Strategy Tester Report
SeasonTrap 1.4
USGFX-Live (Build 1090)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период4 Часа (H4) 2010.01.04 00:00 - 2015.12.31 16:00 (2010.01.04 - 2016.01.04)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="Season Trap v1.4"; Magic=0; MaxDayEnterLag=1; MaxDayExitLag=1; Settings02="====Закрывать сделки в пятницу===="; Friday_Close=true; Friday_Close_Hour=22; Settings03="====Настройки SL и TP===="; SL=1500; TPProc=200; Settings04="====Настройки ММ===="; FixLot=0.01; Risk=3; MoneyForMinLot=200; Settings05="====БУ===="; UseBE=true; BELevel=900; BEPlusPips=200; Settings06="====Прочие торговые настройки===="; UseComments=false; Settings07="====Расписание Sell===="; Settings08="====Время открытия / закрытия===="; HourOpenSell=1; HourCloseSell=1; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=2; sDayOpen1=9; sMonthClose1=2; sDayClose1=14; sMonthOpen2=2; sDayOpen2=25; sMonthClose2=3; sDayClose2=3; sMonthOpen3=3; sDayOpen3=28; sMonthClose3=4; sDayClose3=3; sMonthOpen4=5; sDayOpen4=9; sMonthClose4=5; sDayClose4=25; sMonthOpen5=7; sDayOpen5=27; sMonthClose5=7; sDayClose5=30; sMonthOpen6=8; sDayOpen6=10; sMonthClose6=8; sDayClose6=23; sMonthOpen7=10; sDayOpen7=25; sMonthClose7=10; sDayClose7=25; sMonthOpen8=0; sDayOpen8=0; sMonthClose8=0; sDayClose8=0; sMonthOpen9=0; sDayOpen9=0; sMonthClose9=0; sDayClose9=0; sMonthOpen10=0; sDayOpen10=0; sMonthClose10=0; sDayClose10=0; sMonthOpen11=0; sDayOpen11=0; sMonthClose11=0; sDayClose11=0; sMonthOpen12=0; sDayOpen12=0; sMonthClose12=0; sDayClose12=0; sMonthOpen13=0; sDayOpen13=0; sMonthClose13=0; sDayClose13=0; sMonthOpen14=0; sDayOpen14=0; sMonthClose14=0; sDayClose14=0; sMonthOpen15=0; sDayOpen15=0; sMonthClose15=0; sDayClose15=0; sMonthOpen16=0; sDayOpen16=0; sMonthClose16=0; sDayClose16=0; sMonthOpen17=0; sDayOpen17=0; sMonthClose17=0; sDayClose17=0; sMonthOpen18=0; sDayOpen18=0; sMonthClose18=0; sDayClose18=0; sMonthOpen19=0; sDayOpen19=0; sMonthClose19=0; sDayClose19=0; sMonthOpen20=0; sDayOpen20=0; sMonthClose20=0; sDayClose20=0; Settings10="====Расписание Buy===="; Settings11="====Время открытия / закрытия===="; HourOpenBuy=1; HourCloseBuy=1; Settings12="====Даты открытия / закрытия===="; bMonthOpen1=1; bDayOpen1=17; bMonthClose1=1; bDayClose1=22; bMonthOpen2=1; bDayOpen2=21; bMonthClose2=1; bDayClose2=30; bMonthOpen3=3; bDayOpen3=18; bMonthClose3=3; bDayClose3=24; bMonthOpen4=4; bDayOpen4=5; bMonthClose4=4; bDayClose4=12; bMonthOpen5=6; bDayOpen5=8; bMonthClose5=6; bDayClose5=19; bMonthOpen6=7; bDayOpen6=9; bMonthClose6=7; bDayClose6=21; bMonthOpen7=9; bDayOpen7=18; bMonthClose7=9; bDayClose7=21; bMonthOpen8=10; bDayOpen8=4; bMonthClose8=10; bDayClose8=19; bMonthOpen9=11; bDayOpen9=5; bMonthClose9=11; bDayClose9=10; bMonthOpen10=11; bDayOpen10=22; bMonthClose10=12; bDayClose10=1; bMonthOpen11=0; bDayOpen11=0; bMonthClose11=0; bDayClose11=0; bMonthOpen12=0; bDayOpen12=0; bMonthClose12=0; bDayClose12=0; bMonthOpen13=0; bDayOpen13=0; bMonthClose13=0; bDayClose13=0; bMonthOpen14=0; bDayOpen14=0; bMonthClose14=0; bDayClose14=0; bMonthOpen15=0; bDayOpen15=0; bMonthClose15=0; bDayClose15=0; bMonthOpen16=0; bDayOpen16=0; bMonthClose16=0; bDayClose16=0; bMonthOpen17=0; bDayOpen17=0; bMonthClose17=0; bDayClose17=0; bMonthOpen18=0; bDayOpen18=0; bMonthClose18=0; bDayClose18=0; bMonthOpen19=0; bDayOpen19=0; bMonthClose19=0; bDayClose19=0; bMonthOpen20=0; bDayOpen20=0; bMonthClose20=0; bDayClose20=0;
