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

СимволEURNZD (Euro vs New Zealand 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=3; HourCloseSell=1; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=1; sDayOpen1=2; sMonthClose1=1; sDayClose1=11; sMonthOpen2=3; sDayOpen2=3; sMonthClose2=3; sDayClose2=6; sMonthOpen3=3; sDayOpen3=11; sMonthClose3=3; sDayClose3=19; sMonthOpen4=5; sDayOpen4=22; sMonthClose4=5; sDayClose4=29; sMonthOpen5=6; sDayOpen5=1; sMonthClose5=6; sDayClose5=12; sMonthOpen6=7; sDayOpen6=14; sMonthClose6=7; sDayClose6=24; sMonthOpen7=9; sDayOpen7=6; sMonthClose7=9; sDayClose7=12; sMonthOpen8=10; sDayOpen8=10; sMonthClose8=10; sDayClose8=16; sMonthOpen9=10; sDayOpen9=27; sMonthClose9=11; sDayClose9=8; sMonthOpen10=11; sDayOpen10=28; sMonthClose10=12; sDayClose10=12; 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=3; HourCloseBuy=1; Settings12="====Даты открытия / закрытия===="; bMonthOpen1=1; bDayOpen1=14; bMonthClose1=1; bDayClose1=27; bMonthOpen2=4; bDayOpen2=1; bMonthClose2=4; bDayClose2=18; bMonthOpen3=6; bDayOpen3=29; bMonthClose3=7; bDayClose3=4; bMonthOpen4=8; bDayOpen4=15; bMonthClose4=8; bDayClose4=30; bMonthOpen5=9; bDayOpen5=14; bMonthClose5=9; bDayClose5=26; bMonthOpen6=10; bDayOpen6=15; bMonthClose6=10; bDayClose6=24; bMonthOpen7=11; bDayOpen7=11; bMonthClose7=11; bDayClose7=20; 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 истории149064Смоделировано тиков105320667Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (20)
Чистая прибыль654.69Общая прибыль1094.59Общий убыток-439.90
Прибыльность2.49Матожидание выигрыша7.53
Абсолютная просадка22.15Максимальная просадка183.57 (19.64%)Относительная просадка34.02% (141.68)
Всего сделок87Короткие позиции (% выигравших)51 (70.59%)Длинные позиции (% выигравших)36 (55.56%)
Прибыльные сделки (% от всех)56 (64.37%)Убыточные сделки (% от всех)31 (35.63%)
Самая большаяприбыльная сделка62.79убыточная сделка-43.97
Средняяприбыльная сделка19.55убыточная сделка-14.19
Максимальное количествонепрерывных выигрышей (прибыль)10 (218.17)непрерывных проигрышей (убыток)6 (-115.95)
Макс.непрерывная прибыль (число выигрышей)218.17 (10)непрерывный убыток (число проигрышей)-115.95 (6)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.14 03:00buy10.011.959910.000000.00000
22010.01.14 03:00modify10.011.959911.809912.25991
32010.01.27 01:00close10.011.989051.809912.2599120.11120.11
42010.03.03 03:00sell20.011.954100.000000.00000
52010.03.03 03:00modify20.011.954102.104101.65410
62010.03.05 22:00close20.011.953002.104101.654100.89121.00
72010.03.11 03:00sell30.011.948770.000000.00000
82010.03.11 03:00modify30.011.948772.098771.64877
92010.03.19 01:00close30.011.902762.098771.6487733.81154.81
102010.04.01 03:00buy40.011.907990.000000.00000
112010.04.01 03:00modify40.011.907991.757992.20799
122010.04.16 22:00close40.011.905041.757992.20799-3.64151.17
132010.06.01 03:00sell50.011.807880.000000.00000
142010.06.01 03:00modify50.011.807881.957881.50788
152010.06.11 22:00close50.011.749441.957881.5078843.07194.24
162010.06.29 03:00buy60.011.737330.000000.00000
172010.06.29 03:00modify60.011.737331.587332.03733
182010.07.02 22:00close60.011.819541.587332.0373359.34253.58
192010.07.14 03:00sell70.011.768040.000000.00000
202010.07.14 03:00modify70.011.768041.918041.46804
