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

СимволEURAUD (Euro vs Australian Dollar)
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=2; HourCloseSell=1; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=1; sDayOpen1=2; sMonthClose1=1; sDayClose1=10; sMonthOpen2=1; sDayOpen2=28; sMonthClose2=1; sDayClose2=30; sMonthOpen3=2; sDayOpen3=24; sMonthClose3=3; sDayClose3=15; sMonthOpen4=3; sDayOpen4=18; sMonthClose4=3; sDayClose4=24; sMonthOpen5=4; sDayOpen5=3; sMonthClose5=4; sDayClose5=11; sMonthOpen6=4; sDayOpen6=24; sMonthClose6=5; sDayClose6=16; sMonthOpen7=5; sDayOpen7=25; sMonthClose7=6; sDayClose7=17; sMonthOpen8=8; sDayOpen8=4; sMonthClose8=8; sDayClose8=13; 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=2; HourCloseBuy=1; Settings12="====Даты открытия / закрытия===="; bMonthOpen1=6; bDayOpen1=19; bMonthClose1=6; bDayClose1=30; bMonthOpen2=7; bDayOpen2=12; bMonthClose2=7; bDayClose2=25; bMonthOpen3=9; bDayOpen3=8; bMonthClose3=9; bDayClose3=28; bMonthOpen4=11; bDayOpen4=18; bMonthClose4=11; bDayClose4=27; bMonthOpen5=12; bDayOpen5=2; bMonthClose5=12; bDayClose5=14; bMonthOpen6=12; bDayOpen6=16; bMonthClose6=12; bDayClose6=23; bMonthOpen7=0; bDayOpen7=0; bMonthClose7=0; bDayClose7=0; 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 истории149084Смоделировано тиков110816546Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (13)
Чистая прибыль421.16Общая прибыль786.35Общий убыток-365.18
Прибыльность2.15Матожидание выигрыша5.77
Абсолютная просадка14.93Максимальная просадка119.20 (20.75%)Относительная просадка51.60% (115.61)
Всего сделок73Короткие позиции (% выигравших)41 (60.98%)Длинные позиции (% выигравших)32 (53.13%)
Прибыльные сделки (% от всех)42 (57.53%)Убыточные сделки (% от всех)31 (42.47%)
Самая большаяприбыльная сделка61.25убыточная сделка-33.45
Средняяприбыльная сделка18.72убыточная сделка-11.78
Максимальное количествонепрерывных выигрышей (прибыль)6 (118.96)непрерывных проигрышей (убыток)3 (-56.50)
Макс.непрерывная прибыль (число выигрышей)118.96 (6)непрерывный убыток (число проигрышей)-58.50 (2)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.28 02:00sell10.011.564310.000000.00000
22010.01.28 02:00modify10.011.564311.714311.26431
32010.01.29 22:00close10.011.566751.714311.26431-1.9198.09
42010.02.24 02:00sell20.011.515340.000000.00000
52010.02.24 02:00modify20.011.515341.665341.21534
62010.03.15 01:00close20.011.500651.665341.2153411.89109.98
72010.03.18 02:00sell30.011.488060.000000.00000
82010.03.18 02:00modify30.011.488061.638061.18806
92010.03.24 01:00close30.011.466631.638061.1880616.36126.35
102010.05.25 02:00sell40.011.498280.000000.00000
112010.05.25 02:00modify40.011.498281.648281.19828
122010.06.17 01:00close40.011.425641.648281.1982856.21182.55
132010.07.12 02:00buy50.011.441590.000000.00000
142010.07.12 02:00modify50.011.441591.291591.74159
152010.07.23 22:00close50.011.439411.291591.74159-2.82179.73
162010.08.04 02:00sell60.011.447320.000000.00000
172010.08.04 02:00modify60.011.447321.597321.14732
182010.08.13 01:00close60.011.429231.597321.1473214.13193.87
192010.09.08 02:00buy70.011.391200.000000.00000
202010.09.08 02:00modify70.011.391201.241201.69120
212010.09.28 01:00close70.011.399631.241201.691204.68198.54
222010.11.18 02:00buy80.011.380900.000000.00000
232010.11.18 02:00modify80.011.380901.230901.68090
242010.11.26 22:00close80.011.373221.230901.68090-6.59191.95
252010.12.02 02:00buy90.011.360640.000000.00000
262010.12.02 02:00modify90.011.360641.210641.66064
272010.12.14 01:00close90.011.345771.210641.66064-12.23179.73