Баров в истории10330Смоделировано тиков86758193Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (17)
Чистая прибыль318.89Общая прибыль439.99Общий убыток-121.10
Прибыльность3.63Матожидание выигрыша3.80
Абсолютная просадка12.69Максимальная просадка47.90 (12.40%)Относительная просадка20.61% (22.66)
Всего сделок84Короткие позиции (% выигравших)38 (60.53%)Длинные позиции (% выигравших)46 (73.91%)
Прибыльные сделки (% от всех)57 (67.86%)Убыточные сделки (% от всех)27 (32.14%)
Самая большаяприбыльная сделка38.90убыточная сделка-17.07
Средняяприбыльная сделка7.72убыточная сделка-4.49
Максимальное количествонепрерывных выигрышей (прибыль)10 (59.48)непрерывных проигрышей (убыток)4 (-23.95)
Макс.непрерывная прибыль (число выигрышей)73.88 (4)непрерывный убыток (число проигрышей)-26.25 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.18 01:00buy10.010.949050.000000.00000
22010.01.18 01:00modify10.010.949050.799051.24905
32010.01.22 01:00close10.010.949540.799051.249050.29100.29
42010.01.22 02:00buy20.010.947890.000000.00000
52010.01.22 02:00modify20.010.947890.797891.24789
62010.01.29 22:00close20.010.945620.797891.24789-1.8598.43
72010.02.09 01:00sell30.010.927520.000000.00000
82010.02.09 01:00modify30.010.927521.077520.62752
92010.02.12 22:00close30.010.932501.077520.62752-4.1794.26
102010.02.25 01:00sell40.010.941230.000000.00000
112010.02.25 01:00modify40.010.941231.091230.64123
122010.03.03 01:00close40.010.936001.091230.641233.7698.02
132010.03.18 01:00buy50.010.932570.000000.00000
142010.03.18 01:00modify50.010.932570.782571.23257
152010.03.24 01:00close50.010.932820.782571.232570.0998.11
162010.03.29 01:00sell60.010.927750.000000.00000
172010.03.29 01:00modify60.010.927751.077750.62775
182010.04.02 22:00close60.010.928791.077750.62775-1.1896.94
192010.04.05 01:00buy70.010.927640.000000.00000
202010.04.05 01:00modify70.010.927640.777641.22764
212010.04.12 01:00close70.010.939190.777641.227648.84105.77
222010.05.10 01:00sell80.010.927550.000000.00000
232010.05.10 01:00modify80.010.927551.077550.62755
242010.05.25 01:00close80.010.876251.077550.6275538.90144.67
252010.06.08 01:00buy90.010.859570.000000.00000
262010.06.08 01:00modify90.010.859570.709571.15957
272010.06.18 22:00close90.010.888100.709571.1595721.98166.65
282010.07.09 01:00buy100.010.914990.000000.00000
292010.07.09 01:00modify100.010.914990.764991.21499
302010.07.21 01:00close100.010.920490.764991.214994.16170.81
312010.07.27 01:00sell110.010.930240.000000.00000
322010.07.27 01:00modify110.010.930241.080240.63024
332010.07.30 01:00close110.010.933081.080240.63024-2.52168.29
