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

СимволAUDJPY (Australian Dollar vs Japanese Yen)
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=1; sDayOpen1=29; sMonthClose1=2; sDayClose1=11; sMonthOpen2=6; sDayOpen2=22; sMonthClose2=6; sDayClose2=28; sMonthOpen3=7; sDayOpen3=3; sMonthClose3=7; sDayClose3=6; sMonthOpen4=8; sDayOpen4=9; sMonthClose4=8; sDayClose4=27; sMonthOpen5=9; sDayOpen5=17; sMonthClose5=9; sDayClose5=27; sMonthOpen6=10; sDayOpen6=11; sMonthClose6=10; sDayClose6=12; sMonthOpen7=11; sDayOpen7=12; sMonthClose7=11; sDayClose7=21; 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=2; bDayOpen1=13; bMonthClose1=2; bDayClose1=26; bMonthOpen2=3; bDayOpen2=5; bMonthClose2=3; bDayClose2=23; bMonthOpen3=3; bDayOpen3=27; bMonthClose3=4; bDayClose3=11; bMonthOpen4=4; bDayOpen4=17; bMonthClose4=5; bDayClose4=2; bMonthOpen5=5; bDayOpen5=18; bMonthClose5=6; bDayClose5=16; bMonthOpen6=7; bDayOpen6=12; bMonthClose6=7; bDayClose6=21; bMonthOpen7=10; bDayOpen7=4; bMonthClose7=10; bDayClose7=7; bMonthOpen8=10; bDayOpen8=17; bMonthClose8=11; bDayClose8=4; bMonthOpen9=0; bDayOpen9=0; bMonthClose9=0; bDayClose9=0; 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 истории149032Смоделировано тиков100959488Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (10)
Чистая прибыль258.16Общая прибыль572.31Общий убыток-314.15
Прибыльность1.82Матожидание выигрыша3.54
Абсолютная просадка46.37Максимальная просадка104.70 (53.78%)Относительная просадка62.25% (88.46)
Всего сделок73Короткие позиции (% выигравших)35 (51.43%)Длинные позиции (% выигравших)38 (52.63%)
Прибыльные сделки (% от всех)38 (52.05%)Убыточные сделки (% от всех)35 (47.95%)
Самая большаяприбыльная сделка88.24убыточная сделка-40.38
Средняяприбыльная сделка15.06убыточная сделка-8.98
Максимальное количествонепрерывных выигрышей (прибыль)6 (119.22)непрерывных проигрышей (убыток)5 (-31.27)
Макс.непрерывная прибыль (число выигрышей)119.22 (6)непрерывный убыток (число проигрышей)-59.63 (3)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.29 01:00sell10.0180.2160.0000.000
22010.01.29 01:00modify10.0180.21695.21650.216
32010.02.11 01:00close10.0178.84895.21650.21611.38111.38
42010.03.05 01:00buy20.0180.1980.0000.000
52010.03.05 01:00modify20.0180.19865.198110.198
62010.03.23 01:00close20.0182.95665.198110.19824.59135.97
72010.05.18 01:00buy30.0181.1800.0000.000
82010.05.18 01:00modify30.0181.18066.180111.180
92010.06.16 01:00close30.0179.02066.180111.180-18.61117.36
102010.06.22 01:00sell40.0179.7600.0000.000
112010.06.22 01:00modify40.0179.76094.76049.760
122010.06.28 01:00close40.0177.96394.76049.76015.49132.85
132010.07.12 01:00buy50.0177.7140.0000.000
142010.07.12 01:00modify50.0177.71462.714107.714
152010.07.21 01:00close50.0176.97262.714107.714-6.48126.37
162010.08.09 01:00sell60.0178.3410.0000.000
172010.08.09 01:00modify60.0178.34193.34148.341
182010.08.27 01:00close60.0174.61393.34148.34131.92158.29
192010.09.17 01:00sell70.0180.3240.0000.000
202010.09.17 01:00modify70.0180.32495.32450.324
212010.09.27 01:00close70.0180.98995.32450.324-6.34151.95
222010.10.04 01:00buy80.0180.9590.0000.000
232010.10.04 01:00modify80.0180.95965.959110.959
242010.10.07 01:00close80.0181.00265.959110.9590.38152.33
252010.10.11 01:00sell90.0180.9300.0000.000
262010.10.11 01:00modify90.0180.93095.93050.930
272010.10.12 01:00close90.0180.75495.93050.9301.41153.74