212010.07.23 22:00close70.011.775571.918041.46804-5.07248.51
222010.08.16 03:00buy80.011.815400.000000.00000
232010.08.16 03:00modify80.011.815401.665402.11540
242010.08.30 01:00close80.011.786671.665402.11540-22.33226.18
252010.09.06 03:00sell90.011.787090.000000.00000
262010.09.06 03:00modify90.011.787091.937091.48709
272010.09.10 22:00close90.011.745291.937091.4870930.65256.83
282010.09.14 03:00buy100.011.762100.000000.00000
292010.09.14 03:00modify100.011.762101.612102.06210
302010.09.27 01:00close100.011.830791.612102.0621048.74305.58
312010.10.11 03:00sell110.011.850600.000000.00000
322010.10.11 03:00modify110.011.850602.000601.55060
332010.10.15 22:00close110.011.851962.000601.55060-0.81304.76
342010.10.27 03:00sell120.011.848970.000000.00000
352010.10.27 03:00modify120.011.848971.998971.54897
362010.11.08 01:00close120.011.775371.998971.5489754.11358.87
372010.11.11 03:00buy130.011.755910.000000.00000
382010.11.11 03:00modify130.011.755911.605912.05591
392010.11.19 22:00close130.011.755151.605912.05591-1.39357.48
402010.11.29 03:00sell140.011.766910.000000.00000
412010.11.29 03:00modify140.011.766911.916911.46691
422010.12.10 22:00close140.011.767271.916911.466910.25357.73
432011.01.03 03:00sell150.011.712160.000000.00000
442011.01.03 03:00modify150.011.712161.862161.41216
452011.01.11 01:00close150.011.697891.862161.4121610.68368.41
462011.01.14 03:00buy160.011.730090.000000.00000
472011.01.14 03:00modify160.011.730091.580092.03009
482011.01.27 01:00close160.011.771821.580092.0300929.10397.52
492011.03.03 03:00sell170.011.862440.000000.00000
502011.03.03 03:00modify170.011.862442.012441.56244
512011.03.04 22:00close170.011.893342.012441.56244-22.57374.94
522011.03.11 03:00sell180.011.878380.000000.00000
532011.03.11 03:00modify180.011.878382.028381.57838
542011.03.18 22:00close180.011.939032.028381.57838-43.97330.98
552011.04.01 03:00buy190.011.865600.000000.00000
562011.04.01 03:00modify190.011.865601.715602.16560
572011.04.18 01:00close190.011.807471.715602.16560-43.84287.14
582011.05.23 03:00sell200.011.779870.000000.00000
592011.05.23 03:00modify200.011.779871.929871.47987
602011.05.27 22:00close200.011.749751.929871.4798722.14309.27
612011.06.01 03:00sell210.011.752190.000000.00000
622011.06.01 03:00modify210.011.752191.902191.45219
632011.06.10 22:00close210.011.743871.902191.452196.48315.76
642011.06.29 03:00buy220.011.766380.000000.00000
652011.06.29 03:00modify220.011.766381.616382.06638
662011.07.04 01:00close220.011.754571.616382.06638-9.17306.58
672011.07.14 03:00sell230.011.677950.000000.00000
682011.07.14 03:00modify230.011.677951.827951.37795
692011.07.22 22:00close230.011.661521.827951.3779512.25318.84
702011.08.15 03:00buy240.011.707690.000000.00000
712011.08.15 03:00modify240.011.707691.557692.00769
722011.08.30 01:00close240.011.710321.557692.007690.42319.25
732011.09.06 03:00sell250.011.693480.000000.00000
742011.09.06 03:00modify250.011.693481.843481.39348
752011.09.12 01:00close250.011.658741.843481.3934825.50344.75
762011.09.14 03:00buy260.011.658230.000000.00000
772011.09.14 03:00modify260.011.658231.508231.95823
782011.09.26 01:00close260.011.746081.508231.9582362.79407.54
792011.10.10 03:00sell270.011.732850.000000.00000
802011.10.10 03:00modify270.011.732851.882851.43285
812011.10.14 22:00close270.011.722681.882851.432857.60415.13
