021491.014491.02849
1382016.12.30 01:40s/l460.011.014511.014511.02849-6.941022.91
1392017.01.03 01:13sell470.011.024660.000000.00000
1402017.01.03 01:13modify470.011.024661.031661.01766
1412017.01.03 02:12close470.011.023581.031661.017661.001023.91
1422017.01.10 00:42buy480.011.013680.000000.00000
1432017.01.10 00:42modify480.011.013681.006681.02068
1442017.01.10 03:40close480.011.014601.006681.020680.851024.76
1452017.01.12 22:03sell490.011.010920.000000.00000
1462017.01.12 22:03modify490.011.010921.017921.00392
1472017.01.12 23:27close490.011.009981.017921.003920.871025.63
1482017.01.19 22:03buy500.011.007270.000000.00000
1492017.01.19 22:03modify500.011.007271.000271.01427
1502017.01.20 02:07close500.011.006741.000271.01427-0.581025.04
1512017.01.24 00:01buy510.010.996340.000000.00000
1522017.01.24 00:01modify510.010.996340.989341.00334
1532017.01.24 01:56close510.010.997440.989341.003341.041026.08
1542017.01.26 23:01sell520.011.001070.000000.00000
1552017.01.26 23:01modify520.011.001071.008070.99407
1562017.01.27 00:41close520.011.000111.008070.994070.831026.91