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

СимволGBPAUD (Great Britain Pound 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=1; HourCloseSell=1; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=2; sDayOpen1=14; sMonthClose1=3; sDayClose1=13; sMonthOpen2=4; sDayOpen2=1; sMonthClose2=4; sDayClose2=11; sMonthOpen3=4; sDayOpen3=29; sMonthClose3=5; sDayClose3=8; sMonthOpen4=8; sDayOpen4=27; sMonthClose4=9; sDayClose4=5; sMonthOpen5=10; sDayOpen5=10; sMonthClose5=10; sDayClose5=24; 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=19; bMonthClose1=2; bDayClose1=1; bMonthOpen2=3; bDayOpen2=26; bMonthClose2=3; bDayClose2=31; bMonthOpen3=6; bDayOpen3=11; bMonthClose3=6; bDayClose3=13; bMonthOpen4=7; bDayOpen4=22; bMonthClose4=8; bDayClose4=6; bMonthOpen5=8; bDayOpen5=16; bMonthClose5=8; bDayClose5=26; bMonthOpen6=9; bDayOpen6=9; bMonthClose6=9; bDayClose6=15; bMonthOpen7=11; bDayOpen7=5; bMonthClose7=11; bDayClose7=13; bMonthOpen8=11; bDayOpen8=17; bMonthClose8=12; bDayClose8=5; 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 истории149479Смоделировано тиков110490705Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (23)
Чистая прибыль547.74Общая прибыль945.64Общий убыток-397.90
Прибыльность2.38Матожидание выигрыша8.43
Абсолютная просадка0.53Максимальная просадка170.44 (21.29%)Относительная просадка31.41% (74.15)
Всего сделок65Короткие позиции (% выигравших)26 (65.38%)Длинные позиции (% выигравших)39 (69.23%)
Прибыльные сделки (% от всех)44 (67.69%)Убыточные сделки (% от всех)21 (32.31%)
Самая большаяприбыльная сделка81.86убыточная сделка-65.81
Средняяприбыльная сделка21.49убыточная сделка-18.95
Максимальное количествонепрерывных выигрышей (прибыль)8 (122.12)непрерывных проигрышей (убыток)4 (-119.74)
Макс.непрерывная прибыль (число выигрышей)194.70 (4)непрерывный убыток (число проигрышей)-119.74 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.19 01:00buy10.011.763250.000000.00000
22010.01.19 01:00modify10.011.763251.613252.06325
32010.02.01 01:00close10.011.801921.613252.0632528.62128.62
42010.02.15 01:00sell20.011.763740.000000.00000
52010.02.15 01:00modify20.011.763741.913741.46374
62010.03.01 12:00modify20.011.763741.743741.46374
72010.03.12 22:00close20.011.658071.743741.4637481.86210.48
82010.03.26 01:00buy30.011.633810.000000.00000
92010.03.26 01:00modify30.011.633811.483811.93381
102010.03.31 01:00close30.011.640891.483811.933815.20215.68
112010.04.01 01:00sell40.011.658050.000000.00000
122010.04.01 01:00modify40.011.658051.808051.35805
132010.04.09 22:00close40.011.647941.808051.358058.09223.77
142010.04.29 01:00sell50.011.643970.000000.00000
152010.04.29 01:00modify50.011.643971.793971.34397
162010.05.07 22:00close50.011.671801.793971.34397-20.85202.92
172010.06.11 01:00buy60.011.734400.000000.00000
182010.06.11 01:00modify60.011.734401.584402.03440
192010.06.11 22:00close60.011.707631.584402.03440-20.41182.51
202010.07.22 01:00buy70.011.732110.000000.00000
212010.07.22 01:00modify70.011.732111.582112.03211
222010.08.06 01:00close70.011.735651.582112.032111.71184.22
232010.08.16 01:00buy80.011.744450.000000.00000
242010.08.16 01:00modify80.011.744451.594452.04445