822011.10.27 03:00sell280.011.736280.000000.00000
832011.10.27 03:00modify280.011.736281.886281.43628
842011.11.08 01:00close280.011.729211.886281.436285.53420.66
852011.11.11 03:00buy290.011.751030.000000.00000
862011.11.11 03:00modify290.011.751031.601032.05103
872011.11.18 22:00close290.011.785641.601032.0510324.47445.13
882011.11.28 03:00sell300.011.769700.000000.00000
892011.11.28 03:00modify300.011.769701.919701.46970
902011.12.12 01:00close300.011.724601.919701.4697033.43478.56
912012.01.02 03:00sell310.011.661050.000000.00000
922012.01.02 03:00modify310.011.661051.811051.36105
932012.01.11 01:00close310.011.604571.811051.3610541.48520.04
942012.03.12 03:00sell320.011.599560.000000.00000
952012.03.12 03:00modify320.011.599561.749561.29956
962012.03.19 01:00close320.011.593411.749561.299564.71524.75
972012.04.02 03:00buy330.011.624870.000000.00000
982012.04.02 03:00modify330.011.624871.474871.92487
992012.04.18 01:00close330.011.596141.474871.92487-22.52502.23
1002012.05.22 03:00sell340.011.669190.000000.00000
1012012.05.22 03:00modify340.011.669191.819191.36919
1022012.05.29 01:00close340.011.645831.819191.3691917.25519.48
1032012.06.01 03:00sell350.011.643680.000000.00000
1042012.06.01 03:00modify350.011.643681.793681.34368
1052012.06.12 01:00close350.011.623021.793681.3436815.39534.87
1062012.06.29 03:00buy360.011.582030.000000.00000
1072012.06.29 03:00modify360.011.582031.432031.88203
1082012.07.04 01:00close360.011.566401.432031.88203-11.77523.10
1092012.08.15 03:00buy370.011.532030.000000.00000
1102012.08.15 03:00modify370.011.532031.382031.83203
1112012.08.30 01:00close370.011.562791.382031.8320320.74543.85
1122012.09.06 03:00sell380.011.584370.000000.00000
1132012.09.06 03:00modify380.011.584371.734371.28437
1142012.09.12 01:00close380.011.571111.734371.284379.76553.61
1152012.09.14 03:00buy390.011.560810.000000.00000
1162012.09.14 03:00modify390.011.560811.410811.86081
1172012.09.26 01:00close390.011.571441.410811.860816.71560.32
1182012.10.10 03:00sell400.011.576650.000000.00000
1192012.10.10 03:00modify400.011.576651.726651.27665
1202012.10.16 01:00close400.011.587801.726651.27665-7.93552.38
1212012.10.16 03:00buy410.011.590150.000000.00000
1222012.10.16 03:00modify410.011.590151.440151.89015
1232012.10.24 01:00close410.011.598481.440151.890155.23557.61
1242012.11.12 03:00buy420.011.558840.000000.00000
1252012.11.12 03:00modify420.011.558841.408841.85884
1262012.11.20 01:00close420.011.559071.408841.85884-0.67556.94
1272012.11.28 03:00sell430.011.574710.000000.00000
1282012.11.28 03:00modify430.011.574711.724711.27471
1292012.12.12 01:00close430.011.549331.724711.2747119.07576.01
1302013.01.02 03:00sell440.011.585610.000000.00000
1312013.01.02 03:00modify440.011.585611.735611.28561
1322013.01.11 01:00close440.011.572031.735611.2856110.31586.32
1332013.01.14 03:00buy450.011.594110.000000.00000
1342013.01.14 03:00modify450.011.594111.444111.89411
1352013.01.25 22:00close450.011.605291.444111.894116.83593.16
1362013.03.04 03:00sell460.011.582300.000000.00000
1372013.03.04 03:00modify460.011.582301.732301.28230
1382013.03.06 01:00close460.011.567371.732301.2823010.88604.03
1392013.03.11 03:00sell470.011.581030.000000.00000
1402013.03.11 03:00modify470.011.581031.731031.28103
1412013.03.19 01:00close470.011.566941.731031.2810310.54614.57
1422013.04.01 03:00buy480.011.528430.000000.00000
