Strategy Tester Report
SeasonTrap 1.4
Alpari-Pro.ECN (Build 1090)

СимволAUDCHF (Australian Dollar vs Swiss Franc)
Период15 Минут (M15) 2010.01.04 00:00 - 2015.12.31 19:45 (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=3; sDayOpen1=24; sMonthClose1=3; sDayClose1=31; sMonthOpen2=4; sDayOpen2=11; sMonthClose2=4; sDayClose2=27; sMonthOpen3=6; sDayOpen3=20; sMonthClose3=7; sDayClose3=2; sMonthOpen4=8; sDayOpen4=13; sMonthClose4=8; sDayClose4=23; sMonthOpen5=12; sDayOpen5=1; sMonthClose5=12; sDayClose5=18; sMonthOpen6=0; sDayOpen6=0; sMonthClose6=0; sDayClose6=0; sMonthOpen7=0; sDayOpen7=0; sMonthClose7=0; sDayClose7=0; 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=2; bMonthClose1=1; bDayClose1=11; bMonthOpen2=1; bDayOpen2=26; bMonthClose2=1; bDayClose2=29; bMonthOpen3=2; bDayOpen3=24; bMonthClose3=3; bDayClose3=5; bMonthOpen4=3; bDayOpen4=21; bMonthClose4=3; bDayClose4=26; bMonthOpen5=4; bDayOpen5=6; bMonthClose5=4; bDayClose5=12; bMonthOpen6=6; bDayOpen6=4; bMonthClose6=6; bDayClose6=12; bMonthOpen7=7; bDayOpen7=30; bMonthClose7=8; bDayClose7=11; bMonthOpen8=8; bDayOpen8=26; bMonthClose8=9; bDayClose8=1; bMonthOpen9=10; bDayOpen9=12; bMonthClose9=10; bDayClose9=25; bMonthOpen10=0; bDayOpen10=0; bMonthClose10=0; bDayClose10=0; 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 истории149471Смоделировано тиков92115397Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (11)
Чистая прибыль595.33Общая прибыль773.64Общий убыток-178.31
Прибыльность4.34Матожидание выигрыша9.02
Абсолютная просадка20.74Максимальная просадка118.45 (25.66%)Относительная просадка41.34% (55.85)
Всего сделок66Короткие позиции (% выигравших)20 (65.00%)Длинные позиции (% выигравших)46 (69.57%)
Прибыльные сделки (% от всех)45 (68.18%)Убыточные сделки (% от всех)21 (31.82%)
Самая большаяприбыльная сделка74.82убыточная сделка-54.36
Средняяприбыльная сделка17.19убыточная сделка-8.49
Максимальное количествонепрерывных выигрышей (прибыль)8 (142.45)непрерывных проигрышей (убыток)3 (-74.27)
Макс.непрерывная прибыль (число выигрышей)142.45 (8)непрерывный убыток (число проигрышей)-74.27 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.26 01:00buy10.010.940730.000000.00000
22010.01.26 01:00modify10.010.940730.790731.24073
32010.01.29 01:00close10.010.939700.790731.24073-0.8699.14
42010.02.24 01:00buy20.010.965920.000000.00000
52010.02.24 01:00modify20.010.965920.815921.26592
62010.03.05 01:00close20.010.968390.815921.265923.01102.16
72010.03.22 01:00buy30.010.969630.000000.00000
82010.03.22 01:00modify30.010.969630.819631.26963
92010.03.26 01:00close30.010.973430.819631.269634.19106.35
102010.04.06 01:00buy40.010.977680.000000.00000
112010.04.06 01:00modify40.010.977680.827681.27768
122010.04.12 01:00close40.010.991190.827681.2776814.25120.60
132010.04.12 02:00sell50.010.989620.000000.00000
142010.04.12 02:00modify50.010.989621.139620.68962
152010.04.27 01:00close50.010.993661.139620.68962-5.13115.47
162010.06.04 01:00buy60.010.974670.000000.00000
172010.06.04 01:00modify60.010.974670.824671.27467
182010.06.11 22:00close60.010.978040.824671.274673.79119.26
192010.06.21 01:00sell70.010.971680.000000.00000
202010.06.21 01:00modify70.010.971681.121680.67168
212010.07.02 01:00close70.010.898691.121680.6716874.82194.07
