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

СимволGBPJPY (Great Britain Pound 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=1600; TPProc=120; Settings04="====Настройки ММ===="; FixLot=0.01; Risk=3; MoneyForMinLot=200; Settings05="====БУ===="; UseBE=false; 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=8; sMonthClose1=1; sDayClose1=15; sMonthOpen2=2; sDayOpen2=19; sMonthClose2=3; sDayClose2=2; sMonthOpen3=3; sDayOpen3=9; sMonthClose3=3; sDayClose3=17; sMonthOpen4=7; sDayOpen4=1; sMonthClose4=7; sDayClose4=11; sMonthOpen5=8; sDayOpen5=5; sMonthClose5=9; sDayClose5=5; sMonthOpen6=9; sDayOpen6=19; sMonthClose6=10; sDayClose6=11; 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=22; bMonthClose1=1; bDayClose1=28; bMonthOpen2=2; bDayOpen2=8; bMonthClose2=2; bDayClose2=11; bMonthOpen3=3; bDayOpen3=17; bMonthClose3=4; bDayClose3=1; bMonthOpen4=4; bDayOpen4=15; bMonthClose4=4; bDayClose4=28; bMonthOpen5=6; bDayOpen5=1; bMonthClose5=6; bDayClose5=23; bMonthOpen6=7; bDayOpen6=13; bMonthClose6=8; bDayClose6=4; bMonthOpen7=10; bDayOpen7=27; bMonthClose7=11; bDayClose7=4; 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 истории149075Смоделировано тиков113186888Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (15)
Чистая прибыль911.90Общая прибыль1226.08Общий убыток-314.18
Прибыльность3.90Матожидание выигрыша13.41
Абсолютная просадка27.47Максимальная просадка94.43 (15.67%)Относительная просадка39.21% (46.78)
Всего сделок68Короткие позиции (% выигравших)32 (68.75%)Длинные позиции (% выигравших)36 (72.22%)
Прибыльные сделки (% от всех)48 (70.59%)Убыточные сделки (% от всех)20 (29.41%)
Самая большаяприбыльная сделка112.75убыточная сделка-44.86
Средняяприбыльная сделка25.54убыточная сделка-15.71
Максимальное количествонепрерывных выигрышей (прибыль)8 (96.14)непрерывных проигрышей (убыток)2 (-53.07)
Макс.непрерывная прибыль (число выигрышей)265.77 (7)непрерывный убыток (число проигрышей)-53.07 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.08 01:00sell10.01148.8730.0000.000
22010.01.08 01:00modify10.01148.873164.873129.673
32010.01.15 01:00close10.01149.076164.873129.673-2.0697.94
42010.01.22 01:00buy20.01146.4910.0000.000
52010.01.22 01:00modify20.01146.491130.491165.691
62010.01.28 01:00close20.01145.490130.491165.691-8.9988.94
72010.02.08 01:00buy30.01139.2480.0000.000
82010.02.08 01:00modify30.01139.248123.248158.448
92010.02.11 01:00close30.01140.337123.248158.4489.4298.36
102010.02.19 01:00sell40.01141.8580.0000.000
112010.02.19 01:00modify40.01141.858157.858122.658
122010.03.02 01:00close40.01133.498157.858122.65873.25171.61
132010.03.09 01:00sell50.01135.8070.0000.000
142010.03.09 01:00modify50.01135.807151.807116.607
152010.03.17 01:00close50.01137.570151.807116.607-15.83155.79
162010.03.17 02:00buy60.01137.6860.0000.000
172010.03.17 02:00modify60.01137.686121.686156.886
182010.04.01 01:00close60.01142.077121.686156.88638.31194.10
192010.04.15 01:00buy70.01144.3650.0000.000
202010.04.15 01:00modify70.01144.365128.365163.565
212010.04.28 01:00close70.01142.017128.365163.565-20.93173.17
222010.06.01 01:00buy80.01132.4220.0000.000
232010.06.01 01:00modify80.01132.422116.422151.622
242010.06.23 01:00close80.01134.156116.422151.62214.86188.03
252010.07.01 01:00sell90.01132.1210.0000.000
262010.07.01 01:00modify90.01132.121148.121112.921
272010.07.09 22:00close90.01133.512148.121112.921-12.56175.47
282010.07.13 01:00buy100.01133.1440.0000.000
292010.07.13 01:00modify100.01133.144117.144152.344
302010.08.04 01:00close100.01136.747117.144152.34431.31206.78
312010.08.05 01:00sell110.01137.0920.0000.000
322010.08.05 01:00modify110.01137.092153.092117.892
332010.09.03 22:00close110.01130.514153.092117.89257.05263.83
342010.09.20 01:00sell120.01134.0300.0000.000
352010.09.20 01:00modify120.01134.030150.030114.830