282010.10.18 01:00buy100.0180.4690.0000.000
292010.10.18 01:00modify100.0180.46965.469110.469
302010.11.04 01:00close100.0181.35765.469110.4698.12161.85
312010.11.12 01:00sell110.0182.1070.0000.000
322010.11.12 01:00modify110.0182.10797.10752.107
332010.11.19 22:00close110.0182.27197.10752.107-1.87159.98
342011.02.14 01:00buy120.0183.5550.0000.000
352011.02.14 01:00modify120.0183.55568.555113.555
362011.02.25 22:00close120.0183.06168.555113.555-4.20155.78
372011.04.18 01:00buy130.0187.8210.0000.000
382011.04.18 01:00modify130.0187.82172.821117.821
392011.05.02 01:00close130.0188.92972.821117.8219.97165.75
402011.05.18 01:00buy140.0186.6100.0000.000
412011.05.18 01:00modify140.0186.61071.610116.610
422011.06.16 01:00close140.0185.52471.610116.610-9.08156.67
432011.06.22 01:00sell150.0184.9720.0000.000
442011.06.22 01:00modify150.0184.97299.97254.972
452011.06.28 01:00close150.0184.54599.97254.9723.39160.06
462011.07.04 01:00sell160.0187.1460.0000.000
472011.07.04 01:00modify160.0187.146102.14657.146
482011.07.06 01:00close160.0186.670102.14657.1464.01164.07
492011.07.12 01:00buy170.0185.4330.0000.000
502011.07.12 01:00modify170.0185.43370.433115.433
512011.07.21 01:00close170.0184.82770.433115.433-5.24158.83
522011.08.09 01:00sell180.0178.5880.0000.000
532011.08.09 01:00modify180.0178.58893.58848.588
542011.08.26 22:00close180.0180.97493.58848.588-22.06136.77
552011.10.04 01:00buy190.0172.9290.0000.000
562011.10.04 01:00modify190.0172.92957.929102.929
572011.10.07 01:00close190.0174.62257.929102.92914.95151.72
582011.10.11 01:00sell200.0176.5400.0000.000
592011.10.11 01:00modify200.0176.54091.54046.540
602011.10.12 01:00close200.0176.32591.54046.5401.75153.47
612011.10.17 01:00buy210.0179.8390.0000.000
622011.10.17 01:00modify210.0179.83964.839109.839
632011.11.04 01:00close210.0181.13864.839109.83911.78165.25
642012.01.30 01:00sell220.0181.5950.0000.000
652012.01.30 01:00modify220.0181.59596.59551.595
662012.02.10 22:00close220.0182.72596.59551.595-10.68154.57
672012.02.13 01:00buy230.0183.2090.0000.000
682012.02.13 01:00modify230.0183.20968.209113.209
692012.02.24 22:00close230.0186.59068.209113.20930.03184.59
702012.03.05 01:00buy240.0187.4890.0000.000
712012.03.05 01:00modify240.0187.48972.489117.489
722012.03.23 01:00close240.0185.79672.489117.489-14.65169.94
732012.03.27 01:00buy250.0187.1570.0000.000
742012.03.27 01:00modify250.0187.15772.157117.157
752012.04.11 01:00close250.0182.56372.157117.157-40.38129.56
762012.04.17 01:00buy260.0183.2760.0000.000
772012.04.17 01:00modify260.0183.27668.276113.276
782012.05.02 01:00close260.0182.73368.276113.276-4.59124.96
792012.05.18 01:00buy270.0178.4380.0000.000
802012.05.18 01:00modify270.0178.43863.438108.438
812012.06.15 22:00close270.0179.34063.438108.4388.42133.39
822012.06.22 01:00sell280.0180.5710.0000.000
832012.06.22 01:00modify280.0180.57195.57150.571
842012.06.28 01:00close280.0180.41295.57150.5711.02134.41
852012.07.03 01:00sell290.0181.4240.0000.000
862012.07.03 01:00modify290.0181.42496.42451.424
872012.07.06 01:00close290.0182.12696.42451.424-6.53127.88
882012.07.12 01:00buy300.0181.6330.0000.000
892012.07.12 01:00modify300.0181.63366.633111.633
902012.07.20 22:00close300.0181.40666.633111.633-1.94125.94
912012.08.09 01:00sell310.0182.8490.0000.000
922012.08.09 01:00modify310.0182.84997.84952.849