1432013.04.01 03:00modify480.011.528431.378431.82843
1442013.04.18 01:00close480.011.543341.378431.828439.01623.58
1452013.05.22 03:00sell490.011.583690.000000.00000
1462013.05.22 03:00modify490.011.583691.733691.28369
1472013.05.29 01:00close490.011.591031.733691.28369-5.12618.47
1482013.07.15 03:00sell500.011.676360.000000.00000
1492013.07.15 03:00modify500.011.676361.826361.37636
1502013.07.24 01:00close500.011.652361.826361.3763617.82636.28
1512013.08.15 03:00buy510.011.644570.000000.00000
1522013.08.15 03:00modify510.011.644571.494571.94457
1532013.08.30 01:00close510.011.705531.494571.9445742.93679.21
1542013.09.06 03:00sell520.011.660110.000000.00000
1552013.09.06 03:00modify520.011.660111.810111.36011
1562013.09.12 01:00close520.011.637231.810111.3601116.87696.08
1572013.10.10 03:00sell530.011.629350.000000.00000
1582013.10.10 03:00modify530.011.629351.779351.32935
1592013.10.16 01:00close530.011.613561.779351.3293511.60707.68
1602013.10.16 03:00buy540.011.609230.000000.00000
1612013.10.16 03:00modify540.011.609231.459231.90923
1622013.10.24 01:00close540.011.636211.459231.9092318.63726.31
1632013.10.28 03:00sell550.011.663270.000000.00000
1642013.10.28 03:00modify550.011.663271.813271.36327
1652013.11.08 01:00close550.011.612011.813271.3632737.87764.18
1662013.11.11 03:00buy560.011.614110.000000.00000
1672013.11.11 03:00modify560.011.614111.464111.91411
1682013.11.20 01:00close560.011.619431.464111.914112.95767.13
1692013.11.28 03:00sell570.011.662070.000000.00000
1702013.11.28 03:00modify570.011.662071.812071.36207
1712013.12.12 01:00close570.011.666111.812071.36207-2.38764.75
1722014.01.02 03:00sell580.011.674250.000000.00000
1732014.01.02 03:00modify580.011.674251.824251.37425
1742014.01.10 22:00close580.011.646521.824251.3742520.49785.24
1752014.01.14 03:00buy590.011.633500.000000.00000
1762014.01.14 03:00modify590.011.633501.483501.93350
1772014.01.27 01:00close590.011.662411.483501.9335019.76805.00
1782014.03.03 03:00sell600.011.649650.000000.00000
1792014.03.03 03:00modify600.011.649651.799651.34965
1802014.03.06 01:00close600.011.632261.799651.3496512.81817.81
1812014.03.11 03:00sell610.011.636470.000000.00000
1822014.03.11 03:00modify610.011.636471.786471.33647
1832014.03.19 01:00close610.011.615211.786471.3364715.78833.59
1842014.04.01 03:00buy620.011.586660.000000.00000
1852014.04.01 03:00modify620.011.586661.436661.88666
1862014.04.18 01:00close620.011.610951.436661.8866615.84849.43
1872014.05.22 03:00sell630.011.596490.000000.00000
1882014.05.22 03:00modify630.011.596491.746491.29649
1892014.05.29 01:00close630.011.600811.746491.29649-2.92846.51
1902014.06.02 03:00sell640.011.606060.000000.00000
1912014.06.02 03:00modify640.011.606061.756061.30606
1922014.06.12 01:00close640.011.572111.756061.3060625.22871.73
1932014.06.30 03:00buy650.011.554270.000000.00000
1942014.06.30 03:00modify650.011.554271.404271.85427
1952014.07.04 01:00close650.011.555101.404271.85427-0.06871.68
1962014.07.14 03:00sell660.011.542150.000000.00000
1972014.07.14 03:00modify660.011.542151.692151.24215
1982014.07.24 01:00close660.011.564371.692151.24215-15.73855.95
1992014.08.15 03:00buy670.011.577470.000000.00000
2002014.08.15 03:00modify670.011.577471.427471.87747
2012014.08.29 22:00close670.011.570671.427471.87747-6.35849.60