252010.08.26 01:00close80.011.748261.594452.044452.12186.34
262010.08.27 01:00sell90.011.753600.000000.00000
272010.08.27 01:00modify90.011.753601.903601.45360
282010.09.03 22:00close90.011.686321.903601.4536051.64237.98
292010.09.09 01:00buy100.011.684780.000000.00000
302010.09.09 01:00modify100.011.684781.534781.98478
312010.09.15 01:00close100.011.653021.534781.98478-24.48213.50
322010.10.11 01:00sell110.011.611010.000000.00000
332010.10.11 01:00modify110.011.611011.761011.31101
342010.10.22 22:00close110.011.597531.761011.3110110.90224.39
352010.11.05 01:00buy120.011.602450.000000.00000
362010.11.05 01:00modify120.011.602451.452451.90245
372010.11.12 22:00close120.011.634731.452451.9024524.16248.55
382010.11.17 01:00buy130.011.627010.000000.00000
392010.11.17 01:00modify130.011.627011.477011.92701
402010.12.03 22:00close130.011.588871.477011.92701-30.28218.27
412011.01.19 01:00buy140.011.599610.000000.00000
422011.01.19 01:00modify140.011.599611.449611.89961
432011.02.01 01:00close140.011.606481.449611.899614.38222.65
442011.02.14 01:00sell150.011.597200.000000.00000
452011.02.14 01:00modify150.011.597201.747201.29720
462011.03.11 22:00close150.011.584341.747201.2972011.08233.73
472011.04.01 01:00sell160.011.551230.000000.00000
482011.04.01 01:00modify160.011.551231.701231.25123
492011.04.11 01:00close160.011.549471.701231.251231.72235.45
502011.04.29 01:00sell170.011.521750.000000.00000
512011.04.29 01:00modify170.011.521751.671751.22175
522011.05.06 22:00close170.011.533311.671751.22175-8.48226.98
532011.07.22 01:00buy180.011.505450.000000.00000
542011.07.22 01:00modify180.011.505451.355451.80545
552011.08.05 22:00close180.011.562251.355451.8054542.38269.36
562011.08.16 01:00buy190.011.558600.000000.00000
572011.08.16 01:00modify190.011.558601.408601.85860
582011.08.26 01:00close190.011.561441.408601.858601.37270.73
592011.09.09 01:00buy200.011.507980.000000.00000
602011.09.09 01:00modify200.011.507981.357981.80798
612011.09.15 01:00close200.011.536331.357981.8079821.22291.95
622011.10.10 01:00sell210.011.593050.000000.00000
632011.10.10 01:00modify210.011.593051.743051.29305
642011.10.24 01:00close210.011.543161.743051.2930538.70330.65
652011.11.17 01:00buy220.011.561000.000000.00000
662011.11.17 01:00modify220.011.561001.411001.86100
672011.12.05 01:00close220.011.523311.411001.86100-29.79300.86
682012.01.19 01:00buy230.011.480960.000000.00000
692012.01.19 01:00modify230.011.480961.330961.78096
702012.02.01 01:00close230.011.483111.330961.780960.91301.77
712012.02.14 01:00sell240.011.468580.000000.00000
722012.02.14 01:00modify240.011.468581.618581.16858
732012.03.13 01:00close240.011.486561.618581.16858-12.38289.39
742012.03.26 01:00buy250.011.516280.000000.00000
752012.03.26 01:00modify250.011.516281.366281.81628
762012.03.30 22:00close250.011.543391.366281.8162820.26309.65
772012.04.02 01:00sell260.011.531820.000000.00000
782012.04.02 01:00modify260.011.531821.681821.23182
792012.04.11 01:00close260.011.546411.681821.23182-10.69298.96
802012.06.11 01:00buy270.011.553660.000000.00000
812012.06.11 01:00modify270.011.553661.403661.85366
822012.06.13 01:00close270.011.563641.403661.853667.47306.43