932012.08.27 01:00close310.0181.94497.84952.8497.15133.09
942012.09.17 01:00sell320.0182.5460.0000.000
952012.09.17 01:00modify320.0182.54697.54652.546
962012.09.27 01:00close320.0180.56297.54652.54616.88149.96
972012.10.04 01:00buy330.0180.2670.0000.000
982012.10.04 01:00modify330.0180.26765.267110.267
992012.10.05 22:00close330.0179.96765.267110.267-2.73147.23
1002012.10.11 01:00sell340.0179.8020.0000.000
1012012.10.11 01:00modify340.0179.80294.80249.802
1022012.10.12 01:00close340.0180.38094.80249.802-5.25141.99
1032012.10.17 01:00buy350.0181.2130.0000.000
1042012.10.17 01:00modify350.0181.21366.213111.213
1052012.11.02 22:00close350.0183.09566.213111.21316.88158.86
1062012.11.12 01:00sell360.0182.5750.0000.000
1072012.11.12 01:00modify360.0182.57597.57552.575
1082012.11.21 01:00close360.0184.87397.57552.575-20.82138.05
1092013.01.29 01:00sell370.0194.2350.0000.000
1102013.01.29 01:00modify370.0194.235109.23564.235
1112013.02.11 01:00close370.0195.490109.23564.235-11.79126.26
1122013.02.13 01:00buy380.0196.4580.0000.000
1132013.02.13 01:00modify380.0196.45881.458126.458
1142013.02.26 01:00close380.0194.82381.458126.458-14.29111.96
1152013.03.05 01:00buy390.0195.2930.0000.000
1162013.03.05 01:00modify390.0195.29380.293125.293
1172013.04.10 10:00modify390.0195.29397.293125.293
1182013.04.11 01:00close390.01105.20597.293125.29388.24200.20
1192013.04.17 01:00buy400.01101.4300.0000.000
1202013.04.17 01:00modify400.01101.43086.430131.430
1212013.05.02 01:00close400.01100.01186.430131.430-12.29187.91
1222013.07.03 01:00sell410.0192.1120.0000.000
1232013.07.03 01:00modify410.0192.112107.11262.112
1242013.07.05 22:00close410.0191.698107.11262.1123.37191.28
1252013.07.12 01:00buy420.0190.8270.0000.000
1262013.07.12 01:00modify420.0190.82775.827120.827
1272013.07.19 22:00close420.0192.21675.827120.82712.31203.58
1282013.08.09 01:00sell430.0187.9520.0000.000
1292013.08.09 01:00modify430.0187.952102.95257.952
1302013.08.27 01:00close430.0188.765102.95257.952-8.02195.56
1312013.09.17 01:00sell440.0192.3570.0000.000
1322013.09.17 01:00modify440.0192.357107.35762.357
1332013.09.27 01:00close440.0192.744107.35762.357-4.07191.49
1342013.10.04 01:00buy450.0191.4500.0000.000
1352013.10.04 01:00modify450.0191.45076.450121.450
1362013.10.07 01:00close450.0191.71776.450121.4502.28193.77
1372013.10.11 01:00sell460.0192.6450.0000.000
1382013.10.11 01:00modify460.0192.645107.64562.645
1392013.10.11 22:00close460.0193.309107.64562.645-5.97187.80
1402013.10.17 01:00buy470.0194.4290.0000.000
1412013.10.17 01:00modify470.0194.42979.429124.429
1422013.11.04 01:00close470.0193.45379.429124.429-8.40179.40
1432013.11.12 01:00sell480.0192.8510.0000.000
1442013.11.12 01:00modify480.0192.851107.85162.851
1452013.11.21 01:00close480.0193.533107.85162.851-6.63172.77
1462014.01.29 01:00sell490.0190.6920.0000.000
1472014.01.29 01:00modify490.0190.692105.69260.692
1482014.02.11 01:00close490.0191.371105.69260.692-6.70166.07
1492014.02.13 01:00buy500.0192.4580.0000.000
1502014.02.13 01:00modify500.0192.45877.458122.458
1512014.02.26 01:00close500.0192.04277.458122.458-3.56162.50
1522014.03.05 01:00buy510.0191.5640.0000.000
1532014.03.05 01:00modify510.0191.56476.564121.564
1542014.03.24 01:00close510.0192.98876.564121.56412.86175.36
1552014.03.27 01:00buy520.0193.9860.0000.000
1562014.03.27 01:00modify520.0193.98678.986123.986