282010.12.16 02:00buy100.011.340150.000000.00000
292010.12.16 02:00modify100.011.340151.190151.64015
302010.12.23 01:00close100.011.312131.190151.64015-21.98157.75
312011.01.03 02:00sell110.011.305390.000000.00000
322011.01.03 02:00modify110.011.305391.455391.00539
332011.01.10 01:00close110.011.295411.455391.005397.79165.54
342011.01.28 02:00sell120.011.386510.000000.00000
352011.01.28 02:00modify120.011.386511.536511.08651
362011.01.28 22:00close120.011.370201.536511.0865112.30177.84
372011.02.24 02:00sell130.011.370150.000000.00000
382011.02.24 02:00modify130.011.370151.520151.07015
392011.03.15 01:00close130.011.386711.520151.07015-11.97165.86
402011.03.18 02:00sell140.011.418050.000000.00000
412011.03.18 02:00modify140.011.418051.568051.11805
422011.03.24 01:00close140.011.392191.568051.1180519.83185.69
432011.04.04 02:00sell150.011.369550.000000.00000
442011.04.04 02:00modify150.011.369551.519551.06955
452011.04.11 01:00close150.011.368651.519551.069550.88186.57
462011.04.25 02:00sell160.011.353760.000000.00000
472011.04.25 02:00modify160.011.353761.503761.05376
482011.05.16 01:00close160.011.333171.503761.0537616.46203.03
492011.05.25 02:00sell170.011.335000.000000.00000
502011.05.25 02:00modify170.011.335001.485001.03500
512011.06.17 01:00close170.011.344491.485001.03500-6.25196.77
522011.06.20 02:00buy180.011.346240.000000.00000
532011.06.20 02:00modify180.011.346241.196241.64624
542011.07.25 01:00close180.011.325981.196241.64624-18.35178.42
552011.08.04 02:00sell190.011.333840.000000.00000
562011.08.04 02:00modify190.011.333841.483841.03384
572011.08.12 22:00close190.011.376121.483841.03384-31.90146.52
582011.09.08 02:00buy200.011.322060.000000.00000
592011.09.08 02:00modify200.011.322061.172061.62206
602011.09.28 01:00close200.011.371111.172061.6220635.72182.25
612011.11.18 02:00buy210.011.346770.000000.00000
622011.11.18 02:00modify210.011.346771.196771.64677
632011.11.25 22:00close210.011.363971.196771.6467712.40194.64
642011.12.02 02:00buy220.011.316500.000000.00000
652011.12.02 02:00modify220.011.316501.166501.61650
662011.12.14 01:00close220.011.303161.166501.61650-11.06183.59
672011.12.16 02:00buy230.011.309410.000000.00000
682011.12.16 02:00modify230.011.309411.159411.60941
692011.12.23 01:00close230.011.287851.159411.60941-17.06166.53
702012.01.02 02:00sell240.011.265480.000000.00000
712012.01.02 02:00modify240.011.265481.415480.96548
722012.01.10 01:00close240.011.245611.415480.9654815.35181.88
732012.02.24 02:00sell250.011.245180.000000.00000
742012.02.24 02:00modify250.011.245181.395180.94518
752012.03.15 01:00close250.011.247051.395180.94518-0.67181.22
762012.03.19 02:00sell260.011.242470.000000.00000
772012.03.19 02:00modify260.011.242471.392470.94247
782012.03.23 22:00close260.011.267511.392470.94247-18.88162.33
792012.04.03 02:00sell270.011.278020.000000.00000
802012.04.03 02:00modify270.011.278021.428020.97802
812012.04.11 01:00close270.011.277431.428020.978020.69163.02
822012.04.24 02:00sell280.011.275310.000000.00000
832012.04.24 02:00modify280.011.275311.425310.97531
842012.05.16 01:00close280.011.281301.425310.97531-3.71159.31
852012.05.25 02:00sell290.011.283570.000000.00000
862012.05.25 02:00modify290.011.283571.433570.98357
872012.06.15 22:00close290.011.254531.433570.9835722.89182.20
882012.06.19 02:00buy300.011.245530.000000.00000
892012.06.19 02:00modify300.011.245531.095531.54553
902012.06.29 22:00close300.011.236281.095531.54553-8.11174.09
912012.07.12 02:00buy310.011.194630.000000.00000
922012.07.12 02:00modify310.011.194631.044631.49463
