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

СимволCADCHF (Canadian 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=10; HourCloseSell=10; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=3; sDayOpen1=13; sMonthClose1=3; sDayClose1=19; sMonthOpen2=6; sDayOpen2=14; sMonthClose2=6; sDayClose2=20; sMonthOpen3=6; sDayOpen3=22; sMonthClose3=6; sDayClose3=27; sMonthOpen4=7; sDayOpen4=29; sMonthClose4=8; sDayClose4=8; sMonthOpen5=9; sDayOpen5=22; sMonthClose5=9; sDayClose5=28; sMonthOpen6=10; sDayOpen6=9; sMonthClose6=10; sDayClose6=16; sMonthOpen7=11; sDayOpen7=13; sMonthClose7=12; sDayClose7=4; sMonthOpen8=12; sDayOpen8=8; sMonthClose8=12; sDayClose8=14; 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=10; HourCloseBuy=10; Settings12="====Даты открытия / закрытия===="; bMonthOpen1=1; bDayOpen1=2; bMonthClose1=1; bDayClose1=8; bMonthOpen2=1; bDayOpen2=26; bMonthClose2=2; bDayClose2=6; bMonthOpen3=2; bDayOpen3=24; bMonthClose3=3; bDayClose3=7; bMonthOpen4=3; bDayOpen4=31; bMonthClose4=4; bDayClose4=6; bMonthOpen5=5; bDayOpen5=23; bMonthClose5=5; bDayClose5=31; bMonthOpen6=7; bDayOpen6=3; bMonthClose6=7; bDayClose6=5; bMonthOpen7=11; bDayOpen7=3; bMonthClose7=11; bDayClose7=13; bMonthOpen8=0; bDayOpen8=0; bMonthClose8=0; bDayClose8=0; 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 истории149483Смоделировано тиков81665029Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (16)
Чистая прибыль637.97Общая прибыль763.09Общий убыток-125.12
Прибыльность6.10Матожидание выигрыша8.74
Абсолютная просадка5.17Максимальная просадка57.56 (14.52%)Относительная просадка16.66% (39.67)
Всего сделок73Короткие позиции (% выигравших)40 (67.50%)Длинные позиции (% выигравших)33 (78.79%)
Прибыльные сделки (% от всех)53 (72.60%)Убыточные сделки (% от всех)20 (27.40%)
Самая большаяприбыльная сделка75.51убыточная сделка-24.14
Средняяприбыльная сделка14.40убыточная сделка-6.26
Максимальное количествонепрерывных выигрышей (прибыль)8 (146.55)непрерывных проигрышей (убыток)3 (-18.09)
Макс.непрерывная прибыль (число выигрышей)146.55 (8)непрерывный убыток (число проигрышей)-27.39 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.26 10:00buy10.010.983600.000000.00000
22010.01.26 10:00modify10.010.983600.833601.28360
32010.02.05 22:00close10.011.002180.833601.2836019.44119.44
42010.02.24 10:00buy20.011.023590.000000.00000
52010.02.24 10:00modify20.011.023590.873591.32359
62010.03.05 22:00close20.011.041940.873591.3235919.19138.63
72010.03.31 10:00buy30.011.047090.000000.00000
82010.03.31 10:00modify30.011.047090.897091.34709
92010.04.06 10:00close30.011.066800.897091.3470920.52159.14
102010.05.24 10:00buy40.011.093590.000000.00000
112010.05.24 10:00modify40.011.093590.943591.39359
122010.05.31 10:00close40.011.101800.943591.393598.61167.75
132010.06.14 10:00sell50.011.105530.000000.00000
142010.06.14 10:00modify50.011.105531.255530.80553
152010.06.18 22:00close50.011.085581.255530.8055320.44188.20
162010.06.22 10:00sell60.011.083860.000000.00000
172010.06.22 10:00modify60.011.083861.233860.78386
182010.06.25 22:00close60.011.054811.233860.7838629.91218.11
192010.07.29 10:00sell70.011.019750.000000.00000
202010.07.29 10:00modify70.011.019751.169750.71975
212010.08.06 22:00close70.011.009091.169750.7197510.75228.85
222010.09.22 10:00sell80.010.969430.000000.00000
232010.09.22 10:00modify80.010.969431.119430.66943
242010.09.28 10:00close80.010.952121.119430.6694317.70246.55
252010.11.03 10:00buy90.010.971560.000000.00000
262010.11.03 10:00modify90.010.971560.821561.27156