342010.08.10 01:00sell120.010.940250.000000.00000
352010.08.10 01:00modify120.010.940251.090250.64025
362010.08.23 01:00close120.010.931101.090250.640256.40174.69
372010.10.04 01:00buy130.010.990940.000000.00000
382010.10.04 01:00modify130.010.990940.840941.29094
392010.10.19 01:00close130.011.006070.840941.2909411.61186.30
402010.10.25 01:00sell140.011.009450.000000.00000
412010.10.25 01:00modify140.011.009451.159450.70945
422010.10.25 01:00close140.011.009621.159450.70945-0.23186.07
432010.10.25 02:00sell150.011.009260.000000.00000
442010.10.25 02:00modify150.011.009261.159260.70926
452010.10.26 01:00close150.011.008821.159260.709260.20186.27
462010.11.05 01:00buy160.011.018100.000000.00000
472010.11.05 01:00modify160.011.018100.868101.31810
482010.11.10 01:00close160.011.011210.868101.31810-5.42180.85
492010.11.22 01:00buy170.011.005900.000000.00000
502010.11.22 01:00modify170.011.005900.855901.30590
512010.12.01 01:00close170.010.983950.855901.30590-17.07163.78
522011.01.17 01:00buy180.010.978280.000000.00000
532011.01.17 01:00modify180.010.978280.828281.27828
542011.01.21 22:00close180.010.985010.828281.278285.12168.89
552011.02.09 01:00sell190.011.009510.000000.00000
562011.02.09 01:00modify190.011.009511.159510.70951
572011.02.14 01:00close190.010.988571.159510.7095115.87184.76
582011.02.25 01:00sell200.010.992220.000000.00000
592011.02.25 01:00modify200.010.992221.142220.69222
602011.03.03 01:00close200.010.988471.142220.692222.53187.29
612011.03.18 01:00buy210.010.968430.000000.00000
622011.03.18 01:00modify210.010.968430.818431.26843
632011.03.24 01:00close210.010.992990.818431.2684318.90206.19
642011.03.28 01:00sell220.011.004440.000000.00000
652011.03.28 01:00modify220.011.004441.154440.70444
662011.04.01 22:00close220.011.001381.154440.704442.00208.19
672011.04.05 01:00buy230.011.001690.000000.00000
682011.04.05 01:00modify230.011.001690.851691.30169
692011.04.12 01:00close230.011.003780.851691.301691.53209.72
702011.05.09 01:00sell240.011.032920.000000.00000
712011.05.09 01:00modify240.011.032921.182920.73292
722011.05.25 01:00close240.011.030981.182920.732920.69210.40
732011.06.08 01:00buy250.011.043820.000000.00000
742011.06.08 01:00modify250.011.043820.893821.34382
752011.06.20 01:00close250.011.039540.893821.34382-3.40207.00
762011.07.27 01:00sell260.011.033160.000000.00000
772011.07.27 01:00modify260.011.033161.183160.73316
782011.07.29 22:00close260.011.049211.183160.73316-12.69194.32
792011.08.10 01:00sell270.011.017350.000000.00000
802011.08.10 01:00modify270.011.017351.167350.71735
812011.08.23 01:00close270.011.029611.167350.71735-10.16184.15
822011.09.19 01:00buy280.011.011890.000000.00000
832011.09.19 01:00modify280.011.011890.861891.31189
842011.09.21 01:00close280.011.018010.861891.311894.64188.80
852011.10.04 01:00buy290.011.002830.000000.00000
862011.10.04 01:00modify290.011.002830.852831.30283
872011.10.19 01:00close290.011.040510.852831.3028329.05217.85
882011.10.25 01:00sell300.011.049710.000000.00000
892011.10.25 01:00modify300.011.049711.199710.74971