932012.07.25 01:00close310.011.181071.044631.49463-11.30162.80
942012.11.19 02:00buy320.011.231040.000000.00000
952012.11.19 02:00modify320.011.231041.081041.53104
962012.11.27 01:00close320.011.240021.081041.531046.08168.87
972012.12.03 02:00buy330.011.250300.000000.00000
982012.12.03 02:00modify330.011.250301.100301.55030
992012.12.14 01:00close330.011.241371.100301.55030-7.95160.92
1002012.12.17 02:00buy340.011.248220.000000.00000
1012012.12.17 02:00modify340.011.248221.098221.54822
1022012.12.21 22:00close340.011.266741.098221.5482213.49174.42
1032013.01.02 02:00sell350.011.268120.000000.00000
1042013.01.02 02:00modify350.011.268121.418120.96812
1052013.01.10 01:00close350.011.242361.418120.9681219.92194.33
1062013.01.28 02:00sell360.011.291650.000000.00000
1072013.01.28 02:00modify360.011.291651.441650.99165
1082013.01.30 01:00close360.011.288811.441650.991652.15196.48
1092013.02.25 02:00sell370.011.281540.000000.00000
1102013.02.25 02:00modify370.011.281541.431540.98154
1112013.03.15 01:00close370.011.253621.431540.9815421.98218.46
1122013.03.18 02:00sell380.011.246420.000000.00000
1132013.03.18 02:00modify380.011.246421.396420.94642
1142013.03.22 22:00close380.011.243381.396420.946422.47220.93
1152013.04.03 02:00sell390.011.225860.000000.00000
1162013.04.03 02:00modify390.011.225861.375860.92586
1172013.04.11 01:00close390.011.239121.375860.92586-9.75211.18
1182013.04.24 02:00sell400.011.266590.000000.00000
1192013.04.24 02:00modify400.011.266591.416590.96659
1202013.05.16 01:00close400.011.301991.416590.96659-25.99185.18
1212013.06.19 02:00buy410.011.415110.000000.00000
1222013.06.19 02:00modify410.011.415111.265111.71511
1232013.06.28 22:00close410.011.421181.265111.715113.62188.81
1242013.07.12 02:00buy420.011.427980.000000.00000
1252013.07.12 02:00modify420.011.427981.277981.72798
1262013.07.25 01:00close420.011.442261.277981.727989.69198.50
1272013.08.05 02:00sell430.011.491010.000000.00000
1282013.08.05 02:00modify430.011.491011.641011.19101
1292013.08.13 01:00close430.011.456811.641011.1910126.25224.75
1302013.09.09 02:00buy440.011.433250.000000.00000
1312013.09.09 02:00modify440.011.433251.283251.73325
1322013.09.27 22:00close440.011.451461.283251.7332512.12236.87
1332013.11.18 02:00buy450.011.439440.000000.00000
1342013.11.18 02:00modify450.011.439441.289441.73944
1352013.11.27 01:00close450.011.487591.289441.7394435.78272.64
1362013.12.02 02:00buy460.011.490310.000000.00000
1372013.12.02 02:00modify460.011.490311.340311.79031
1382013.12.13 22:00close460.011.533261.340311.7903131.50304.14
1392013.12.16 02:00buy470.011.536670.000000.00000
1402013.12.16 02:00modify470.011.536671.386671.83667
1412013.12.23 01:00close470.011.532991.386671.83667-3.47300.67
1422014.01.02 02:00sell480.011.545360.000000.00000
1432014.01.02 02:00modify480.011.545361.695361.24536
1442014.01.10 01:00close480.011.529521.695361.2453612.29312.97
1452014.01.28 02:00sell490.011.560070.000000.00000
1462014.01.28 02:00modify490.011.560071.710071.26007
1472014.01.30 01:00close490.011.561451.710071.26007-0.98311.99
1482014.02.24 02:00sell500.011.532970.000000.00000
1492014.02.24 02:00modify500.011.532971.682971.23297
1502014.03.14 22:00close500.011.540321.682971.23297-4.83307.15
1512014.03.18 02:00sell510.011.533650.000000.00000
1522014.03.18 02:00modify510.011.533651.683651.23365
1532014.03.24 01:00close510.011.517381.683651.2336512.54319.69
1542014.04.03 02:00sell520.011.488550.000000.00000
1552014.04.03 02:00modify520.011.488551.638551.18855