362010.10.11 01:00close120.01130.455150.030114.83030.83294.66
372010.10.27 01:00buy130.01128.9040.0000.000
382010.10.27 01:00modify130.01128.904112.904148.104
392010.11.04 01:00close130.01130.541112.904148.10414.17308.83
402011.02.08 01:00buy140.01132.7080.0000.000
412011.02.08 01:00modify140.01132.708116.708151.908
422011.02.11 01:00close140.01134.123116.708151.90812.28321.11
432011.03.09 01:00sell150.01133.8000.0000.000
442011.03.09 01:00modify150.01133.800149.800114.600
452011.03.17 01:00close150.01126.523149.800114.60063.69384.80
462011.03.17 02:00buy160.01127.1830.0000.000
472011.03.17 02:00modify160.01127.183111.183146.383
482011.04.01 01:00close160.01133.631111.183146.38356.44441.24
492011.04.15 01:00buy170.01136.6710.0000.000
502011.04.15 01:00modify170.01136.671120.671155.871
512011.04.28 01:00close170.01136.669120.671155.871-0.29440.95
522011.06.01 01:00buy180.01134.0870.0000.000
532011.06.01 01:00modify180.01134.087118.087153.287
542011.06.23 01:00close180.01129.039118.087153.287-44.86396.09
552011.07.01 01:00sell190.01129.3250.0000.000
562011.07.01 01:00modify190.01129.325145.325110.125
572011.07.11 01:00close190.01129.239145.325110.1250.44396.53
582011.07.13 01:00buy200.01126.2250.0000.000
592011.07.13 01:00modify200.01126.225110.225145.425
602011.08.04 01:00close200.01126.693110.225145.4253.68400.22
612011.08.05 01:00sell210.01128.6360.0000.000
622011.08.05 01:00modify210.01128.636144.636109.436
632011.09.05 01:00close210.01124.193144.636109.43638.24438.46
642011.09.19 01:00sell220.01120.9110.0000.000
652011.09.19 01:00modify220.01120.911136.911101.711
662011.10.11 01:00close220.01120.000136.911101.7117.35445.81
672011.10.27 01:00buy230.01121.5700.0000.000
682011.10.27 01:00modify230.01121.570105.570140.770
692011.11.04 01:00close230.01125.129105.570140.77031.11476.92
702012.01.09 01:00sell240.01118.5700.0000.000
712012.01.09 01:00modify240.01118.570134.57099.370
722012.01.13 22:00close240.01117.880134.57099.3705.82482.73
732012.01.23 01:00buy250.01119.6200.0000.000
742012.01.23 01:00modify250.01119.620103.620138.820
752012.01.27 22:00close250.01120.599103.620138.8208.43491.16
762012.02.08 01:00buy260.01121.9760.0000.000
772012.02.08 01:00modify260.01121.976105.976141.176
782012.02.10 22:00close260.01122.116105.976141.1761.07492.23
792012.02.20 01:00sell270.01126.5490.0000.000
802012.02.20 01:00modify270.01126.549142.549107.349
812012.03.02 01:00close270.01129.385142.549107.349-25.39466.84
822012.03.09 01:00sell280.01129.0570.0000.000
832012.03.09 01:00modify280.01129.057145.057109.857
842012.03.16 22:00close280.01132.171145.057109.857-27.68439.16
852012.04.16 01:00buy290.01128.1820.0000.000
862012.04.16 01:00modify290.01128.182112.182147.382
872012.04.27 22:00close290.01130.615112.182147.38221.12460.28
882012.06.01 01:00buy300.01120.6980.0000.000
892012.06.01 01:00modify300.01120.698104.698139.898
902012.06.22 22:00close300.01125.275104.698139.89839.87500.15
912012.07.02 01:00sell310.01125.2370.0000.000
922012.07.02 01:00modify310.01125.237141.237106.037
932012.07.11 01:00close310.01123.170141.237106.03717.86518.01
942012.07.13 01:00buy320.01122.3220.0000.000
952012.07.13 01:00modify320.01122.322106.322141.522
962012.08.03 22:00close320.01122.880106.322141.5224.51522.53
972012.08.06 01:00sell330.01122.8620.0000.000
982012.08.06 01:00modify330.01122.862138.862103.662
992012.09.05 01:00close330.01124.501138.862103.662-15.29507.23
1002012.09.19 01:00sell340.01127.9550.0000.000
1012012.09.19 01:00modify340.01127.955143.955108.755
1022012.10.11 01:00close340.01125.024143.955108.75525.07532.30
1032013.01.08 01:00sell350.01140.6500.0000.000
1042013.01.08 01:00modify350.01140.650156.650121.450
1052013.01.15 01:00close350.01143.788156.650121.450-27.89504.41
1062013.01.22 01:00buy360.01141.9070.0000.000