272010.11.12 22:00close90.010.970910.821561.27156-0.49246.06
282010.12.08 10:00sell100.010.976500.000000.00000
292010.12.08 10:00modify100.010.976501.126500.67650
302010.12.14 10:00close100.010.958361.126500.6765018.56264.62
312011.01.03 10:00buy110.010.943230.000000.00000
322011.01.03 10:00modify110.010.943230.793231.24323
332011.01.07 22:00close110.010.974600.793231.2432332.60297.21
342011.01.26 10:00buy120.010.948630.000000.00000
352011.01.26 10:00modify120.010.948630.798631.24863
362011.02.04 22:00close120.010.965470.798631.2486317.63314.84
372011.02.24 10:00buy130.010.940530.000000.00000
382011.02.24 10:00modify130.010.940530.790531.24053
392011.03.07 10:00close130.010.952640.790531.2405312.69327.53
402011.03.14 10:00sell140.010.956620.000000.00000
412011.03.14 10:00modify140.010.956621.106620.65662
422011.03.18 22:00close140.010.914361.106620.6566243.55371.09
432011.03.31 10:00buy150.010.943100.000000.00000
442011.03.31 10:00modify150.010.943100.793101.24310
452011.04.06 10:00close150.010.954270.793101.2431011.64382.73
462011.05.23 10:00buy160.010.901620.000000.00000
472011.05.23 10:00modify160.010.901620.751621.20162
482011.05.31 10:00close160.010.878200.751621.20162-24.14358.59
492011.06.14 10:00sell170.010.860060.000000.00000
502011.06.14 10:00modify170.010.860061.010060.56006
512011.06.20 10:00close170.010.862971.010060.56006-3.25355.34
522011.06.22 10:00sell180.010.866700.000000.00000
532011.06.22 10:00modify180.010.866701.016700.56670
542011.06.27 10:00close180.010.845501.016700.5667021.77377.11
552011.07.04 10:00buy190.010.882400.000000.00000
562011.07.04 10:00modify190.010.882400.732401.18240
572011.07.05 10:00close190.010.882100.732401.18240-0.29376.81
582011.07.29 10:00sell200.010.842650.000000.00000
592011.07.29 10:00modify200.010.842650.992650.54265
602011.08.08 10:00close200.010.769470.992650.5426575.51452.32
612011.09.22 10:00sell210.010.890520.000000.00000
622011.09.22 10:00modify210.010.890521.040520.59052
632011.09.28 10:00close210.010.878111.040520.5905212.70465.02
642011.10.10 10:00sell220.010.893130.000000.00000
652011.10.10 10:00modify220.010.893131.043130.59313
662011.10.14 22:00close220.010.882401.043130.5931310.89475.91
672011.11.03 10:00buy230.010.870130.000000.00000
682011.11.03 10:00modify230.010.870130.720131.17013
692011.11.11 22:00close230.010.889670.720131.1701320.37496.28
702011.11.14 10:00sell240.010.886630.000000.00000
712011.11.14 10:00modify240.010.886631.036630.58663
722011.12.02 22:00close240.010.904511.036630.58663-19.29476.98
732011.12.08 10:00sell250.010.913760.000000.00000
742011.12.08 10:00modify250.010.913761.063760.61376
752011.12.14 10:00close250.010.914481.063760.61376-0.89476.09
762012.01.02 10:00buy260.010.920310.000000.00000
772012.01.02 10:00modify260.010.920310.770311.22031
782012.01.06 22:00close260.010.929570.770311.220319.70485.79
792012.01.26 10:00buy270.010.919850.000000.00000
802012.01.26 10:00modify270.010.919850.769851.21985
812012.02.06 10:00close270.010.925810.769851.219856.32492.11
822012.02.24 10:00buy280.010.903430.000000.00000
832012.02.24 10:00modify280.010.903430.753431.20343
842012.03.07 10:00close280.010.917870.753431.2034315.12507.23
852012.03.13 10:00sell290.010.924140.000000.00000
862012.03.13 10:00modify290.010.924141.074140.62414
872012.03.19 10:00close290.010.924151.074140.62414-0.24506.99
882012.05.23 10:00buy300.010.926740.000000.00000
892012.05.23 10:00modify300.010.926740.776741.22674
902012.05.31 10:00close300.010.942330.776741.2267416.32523.31
912012.06.14 10:00sell310.010.930040.000000.00000