1562014.04.11 01:00close520.011.475241.638551.1885510.36330.05
1572014.04.24 02:00sell530.011.487500.000000.00000
1582014.04.24 02:00modify530.011.487501.637501.18750
1592014.05.16 01:00close530.011.465371.637501.1875017.67347.72
1602014.06.19 02:00buy540.011.445780.000000.00000
1612014.06.19 02:00modify540.011.445781.295781.74578
1622014.06.30 01:00close540.011.448911.295781.745781.55349.27
1632014.08.04 02:00sell550.011.442120.000000.00000
1642014.08.04 02:00modify550.011.442121.592121.14212
1652014.08.13 01:00close550.011.442521.592121.14212-0.03349.24
1662014.09.08 02:00buy560.011.383380.000000.00000
1672014.09.08 02:00modify560.011.383381.233381.68338
1682014.09.26 22:00close560.011.446841.233381.6833846.52395.76
1692014.11.18 02:00buy570.011.428830.000000.00000
1702014.11.18 02:00modify570.011.428831.278831.72883
1712014.11.27 01:00close570.011.464411.278831.7288326.05421.81
1722014.12.02 02:00buy580.011.470610.000000.00000
1732014.12.02 02:00modify580.011.470611.320611.77061
1742014.12.12 22:00close580.011.509011.320611.7706128.12449.94
1752014.12.16 02:00buy590.011.514700.000000.00000
1762014.12.16 02:00modify590.011.514701.364701.81470
1772014.12.23 01:00close590.011.505401.364701.81470-7.74442.19
1782015.01.02 09:00sell600.011.480200.000000.00000
1792015.01.02 09:00modify600.011.480201.630201.18020
1802015.01.09 22:00close600.011.443661.630201.1802027.99470.18
1812015.01.28 02:00sell610.011.434930.000000.00000
1822015.01.28 02:00modify610.011.434931.584931.13493
1832015.01.30 01:00close610.011.457821.584931.13493-17.34452.85
1842015.02.24 02:00sell620.011.453150.000000.00000
1852015.02.24 02:00modify620.011.453151.603151.15315
1862015.03.13 22:00close620.011.373551.603151.1531561.25514.10
1872015.03.18 02:00sell630.011.390340.000000.00000
1882015.03.18 02:00modify630.011.390341.540341.09034
1892015.03.24 01:00close630.011.388241.540341.090341.76515.85
1902015.04.03 02:00sell640.011.433850.000000.00000
1912015.04.03 02:00modify640.011.433851.583851.13385
1922015.04.10 22:00close640.011.380021.583851.1338541.14556.99
1932015.04.24 02:00sell650.011.390720.000000.00000
1942015.04.24 02:00modify650.011.390721.540721.09072
1952015.05.15 22:00close650.011.424711.540721.09072-25.05531.94
1962015.05.25 02:00sell660.011.405760.000000.00000
1972015.05.25 02:00modify660.011.405761.555761.10576
1982015.06.17 01:00close660.011.450891.555761.10576-33.45498.49
1992015.06.19 02:00buy670.011.457130.000000.00000
2002015.06.19 02:00modify670.011.457131.307131.75713
2012015.06.30 01:00close670.011.462281.307131.757133.09501.58
2022015.07.13 02:00buy680.011.497120.000000.00000
2032015.07.13 02:00modify680.011.497121.347121.79712
2042015.07.24 22:00close680.011.507591.347121.797126.80508.38
2052015.08.04 02:00sell690.011.505670.000000.00000
2062015.08.04 02:00modify690.011.505671.655671.20567
2072015.08.13 01:00close690.011.511231.655671.20567-3.85504.53
2082015.09.08 02:00buy700.011.610100.000000.00000
2092015.09.08 02:00modify700.011.610101.460101.91010
2102015.09.28 01:00close700.011.593381.460101.91010-14.44490.09
2112015.11.18 02:00buy710.011.496420.000000.00000
2122015.11.18 02:00modify710.011.496421.346421.79642
2132015.11.27 01:00close710.011.469051.346421.79642-21.81468.28
2142015.12.02 02:00buy720.011.451080.000000.00000
2152015.12.02 02:00modify720.011.451081.301081.75108
2162015.12.14 01:00close720.011.526951.301081.7510856.60524.88
2172015.12.16 02:00buy730.011.518610.000000.00000
2182015.12.16 02:00modify730.011.518611.368611.81861
2192015.12.23 01:00close730.011.514601.368611.81861-3.72521.16