222010.07.30 01:00buy80.010.937630.000000.00000
232010.07.30 01:00modify80.010.937630.787631.23763
242010.08.11 01:00close80.010.956370.787631.2376319.83213.91
252010.08.13 01:00sell90.010.941740.000000.00000
262010.08.13 01:00modify90.010.941741.091740.64174
272010.08.23 01:00close90.010.919301.091740.6417422.74236.65
282010.08.26 01:00buy100.010.910320.000000.00000
292010.08.26 01:00modify100.010.910320.760321.21032
302010.09.01 01:00close100.010.905600.760321.21032-4.72231.92
312010.10.12 01:00buy110.010.948600.000000.00000
322010.10.12 01:00modify110.010.948600.798601.24860
332010.10.25 01:00close110.010.960790.798601.2486013.18245.10
342010.12.01 01:00sell120.010.961960.000000.00000
352010.12.01 01:00modify120.010.961961.111960.66196
362010.12.17 22:00close120.010.958401.111960.661962.55247.66
372011.01.03 01:00buy130.010.951690.000000.00000
382011.01.03 01:00modify130.010.951690.801691.25169
392011.01.11 01:00close130.010.960660.801691.251699.63257.28
402011.01.26 01:00buy140.010.937420.000000.00000
412011.01.26 01:00modify140.010.937420.787421.23742
422011.01.28 22:00close140.010.934710.787421.23742-2.64254.64
432011.02.24 01:00buy150.010.934260.000000.00000
442011.02.24 01:00modify150.010.934260.784261.23426
452011.03.04 22:00close150.010.938180.784261.234264.41259.05
462011.03.21 01:00buy160.010.901160.000000.00000
472011.03.21 01:00modify160.010.901160.751161.20116
482011.03.25 22:00close160.010.943300.751161.2011643.91302.96
492011.04.06 01:00buy170.010.954900.000000.00000
502011.04.06 01:00modify170.010.954900.804901.25490
512011.04.12 01:00close170.010.952200.804901.25490-2.55300.42
522011.04.12 02:00sell180.010.949820.000000.00000
532011.04.12 02:00modify180.010.949821.099820.64982
542011.04.27 01:00close180.010.939121.099820.6498210.14310.56
552011.06.20 01:00sell190.010.898870.000000.00000
562011.06.20 01:00modify190.010.898871.048870.59887
572011.07.01 22:00close190.010.915011.048870.59887-17.53293.02
582011.08.26 01:00buy200.010.827160.000000.00000
592011.08.26 01:00modify200.010.827160.677161.12716
602011.09.01 01:00close200.010.861700.677161.1271636.03329.06
612011.10.12 01:00buy210.010.903630.000000.00000
622011.10.12 01:00modify210.010.903630.753631.20363
632011.10.25 01:00close210.010.920940.753631.2036318.48347.54
642011.12.01 01:00sell220.010.937990.000000.00000
652011.12.01 01:00modify220.010.937991.087990.63799
662011.12.16 22:00close220.010.932931.087990.637994.30351.84
672012.01.02 01:00buy230.010.957910.000000.00000
682012.01.02 01:00modify230.010.957910.807911.25791
692012.01.11 01:00close230.010.977940.807911.2579121.13372.97
702012.01.26 01:00buy240.010.976130.000000.00000
712012.01.26 01:00modify240.010.976130.826131.27613
722012.01.27 22:00close240.010.972080.826131.27613-4.16368.81
732012.02.24 01:00buy250.010.966960.000000.00000
742012.02.24 01:00modify250.010.966960.816961.26696
752012.03.05 01:00close250.010.980680.816961.2669614.55383.36
762012.03.21 01:00buy260.010.954750.000000.00000
772012.03.21 01:00modify260.010.954750.804751.25475
782012.03.26 01:00close260.010.949800.804751.25475-4.92378.44
792012.04.06 01:00buy270.010.947600.000000.00000
802012.04.06 01:00modify270.010.947600.797601.24760
812012.04.12 01:00close270.010.945080.797601.24760-2.36376.08