902011.10.25 01:00close300.011.049881.199710.74971-0.23217.62
912011.10.25 02:00sell310.011.049270.000000.00000
922011.10.25 02:00modify310.011.049271.199270.74927
932011.10.26 01:00close310.011.059931.199270.74927-8.38209.24
942011.11.22 01:00buy320.011.023680.000000.00000
952011.11.22 01:00modify320.011.023680.873681.32368
962011.12.01 01:00close320.011.043430.873681.3236815.18224.42
972012.01.17 01:00buy330.011.049930.000000.00000
982012.01.17 01:00modify330.011.049930.899931.34993
992012.01.20 22:00close330.011.062020.899931.349939.25233.67
1002012.02.09 01:00sell340.011.074280.000000.00000
1012012.02.09 01:00modify340.011.074281.224280.77428
1022012.02.14 01:00close340.011.071291.224280.774282.08235.75
1032012.03.19 01:00buy350.011.050510.000000.00000
1042012.03.19 01:00modify350.011.050510.900511.35051
1052012.03.23 22:00close350.011.043950.900511.35051-5.16230.58
1062012.03.28 01:00sell360.011.039490.000000.00000
1072012.03.28 01:00modify360.011.039491.189490.73949
1082012.04.03 01:00close360.011.031671.189490.739495.68236.26
1092012.04.05 01:00buy370.011.023380.000000.00000
1102012.04.05 01:00modify370.011.023380.873381.32338
1112012.04.12 01:00close370.011.033790.873381.323387.96244.22
1122012.05.09 01:00sell380.011.008570.000000.00000
1132012.05.09 01:00modify380.011.008571.158570.70857
1142012.05.25 01:00close380.011.002321.158570.708573.93248.15
1152012.06.08 01:00buy390.011.017340.000000.00000
1162012.06.08 01:00modify390.011.017340.867341.31734
1172012.06.19 01:00close390.011.034310.867341.3173413.04261.18
1182012.07.09 01:00buy400.011.040420.000000.00000
1192012.07.09 01:00modify400.011.040420.890421.34042
1202012.07.20 22:00close400.011.050390.890421.340427.62268.81
1212012.07.27 01:00sell410.011.049440.000000.00000
1222012.07.27 01:00modify410.011.049441.199440.74944
1232012.07.30 01:00close410.011.051401.199440.74944-1.65267.15
1242012.08.10 01:00sell420.011.048390.000000.00000
1252012.08.10 01:00modify420.011.048391.198390.74839
1262012.08.23 01:00close420.011.040731.198390.748395.24272.39
1272012.09.18 01:00buy430.011.020560.000000.00000
1282012.09.18 01:00modify430.011.020560.870561.32056
1292012.09.21 01:00close430.011.018120.870561.32056-1.99270.41
1302012.10.04 01:00buy440.011.008990.000000.00000
1312012.10.04 01:00modify440.011.008990.858991.30899
1322012.10.19 01:00close440.011.021480.858991.308999.57279.98
1332012.10.25 01:00sell450.011.028140.000000.00000
1342012.10.25 01:00modify450.011.028141.178140.72814
1352012.10.25 01:00close450.011.028311.178140.72814-0.24279.74
1362012.10.25 02:00sell460.011.028200.000000.00000
1372012.10.25 02:00modify460.011.028201.178200.72820
1382012.10.26 01:00close460.011.029511.178200.72820-1.16278.58
1392012.11.05 01:00buy470.011.029590.000000.00000
1402012.11.05 01:00modify470.011.029590.879591.32959
1412012.11.09 22:00close470.011.039710.879591.329597.74286.31
1422012.11.22 01:00buy480.011.033910.000000.00000
1432012.11.22 01:00modify480.011.033910.883911.33391