1572014.04.11 01:00close520.0195.48878.986123.98613.47188.83
1582014.04.17 01:00buy530.0195.7220.0000.000
1592014.04.17 01:00modify530.0195.72280.722125.722
1602014.05.02 01:00close530.0194.85180.722125.722-7.49181.33
1612014.05.19 01:00buy540.0195.0650.0000.000
1622014.05.19 01:00modify540.0195.06580.065125.065
1632014.06.16 01:00close540.0195.84980.065125.0657.37188.71
1642014.06.23 01:00sell550.0195.7760.0000.000
1652014.06.23 01:00modify550.0195.776110.77665.776
1662014.06.27 22:00close550.0195.578110.77665.7761.37190.08
1672014.07.03 01:00sell560.0196.0560.0000.000
1682014.07.03 01:00modify560.0196.056111.05666.056
1692014.07.04 22:00close560.0195.564111.05666.0564.20194.28
1702014.09.17 01:00sell570.0197.2750.0000.000
1712014.09.17 01:00modify570.0197.275112.27567.275
1722014.09.26 22:00close570.0195.813112.27567.27512.31206.60
1732014.10.17 01:00buy580.0193.1430.0000.000
1742014.10.17 01:00modify580.0193.14378.143123.143
1752014.11.04 01:00close580.0198.80078.143123.14350.19256.78
1762014.11.12 01:00sell590.01100.7410.0000.000
1772014.11.12 01:00modify590.01100.741115.74170.741
1782014.11.21 01:00close590.01101.939115.74170.741-11.20245.58
1792015.01.29 01:00sell600.0192.6230.0000.000
1802015.01.29 01:00modify600.0192.623107.62362.623
1812015.02.11 01:00close600.0192.752107.62362.623-1.75243.84
1822015.02.13 01:00buy610.0192.1450.0000.000
1832015.02.13 01:00modify610.0192.14577.145122.145
1842015.02.26 01:00close610.0193.67677.145122.14513.69257.52
1852015.03.05 01:00buy620.0193.5750.0000.000
1862015.03.05 01:00modify620.0193.57578.575123.575
1872015.03.23 01:00close620.0193.42378.575123.575-1.13256.39
1882015.03.27 01:00buy630.0193.3370.0000.000
1892015.03.27 01:00modify630.0193.33778.337123.337
1902015.04.10 22:00close630.0192.34078.337123.337-8.63247.76
1912015.04.17 01:00buy640.0192.7600.0000.000
1922015.04.17 01:00modify640.0192.76077.760122.760
1932015.05.01 22:00close640.0194.09177.760122.76011.94259.69
1942015.05.18 01:00buy650.0195.9870.0000.000
1952015.05.18 01:00modify650.0195.98780.987125.987
1962015.06.16 01:00close650.0195.76080.987125.987-1.54258.16
1972015.06.22 01:00sell660.0195.4530.0000.000
1982015.06.22 01:00modify660.0195.453110.45365.453
1992015.06.26 22:00close660.0194.770110.45365.4535.65263.81
2002015.07.03 01:00sell670.0193.9180.0000.000
2012015.07.03 01:00modify670.0193.918108.91863.918
2022015.07.06 01:00close670.0191.162108.91863.91824.19288.00
2032015.07.13 01:00buy680.0190.9890.0000.000
2042015.07.13 01:00modify680.0190.98975.989120.989
2052015.07.21 01:00close680.0191.58875.989120.9895.35293.35
2062015.08.10 01:00sell690.0192.0030.0000.000
2072015.08.10 01:00modify690.0192.003107.00362.003
2082015.08.27 01:00close690.0185.696107.00362.00354.73348.08
2092015.09.17 01:00sell700.0186.6840.0000.000
2102015.09.17 01:00modify700.0186.684101.68456.684
2112015.09.25 22:00close700.0184.714101.68456.68416.93365.01
2122015.10.05 01:00buy710.0184.6790.0000.000
2132015.10.05 01:00modify710.0184.67969.679114.679
2142015.10.07 01:00close710.0186.08569.679114.67912.36377.37
2152015.10.12 01:00sell720.0188.0250.0000.000
2162015.10.12 01:00modify720.0188.025103.02558.025
2172015.10.12 01:00close720.0188.035103.02558.025-0.19377.18
2182015.11.12 01:00sell730.0186.8300.0000.000
2192015.11.12 01:00modify730.0186.830101.83056.830
2202015.11.20 22:00close730.0188.930101.83056.830-19.02358.16