2022014.09.15 03:00buy680.011.592240.000000.00000
2032014.09.15 03:00modify680.011.592241.442241.89224
2042014.09.26 01:00close680.011.606071.442241.892248.77858.38
2052014.10.10 03:00sell690.011.615560.000000.00000
2062014.10.10 03:00modify690.011.615561.765561.31556
2072014.10.16 01:00close690.011.608711.765561.315565.18863.55
2082014.10.16 03:00buy700.011.608730.000000.00000
2092014.10.16 03:00modify700.011.608731.458731.90873
2102014.10.24 01:00close700.011.615701.458731.908734.24867.79
2112014.10.27 03:00sell710.011.612520.000000.00000
2122014.10.27 03:00modify710.011.612521.762521.31252
2132014.11.07 22:00close710.011.607751.762521.312523.99871.78
2142014.11.11 03:00buy720.011.601670.000000.00000
2152014.11.11 03:00modify720.011.601671.451671.90167
2162014.11.20 01:00close720.011.599531.451671.90167-2.68869.10
2172014.11.28 03:00sell730.011.585910.000000.00000
2182014.11.28 03:00modify730.011.585911.735911.28591
2192014.12.12 01:00close730.011.587751.735911.28591-0.77868.33
2202015.01.02 09:00sell740.011.553060.000000.00000
2212015.01.02 09:00modify740.011.553061.703061.25306
2222015.01.09 22:00close740.011.511341.703061.2530630.64898.97
2232015.01.14 03:00buy750.011.520880.000000.00000
2242015.01.14 03:00modify750.011.520881.370881.82088
2252015.01.27 01:00close750.011.511571.370881.82088-8.10890.87
2262015.03.03 03:00sell760.011.488160.000000.00000
2272015.03.03 03:00modify760.011.488161.638161.18816
2282015.03.06 01:00close760.011.473341.638161.1881610.94901.81
2292015.03.11 03:00sell770.011.470550.000000.00000
2302015.03.11 03:00modify770.011.470551.620551.17055
2312015.03.19 01:00close770.011.447631.620551.1705517.09918.90
2322015.04.01 03:00buy780.011.442120.000000.00000
2332015.04.01 03:00modify780.011.442121.292121.74212
2342015.04.17 22:00close780.011.402801.292121.74212-30.44888.46
2352015.05.22 03:00sell790.011.510590.000000.00000
2362015.05.22 03:00modify790.011.510591.660591.21059
2372015.05.29 01:00close790.011.528421.660591.21059-12.77875.69
2382015.06.01 03:00sell800.011.544700.000000.00000
2392015.06.01 03:00modify800.011.544701.694701.24470
2402015.06.12 01:00close800.011.601601.694701.24470-40.96834.73
2412015.06.29 03:00buy810.011.608780.000000.00000
2422015.06.29 03:00modify810.011.608781.458781.90878
2432015.07.03 22:00close810.011.658931.458781.9087835.90870.64
2442015.07.14 03:00sell820.011.643620.000000.00000
2452015.07.14 03:00modify820.011.643621.793621.34362
2462015.07.24 01:00close820.011.663311.793621.34362-13.89856.75
2472015.09.07 03:00sell830.011.772700.000000.00000
2482015.09.07 03:00modify830.011.772701.922701.47270
2492015.09.11 22:00close830.011.792101.922701.47270-13.96842.79
2502015.09.14 03:00buy840.011.793900.000000.00000
2512015.09.14 03:00modify840.011.793901.643902.09390
2522015.09.25 22:00close840.011.754861.643902.09390-29.78813.01
2532015.10.15 03:00buy850.011.684720.000000.00000
2542015.10.15 03:00modify850.011.684721.534721.98472
2552015.10.23 22:00close850.011.630041.534721.98472-40.70772.31
2562015.10.27 03:00sell860.011.629440.000000.00000
2572015.10.27 03:00modify860.011.629441.779441.32944
2582015.11.06 22:00close860.011.647841.779441.32944-12.95759.36
2592015.11.11 03:00buy870.011.639700.000000.00000
2602015.11.11 03:00modify870.011.639701.489701.93970
2612015.11.20 01:00close870.011.634831.489701.93970-4.67754.69