822012.04.12 02:00sell280.010.944830.000000.00000
832012.04.12 02:00modify280.010.944831.094830.64483
842012.04.27 01:00close280.010.943981.094830.64483-0.06376.02
852012.06.04 01:00buy290.010.936990.000000.00000
862012.06.04 01:00modify290.010.936990.786991.23699
872012.06.12 01:00close290.010.949150.786991.2369912.94388.96
882012.06.20 01:00sell300.010.964450.000000.00000
892012.06.20 01:00modify300.010.964451.114450.66445
902012.07.02 01:00close300.010.972511.114450.66445-9.10379.86
912012.07.30 01:00buy310.011.022110.000000.00000
922012.07.30 01:00modify310.011.022110.872111.32211
932012.08.10 22:00close310.011.031730.872111.3221110.52390.38
942012.08.13 01:00sell320.011.031170.000000.00000
952012.08.13 01:00modify320.011.031171.181170.73117
962012.08.23 01:00close320.011.007091.181170.7311724.20414.58
972012.08.27 01:00buy330.011.000410.000000.00000
982012.08.27 01:00modify330.011.000410.850411.30041
992012.08.31 22:00close330.010.985010.850411.30041-15.71398.87
1002012.10.12 01:00buy340.010.959300.000000.00000
1012012.10.12 01:00modify340.010.959300.809301.25930
1022012.10.25 01:00close340.010.964830.809301.259306.28405.15
1032013.01.02 09:00buy350.010.954000.000000.00000
1042013.01.02 09:00modify350.010.954000.804001.25400
1052013.01.11 01:00close350.010.967760.804001.2540014.72419.87
1062013.03.21 01:00buy360.010.980120.000000.00000
1072013.03.21 01:00modify360.010.980120.830121.28012
1082013.03.26 01:00close360.010.991970.830121.2801212.41432.28
1092013.04.11 01:00sell370.010.982970.000000.00000
1102013.04.11 01:00modify370.010.982971.132970.68297
1112013.04.26 22:00close370.010.969131.132970.6829713.40445.68
1122013.06.04 01:00buy380.010.925150.000000.00000
1132013.06.04 01:00modify380.010.925150.775151.22515
1142013.06.12 01:00close380.010.872360.775151.22515-54.36391.32
1152013.06.20 01:00sell390.010.860980.000000.00000
1162013.06.20 01:00modify390.010.860981.010980.56098
1172013.07.02 01:00close390.010.872521.010980.56098-12.59378.73
1182013.07.30 01:00buy400.010.857080.000000.00000
1192013.07.30 01:00modify400.010.857080.707081.15708
1202013.08.09 22:00close400.010.849520.707081.15708-7.32371.41
1212013.08.13 01:00sell410.010.845990.000000.00000
1222013.08.13 01:00modify410.010.845990.995990.54599
1232013.08.23 01:00close410.010.832180.995990.5459913.56384.97
1242013.08.26 01:00buy420.010.830900.000000.00000
1252013.08.26 01:00modify420.010.830900.680901.13090
1262013.09.02 01:00close420.010.831580.680901.130901.01385.97
1272013.12.02 01:00sell430.010.825950.000000.00000
1282013.12.02 01:00modify430.010.825950.975950.52595
1292013.12.18 01:00close430.010.788780.975950.5259537.52423.49
1302014.01.02 09:00buy440.010.795880.000000.00000
1312014.01.02 09:00modify440.010.795880.645881.09588
1322014.01.10 22:00close440.010.811910.645881.0958816.95440.44
1332014.01.27 01:00buy450.010.777310.000000.00000
1342014.01.27 01:00modify450.010.777310.627311.07731
1352014.01.29 01:00close450.010.791060.627311.0773114.32454.76
1362014.02.24 01:00buy460.010.795880.000000.00000
1372014.02.24 01:00modify460.010.795880.645881.09588
1382014.03.05 01:00close460.010.794400.645881.09588-1.15453.61
1392014.03.21 01:00buy470.010.798190.000000.00000
1402014.03.21 01:00modify470.010.798190.648191.09819