922012.06.14 10:00modify310.010.930041.080040.63004
932012.06.20 10:00close310.010.928841.080040.630041.09524.40
942012.06.22 10:00sell320.010.930980.000000.00000
952012.06.22 10:00modify320.010.930981.080980.63098
962012.06.27 10:00close320.010.937431.080980.63098-6.79517.60
972012.07.03 10:00buy330.010.938480.000000.00000
982012.07.03 10:00modify330.010.938480.788481.23848
992012.07.05 10:00close330.010.946460.788481.238488.33525.94
1002012.07.30 10:00sell340.010.972930.000000.00000
1012012.07.30 10:00modify340.010.972931.122930.67293
1022012.08.08 10:00close340.010.973131.122930.67293-0.55525.39
1032012.10.09 10:00sell350.010.957460.000000.00000
1042012.10.09 10:00modify350.010.957461.107460.65746
1052012.10.16 10:00close350.010.948211.107460.657469.31534.70
1062012.11.13 10:00sell360.010.948510.000000.00000
1072012.11.13 10:00modify360.010.948511.098510.64851
1082012.12.04 10:00close360.010.930601.098510.6485117.76552.46
1092013.01.02 10:00buy370.010.922180.000000.00000
1102013.01.02 10:00modify370.010.922180.772181.22218
1112013.01.08 10:00close370.010.933800.772181.2221812.14564.59
1122013.03.13 10:00sell380.010.919710.000000.00000
1132013.03.13 10:00modify380.010.919711.069710.61971
1142013.03.19 10:00close380.010.926191.069710.61971-6.94557.66
1152013.05.23 10:00buy390.010.940270.000000.00000
1162013.05.23 10:00modify390.010.940270.790271.24027
1172013.05.31 10:00close390.010.925490.790271.24027-15.18542.47
1182013.06.14 10:00sell400.010.906780.000000.00000
1192013.06.14 10:00modify400.010.906781.056780.60678
1202013.06.20 10:00close400.010.902451.056780.606784.26546.73
1212013.07.03 10:00buy410.010.900550.000000.00000
1222013.07.03 10:00modify410.010.900550.750551.20055
1232013.07.05 10:00close410.010.910110.750551.200559.96556.70
1242013.07.29 10:00sell420.010.904530.000000.00000
1252013.07.29 10:00modify420.010.904531.054530.60453
1262013.08.08 10:00close420.010.884171.054530.6045320.64577.34
1272013.09.23 10:00sell430.010.884590.000000.00000
1282013.09.23 10:00modify430.010.884591.034590.58459
1292013.09.27 22:00close430.010.879101.034590.584595.46582.80
1302013.10.09 10:00sell440.010.874360.000000.00000
1312013.10.09 10:00modify440.010.874361.024360.57436
1322013.10.16 10:00close440.010.880801.024360.57436-6.94575.87
1332013.11.04 10:00buy450.010.876160.000000.00000
1342013.11.04 10:00modify450.010.876160.726161.17616
1352013.11.13 10:00close450.010.875360.726161.17616-0.68575.19
1362013.11.14 10:00sell460.010.874270.000000.00000
1372013.11.14 10:00modify460.010.874271.024270.57427
1382013.12.04 10:00close460.010.849791.024270.5742724.67599.86
1392013.12.09 10:00sell470.010.837620.000000.00000
1402013.12.09 10:00modify470.010.837620.987620.53762
1412013.12.13 22:00close470.010.840050.987620.53762-2.75597.11
1422014.01.02 10:00buy480.010.839770.000000.00000
1432014.01.02 10:00modify480.010.839770.689771.13977
1442014.01.08 10:00close480.010.840800.689771.139771.13598.25
1452014.02.24 10:00buy490.010.798070.000000.00000
1462014.02.24 10:00modify490.010.798070.648071.09807
1472014.03.07 10:00close490.010.798090.648071.098070.23598.48
1482014.03.13 10:00sell500.010.785840.000000.00000
1492014.03.13 10:00modify500.010.785840.935840.48584
1502014.03.19 10:00close500.010.785000.935840.485840.72599.19
1512014.03.31 10:00buy510.010.802140.000000.00000
1522014.03.31 10:00modify510.010.802140.652141.10214
1532014.04.04 22:00close510.010.811780.652141.1021410.09609.28
1542014.05.23 10:00buy520.010.821580.000000.00000
1552014.05.23 10:00modify520.010.821580.671581.12158