1442012.11.30 22:00close480.011.036400.883911.333911.84288.15
1452013.01.17 01:00buy490.011.040720.000000.00000
1462013.01.17 01:00modify490.011.040720.890721.34072
1472013.01.22 01:00close490.011.043690.890721.340722.20290.35
1482013.01.22 02:00buy500.011.043160.000000.00000
1492013.01.22 02:00modify500.011.043160.893161.34316
1502013.01.23 01:00close500.011.047170.893161.343163.00293.35
1512013.02.25 01:00sell510.011.052430.000000.00000
1522013.02.25 01:00modify510.011.052431.202430.75243
1532013.03.01 22:00close510.011.047451.202430.752433.49296.84
1542013.03.18 01:00buy520.011.059570.000000.00000
1552013.03.18 01:00modify520.011.059570.909571.35957
1562013.03.25 01:00close520.011.068200.909571.359576.59303.43
1572013.03.28 01:00sell530.011.061860.000000.00000
1582013.03.28 01:00modify530.011.061861.211860.76186
1592013.04.03 01:00close530.011.060441.211860.761860.82304.25
1602013.04.05 01:00buy540.011.056880.000000.00000
1612013.04.05 01:00modify540.011.056880.906881.35688
1622013.04.12 01:00close540.011.065390.906881.356886.50310.75
1632013.05.09 01:00sell550.011.021710.000000.00000
1642013.05.09 01:00modify550.011.021711.171710.72171
1652013.05.24 22:00close550.010.996271.171710.7217118.91329.66
1662013.07.09 01:00buy560.010.965020.000000.00000
1672013.07.09 01:00modify560.010.965020.815021.26502
1682013.07.19 22:00close560.010.952610.815021.26502-9.69319.97
1692013.09.18 01:00buy570.010.963500.000000.00000
1702013.09.18 01:00modify570.010.963500.813501.26350
1712013.09.20 22:00close570.010.968860.813501.263504.04324.01
1722013.10.04 01:00buy580.010.971200.000000.00000
1732013.10.04 01:00modify580.010.971200.821201.27120
1742013.10.18 22:00close580.010.995600.821201.2712018.79342.81
1752013.10.25 01:00sell590.011.001960.000000.00000
1762013.10.25 01:00modify590.011.001961.151960.70196
1772013.10.25 01:00close590.011.002131.151960.70196-0.23342.58
1782013.10.25 02:00sell600.011.001920.000000.00000
1792013.10.25 02:00modify600.011.001921.151920.70192
1802014.02.14 01:00close600.010.986161.151920.701927.10349.68
1812014.02.25 01:00sell610.010.999250.000000.00000
1822014.02.25 01:00modify610.010.999251.149250.69925
1832014.03.03 01:00close610.010.985111.149250.6992510.57360.25
1842014.03.18 01:00buy620.011.004670.000000.00000
1852014.03.18 01:00modify620.011.004670.854671.30467
1862014.03.24 01:00close620.011.020700.854671.3046712.31372.55
1872014.03.28 01:00sell630.011.022370.000000.00000
1882014.03.28 01:00modify630.011.022371.172370.72237
1892014.04.03 01:00close630.011.019761.172370.722371.65374.20
1902014.05.09 01:00sell640.011.014840.000000.00000
1912014.05.09 01:00modify640.011.014841.164840.71484
1922014.05.23 22:00close640.011.003441.164840.714848.08382.29
1932014.06.09 01:00buy650.011.020620.000000.00000
1942014.06.09 01:00modify650.011.020620.870621.32062
1952014.06.19 01:00close650.011.018650.870621.32062-1.61380.68
1962014.07.09 01:00buy660.011.004020.000000.00000
1972014.07.09 01:00modify660.011.004020.854021.30402
1982014.07.21 01:00close660.011.009010.854021.304023.77384.45