1412014.03.26 01:00close470.010.808380.648191.0981910.69464.30
1422014.04.07 01:00buy480.010.827930.000000.00000
1432014.04.07 01:00modify480.010.827930.677931.12793
1442014.04.11 22:00close480.010.822310.677931.12793-5.57458.73
1452014.06.04 01:00buy490.010.830490.000000.00000
1462014.06.04 01:00modify490.010.830490.680491.13049
1472014.06.12 01:00close490.010.844250.680491.1304914.68473.42
1482014.06.20 01:00sell500.010.839940.000000.00000
1492014.06.20 01:00modify500.010.839940.989940.53994
1502014.07.02 01:00close500.010.842340.989940.53994-3.12470.30
1512014.07.30 01:00buy510.010.850540.000000.00000
1522014.07.30 01:00modify510.010.850540.700541.15054
1532014.08.11 01:00close510.010.839930.700541.15054-10.49459.81
1542014.08.13 01:00sell520.010.840540.000000.00000
1552014.08.13 01:00modify520.010.840540.990540.54054
1562014.08.22 22:00close520.010.851210.990540.54054-11.74448.07
1572014.08.26 01:00buy530.010.851190.000000.00000
1582014.08.26 01:00modify530.010.851190.701191.15119
1592014.09.01 01:00close530.010.856830.701191.151196.10454.17
1602014.10.13 01:00buy540.010.830280.000000.00000
1612014.10.13 01:00modify540.010.830280.680281.13028
1622014.10.24 22:00close540.010.837400.680281.130287.93462.10
1632014.12.01 01:00sell550.010.819400.000000.00000
1642014.12.01 01:00modify550.010.819400.969400.51940
1652014.12.18 01:00close550.010.791690.969400.5194027.52489.62
1662015.01.02 09:00buy560.010.812100.000000.00000
1672015.01.02 09:00modify560.010.812100.662101.11210
1682015.01.09 22:00close560.010.831400.662101.1121020.30509.92
1692015.01.26 01:00buy570.010.694740.000000.00000
1702015.01.26 01:00modify570.010.694740.544740.99474
1712015.01.29 01:00close570.010.713480.544740.9947419.63529.55
1722015.02.24 01:00buy580.010.740810.000000.00000
1732015.02.24 01:00modify580.010.740810.590811.04081
1742015.03.05 01:00close580.010.752680.590811.0408112.76542.31
1752015.03.24 01:00sell590.010.761390.000000.00000
1762015.03.24 01:00modify590.010.761390.911390.46139
1772015.03.31 01:00close590.010.740250.911390.4613921.47563.78
1782015.04.06 01:00buy600.010.725840.000000.00000
1792015.04.06 01:00modify600.010.725840.575841.02584
1802015.04.10 22:00close600.010.751390.575841.0258426.73590.52
1812015.06.04 01:00buy610.010.726370.000000.00000
1822015.06.04 01:00modify610.010.726370.576371.02637
1832015.06.12 01:00close610.010.723880.576371.02637-2.24588.27
1842015.07.30 01:00buy620.010.705050.000000.00000
1852015.07.30 01:00modify620.010.705050.555051.00505
1862015.08.11 01:00close620.010.728470.555051.0050524.69612.97
1872015.08.13 01:00sell630.010.719630.000000.00000
1882015.08.13 01:00modify630.010.719630.869630.41963
1892015.08.21 22:00close630.010.694460.869630.4196325.58638.55
1902015.08.26 01:00buy640.010.670750.000000.00000
1912015.08.26 01:00modify640.010.670750.520750.97075
1922015.09.01 01:00close640.010.687480.520750.9707517.59656.14
1932015.10.12 01:00buy650.010.703240.000000.00000
1942015.10.12 01:00modify650.010.703240.553241.00324
1952015.10.23 22:00close650.010.706390.553241.003243.81659.95
1962015.12.01 01:00sell660.010.743140.000000.00000
1972015.12.01 01:00modify660.010.743140.893140.44314
1982015.12.18 01:00close660.010.707850.893140.4431435.38695.33