1562014.05.30 22:00close520.010.825070.671581.121583.73613.01
1572014.06.23 10:00sell530.010.833550.000000.00000
1582014.06.23 10:00modify530.010.833550.983550.53355
1592014.06.27 10:00close530.010.834650.983550.53355-1.37611.64
1602014.07.03 10:00buy540.010.833740.000000.00000
1612014.07.03 10:00modify540.010.833740.683741.13374
1622014.07.04 22:00close540.010.839290.683741.133745.77617.41
1632014.07.29 10:00sell550.010.836910.000000.00000
1642014.07.29 10:00modify550.010.836910.986910.53691
1652014.08.08 10:00close550.010.828800.986910.536917.95625.36
1662014.09.22 10:00sell560.010.856080.000000.00000
1672014.09.22 10:00modify560.010.856081.006080.55608
1682014.09.26 22:00close560.010.852631.006080.556083.35628.71
1692014.10.09 10:00sell570.010.855470.000000.00000
1702014.10.09 10:00modify570.010.855471.005470.55547
1712014.10.16 10:00close570.010.836241.005470.5554719.65648.37
1722014.11.03 10:00buy580.010.854980.000000.00000
1732014.11.03 10:00modify580.010.854980.704981.15498
1742014.11.13 10:00close580.010.852280.704981.15498-2.61645.76
1752014.11.14 10:00sell590.010.848290.000000.00000
1762014.11.14 10:00modify590.010.848290.998290.54829
1772014.12.04 10:00close590.010.861670.998290.54829-14.62631.13
1782014.12.09 10:00sell600.010.848150.000000.00000
1792014.12.09 10:00modify600.010.848150.998150.54815
1802014.12.12 22:00close600.010.833530.998150.5481514.96646.09
1812015.01.02 10:00buy610.010.856020.000000.00000
1822015.01.02 10:00modify610.010.856020.706021.15602
1832015.01.08 10:00close610.010.858410.706021.156022.58648.67
1842015.01.26 10:00buy620.010.704690.000000.00000
1852015.01.26 10:00modify620.010.704690.554691.00469
1862015.02.06 10:00close620.010.741940.554691.0046938.80687.47
1872015.02.24 10:00buy630.010.752450.000000.00000
1882015.02.24 10:00modify630.010.752450.602451.05245
1892015.03.06 22:00close630.010.780630.602451.0524529.38716.85
1902015.03.13 10:00sell640.010.789560.000000.00000
1912015.03.13 10:00modify640.010.789560.939560.48956
1922015.03.19 10:00close640.010.784620.939560.489564.89721.74
1932015.03.31 10:00buy650.010.763150.000000.00000
1942015.03.31 10:00modify650.010.763150.613151.06315
1952015.04.06 10:00close650.010.764380.613151.063151.37723.11
1962015.06.15 10:00sell660.010.755290.000000.00000
1972015.06.15 10:00modify660.010.755290.905290.45529
1982015.06.19 22:00close660.010.748140.905290.455297.17730.28
1992015.06.22 10:00sell670.010.748880.000000.00000
2002015.06.22 10:00modify670.010.748880.898880.44888
2012015.06.26 22:00close670.010.760020.898880.44888-11.77718.51
2022015.07.03 10:00buy680.010.750380.000000.00000
2032015.07.03 10:00modify680.010.750380.600381.05038
2042015.07.03 22:00close680.010.749160.600381.05038-1.26717.25
2052015.07.29 10:00sell690.010.744040.000000.00000
2062015.07.29 10:00modify690.010.744040.894040.44404
2072015.08.07 22:00close690.010.748520.894040.44404-5.06712.19
2082015.09.22 10:00sell700.010.735270.000000.00000
2092015.09.22 10:00modify700.010.735270.885270.43527
2102015.09.28 10:00close700.010.734840.885270.435270.22712.41
2112015.10.09 10:00sell710.010.743880.000000.00000
2122015.10.09 10:00modify710.010.743880.893880.44388
2132015.10.16 10:00close710.010.739700.893880.443884.06716.47
2142015.11.03 10:00buy720.010.752910.000000.00000
2152015.11.03 10:00modify720.010.752910.602911.05291
2162015.11.13 10:00close720.010.753680.602911.052910.99717.47
2172015.12.08 10:00sell730.010.738450.000000.00000
2182015.12.08 10:00modify730.010.738450.888450.43845
2192015.12.14 10:00close730.010.718430.888450.4384520.50737.97