1992014.07.28 01:00sell670.011.016240.000000.00000
2002014.07.28 01:00modify670.011.016241.166240.71624
2012014.07.30 01:00close670.011.018421.166240.71624-1.88382.57
2022014.08.11 01:00sell680.011.017470.000000.00000
2032014.08.11 01:00modify680.011.017471.167470.71747
2042014.08.22 22:00close680.011.019121.167470.71747-1.96380.61
2052014.09.18 01:00buy690.010.985850.000000.00000
2062014.09.18 01:00modify690.010.985850.835851.28585
2072014.09.19 22:00close690.010.977460.835851.28585-6.59374.02
2082014.11.05 01:00buy700.010.996430.000000.00000
2092014.11.05 01:00modify700.010.996430.846431.29643
2102014.11.10 01:00close700.010.979070.846431.29643-13.53360.50
2112015.01.21 01:00buy710.010.988230.000000.00000
2122015.01.21 01:00modify710.010.988230.838231.28823
2132015.01.22 01:00close710.010.997430.838231.288237.01367.51
2142015.01.22 02:00buy720.010.999930.000000.00000
2152015.01.22 02:00modify720.010.999930.849931.29993
2162015.01.23 01:00close720.010.993800.849931.29993-4.84362.67
2172015.02.09 01:00sell730.010.972460.000000.00000
2182015.02.09 01:00modify730.010.972461.122460.67246
2192015.02.13 22:00close730.010.968211.122460.672462.92365.59
2202015.02.25 01:00sell740.010.977840.000000.00000
2212015.02.25 01:00modify740.010.977841.127840.67784
2222015.03.03 01:00close740.010.972831.127840.677843.50369.10
2232015.03.18 01:00buy750.010.974830.000000.00000
2242015.03.18 01:00modify750.010.974830.824831.27483
2252015.03.24 01:00close750.010.986840.824831.274839.19378.28
2262015.04.06 01:00buy760.010.951390.000000.00000
2272015.04.06 01:00modify760.010.951390.801391.25139
2282015.04.10 22:00close760.010.966910.801391.2513911.91390.19
2292015.06.08 01:00buy770.010.948020.000000.00000
2302015.06.08 01:00modify770.010.948020.798021.24802
2312015.06.19 01:00close770.010.953500.798021.248024.14394.33
2322015.07.09 01:00buy780.010.946190.000000.00000
2332015.07.09 01:00modify780.010.946190.796191.24619
2342015.07.21 01:00close780.010.957700.796191.246198.81403.14
2352015.07.27 01:00sell790.010.948310.000000.00000
2362015.07.27 01:00modify790.010.948311.098310.64831
2372015.07.30 01:00close790.010.944241.098310.648312.82405.95
2382015.08.10 01:00sell800.010.972320.000000.00000
2392015.08.10 01:00modify800.010.972321.122320.67232
2402015.08.21 22:00close800.010.965191.122320.672324.83410.78
2412015.09.18 01:00buy810.010.944540.000000.00000
2422015.09.18 01:00modify810.010.944540.794541.24454
2432015.09.21 01:00close810.010.950030.794541.244544.15414.93
2442015.10.05 01:00buy820.010.928080.000000.00000
2452015.10.05 01:00modify820.010.928080.778081.22808
2462015.10.19 01:00close820.010.937520.778081.228087.21422.15
2472015.10.26 01:00sell830.010.950310.000000.00000
2482015.10.26 01:00modify830.010.950311.100310.65031
2492015.10.26 01:00close830.010.950481.100310.65031-0.24421.91
2502015.11.05 01:00buy840.010.938960.000000.00000
2512015.11.05 01:00modify840.010.938960.788961.23896
2522015.11.10 01:00close840.010.935180.788961.23896-3.02418.89