832012.08.16 01:00buy280.011.492840.000000.00000
842012.08.16 01:00modify280.011.492841.342841.79284
852012.08.24 22:00close280.011.518391.342841.7928418.94325.37
862012.08.27 01:00sell290.011.516940.000000.00000
872012.08.27 01:00modify290.011.516941.666941.21694
882012.09.05 01:00close290.011.552201.666941.21694-26.44298.93
892012.09.10 01:00buy300.011.544290.000000.00000
902012.09.10 01:00modify300.011.544291.394291.84429
912012.09.14 22:00close300.011.535461.394291.84429-7.13291.80
922012.10.10 01:00sell310.011.567080.000000.00000
932012.10.10 01:00modify310.011.567081.717081.26708
942012.10.24 01:00close310.011.553481.717081.2670811.02302.83
952012.11.05 01:00buy320.011.548750.000000.00000
962012.11.05 01:00modify320.011.548751.398751.84875
972012.11.13 01:00close320.011.522231.398751.84875-20.74282.09
982013.02.14 01:00sell330.011.499700.000000.00000
992013.02.14 01:00modify330.011.499701.649701.19970
1002013.03.13 01:00close330.011.444051.649701.1997043.59325.68
1012013.03.26 01:00buy340.011.450050.000000.00000
1022013.03.26 01:00modify340.011.450051.300051.75005
1032013.03.29 22:00close340.011.459011.300051.750056.50332.17
1042013.04.01 01:00sell350.011.459430.000000.00000
1052013.04.01 01:00modify350.011.459431.609431.15943
1062013.04.11 01:00close350.011.453751.609431.159434.90337.07
1072013.04.29 01:00sell360.011.504580.000000.00000
1082013.04.29 01:00modify360.011.504581.654581.20458
1092013.05.08 01:00close360.011.519991.654581.20458-11.31325.76
1102013.06.11 01:00buy370.011.645750.000000.00000
1112013.06.11 01:00modify370.011.645751.495751.94575
1122013.06.13 01:00close370.011.654201.495751.945756.17331.93
1132013.07.22 01:00buy380.011.662880.000000.00000
1142013.07.22 01:00modify380.011.662881.512881.96288
1152013.08.06 01:00close380.011.718631.512881.9628841.49373.42
1162013.08.16 01:00buy390.011.711440.000000.00000
1172013.08.16 01:00modify390.011.711441.561442.01144
1182013.08.26 01:00close390.011.725121.561442.011449.89383.31
1192013.08.27 01:00sell400.011.725070.000000.00000
1202013.08.27 01:00modify400.011.725071.875071.42507
1212013.09.05 01:00close400.011.704911.875071.4250715.89399.20
1222013.09.09 01:00buy410.011.698160.000000.00000
1232013.09.09 01:00modify410.011.698161.548161.99816
1242013.09.13 22:00close410.011.716061.548161.9981613.24412.44
1252013.10.10 01:00sell420.011.687970.000000.00000
1262013.10.10 01:00modify420.011.687971.837971.38797
1272013.10.24 01:00close420.011.681051.837971.387975.93418.38
1282013.11.05 01:00buy430.011.678960.000000.00000
1292013.11.05 01:00modify430.011.678961.528961.97896
1302013.11.13 01:00close430.011.709061.528961.9789622.41440.79
1312014.02.14 01:00sell440.011.855940.000000.00000
1322014.02.14 01:00modify440.011.855942.005941.55594
1332014.03.13 01:00close440.011.848322.005941.555947.09447.88
1342014.03.26 01:00buy450.011.804660.000000.00000
1352014.03.26 01:00modify450.011.804661.654662.10466
1362014.03.31 01:00close450.011.798921.654662.10466-4.70443.18
1372014.04.01 01:00sell460.011.797920.000000.00000
1382014.04.01 01:00modify460.011.797921.947921.49792
1392014.04.11 01:00close460.011.783181.947921.4979211.80454.98
1402014.04.29 01:00sell470.011.814550.000000.00000
1412014.04.29 01:00modify470.011.814551.964551.51455
1422014.05.08 01:00close470.011.817361.964551.51455-1.62453.36
1432014.06.11 01:00buy480.011.787790.000000.00000
1442014.06.11 01:00modify480.011.787791.637792.08779
1452014.06.13 01:00close480.011.795571.637792.087795.67459.03
1462014.07.22 01:00buy490.011.821400.000000.00000
1472014.07.22 01:00modify490.011.821401.671402.12140
1482014.08.06 01:00close490.011.813941.671402.12140-6.67452.36
1492014.08.27 01:00sell500.011.776270.000000.00000
1502014.08.27 01:00modify500.011.776271.926271.47627
1512014.09.05 01:00close500.011.746161.926271.4762723.47475.83
1522014.09.09 01:00buy510.011.734050.000000.00000
1532014.09.09 01:00modify510.011.734051.584052.03405
1542014.09.15 01:00close510.011.804361.584052.0340553.17529.00
1552014.10.10 01:00sell520.011.837140.000000.00000
1562014.10.10 01:00modify520.011.837141.987141.53714
1572014.10.24 01:00close520.011.829641.987141.537146.38535.38
1582014.11.05 01:00buy530.011.827950.000000.00000
1592014.11.05 01:00modify530.011.827951.677952.12795
1602014.11.13 01:00close530.011.809651.677952.12795-14.61520.77
1612014.11.17 01:00buy540.011.788800.000000.00000
1622014.11.17 01:00modify540.011.788801.638802.08880
1632014.12.05 01:00close540.011.869561.638802.0888060.21580.97
1642015.01.19 01:00buy550.011.840140.000000.00000
1652015.01.19 01:00modify550.011.840141.690142.14014
1662015.01.29 11:00modify550.011.840141.860142.14014
1672015.02.02 01:00close550.011.942301.860142.1401476.91657.89
1682015.03.26 01:00buy560.011.899370.000000.00000
1692015.03.26 01:00modify560.011.899371.749372.19937
1702015.03.31 01:00close560.011.933711.749372.1993725.97683.86
1712015.04.01 01:00sell570.011.947000.000000.00000
1722015.04.01 01:00modify570.011.947002.097001.64700
1732015.04.10 22:00close570.011.906212.097001.6470031.60715.46
1742015.04.29 01:00sell580.011.911170.000000.00000
1752015.04.29 01:00modify580.011.911172.061171.61117
1762015.05.08 01:00close580.011.948042.061171.61117-27.58687.88
1772015.06.11 01:00buy590.012.003670.000000.00000
1782015.06.11 01:00modify590.012.003671.853672.30367
1792015.06.12 22:00close590.012.010001.853672.303674.75692.64
1802015.07.22 01:00buy600.012.095580.000000.00000
1812015.07.22 01:00modify600.012.095581.945582.39558
1822015.08.06 01:00close600.012.121671.945582.3955818.76711.39
1832015.08.17 01:00buy610.012.121310.000000.00000
1842015.08.17 01:00modify610.012.121311.971312.42131
1852015.08.26 01:00close610.012.195691.971312.4213156.08767.48
1862015.08.27 01:00sell620.012.169510.000000.00000
1872015.08.27 01:00modify620.012.169512.319511.86951
1882015.09.04 22:00close620.012.192222.319511.86951-16.93750.55
1892015.09.09 01:00buy630.012.191740.000000.00000
1902015.09.09 01:00modify630.012.191742.041742.49174
1912015.09.15 01:00close630.012.162232.041742.49174-22.89727.66
1922015.11.05 01:00buy640.012.154810.000000.00000
1932015.11.05 01:00modify640.012.154812.004812.45481
1942015.11.13 01:00close640.012.136982.004812.45481-14.12713.54
1952015.11.17 01:00buy650.012.141900.000000.00000
1962015.11.17 01:00modify650.012.141901.991902.44190
1972015.12.04 22:00close650.012.057201.991902.44190-65.81647.74