1072013.01.22 01:00modify360.01141.907125.907161.107
1082013.01.28 01:00close360.01143.797125.907161.10716.45520.86
1092013.02.08 01:00buy370.01146.9850.0000.000
1102013.02.08 01:00modify370.01146.985130.985166.185
1112013.02.11 01:00close370.01146.185130.985166.185-7.14513.71
1122013.02.19 01:00sell380.01144.8510.0000.000
1132013.02.19 01:00modify380.01144.851160.851125.651
1142013.03.01 22:00close380.01140.522160.851125.65137.67551.38
1152013.03.18 01:00buy390.01143.3240.0000.000
1162013.03.18 01:00modify390.01143.324127.324162.524
1172013.04.01 01:00close390.01143.348127.324162.524-0.09551.29
1182013.04.15 01:00buy400.01151.0180.0000.000
1192013.04.15 01:00modify400.01151.018135.018170.218
1202013.04.26 22:00close400.01151.892135.018170.2187.41558.70
1212013.07.01 01:00sell410.01151.1140.0000.000
1222013.07.01 01:00modify410.01151.114167.114131.914
1232013.07.11 01:00close410.01149.623167.114131.91412.71571.41
1242013.08.05 01:00sell420.01151.1910.0000.000
1252013.08.05 01:00modify420.01151.191167.191131.991
1262013.09.05 01:00close420.01155.894167.191131.991-42.33529.08
1272013.09.19 01:00sell430.01158.4410.0000.000
1282013.09.19 01:00modify430.01158.441174.441139.241
1292013.10.11 01:00close430.01156.675174.441139.24114.87543.95
1302013.10.28 01:00buy440.01157.8420.0000.000
1312013.10.28 01:00modify440.01157.842141.842177.042
1322013.11.04 01:00close440.01157.157141.842177.042-6.23537.72
1332014.01.08 01:00sell450.01171.7270.0000.000
1342014.01.08 01:00modify450.01171.727187.727152.527
1352014.01.15 01:00close450.01171.224187.727152.5274.15541.87
1362014.01.22 01:00buy460.01171.7110.0000.000
1372014.01.22 01:00modify460.01171.711155.711190.911
1382014.01.28 01:00close460.01170.142155.711190.911-13.98527.89
1392014.02.19 01:00sell470.01170.6770.0000.000
1402014.02.19 01:00modify470.01170.677186.677151.477
1412014.03.03 01:00close470.01169.589186.677151.4779.16537.05
1422014.03.10 01:00sell480.01172.6060.0000.000
1432014.03.10 01:00modify480.01172.606188.606153.406
1442014.03.17 01:00close480.01168.683188.606153.40634.24571.29
1452014.03.17 02:00buy490.01168.6340.0000.000
1462014.03.17 02:00modify490.01168.634152.634187.834
1472014.04.01 01:00close490.01172.020152.634187.83429.49600.78
1482014.04.15 01:00buy500.01170.4270.0000.000
1492014.04.15 01:00modify500.01170.427154.427189.627
1502014.04.28 01:00close500.01171.633154.427189.62710.33611.10
1512014.06.02 01:00buy510.01170.6210.0000.000
1522014.06.02 01:00modify510.01170.621154.621189.821
1532014.06.23 01:00close510.01173.751154.621189.82127.15638.26
1542014.07.01 01:00sell520.01173.2600.0000.000
1552014.07.01 01:00modify520.01173.260189.260154.060
1562014.07.11 01:00close520.01173.462189.260154.060-2.19636.07
1572014.07.14 01:00buy530.01173.5460.0000.000
1582014.07.14 01:00modify530.01173.546157.546192.746
1592014.08.04 01:00close530.01172.486157.546192.746-9.73626.34
1602014.08.05 01:00sell540.01172.9310.0000.000
1612014.08.05 01:00modify540.01172.931188.931153.731
1622014.09.05 01:00close540.01172.040188.931153.7316.89633.23
1632014.09.19 01:00sell550.01178.7650.0000.000
1642014.09.19 01:00modify550.01178.765194.765159.565
1652014.10.10 22:00close550.01173.059194.765159.56549.57682.80
1662014.10.27 01:00buy560.01173.9760.0000.000
1672014.10.27 01:00modify560.01173.976157.976193.176
1682014.11.04 01:00close560.01181.632157.976193.17667.16749.95
1692015.01.08 01:00sell570.01180.2090.0000.000
1702015.01.08 01:00modify570.01180.209196.209161.009
1712015.01.15 01:00close570.01178.610196.209161.00913.79763.74
1722015.01.22 01:00buy580.01178.5450.0000.000
1732015.01.22 01:00modify580.01178.545162.545197.745
1742015.01.28 01:00close580.01178.802162.545197.7452.11765.86
1752015.02.09 01:00buy590.01181.3680.0000.000
1762015.02.09 01:00modify590.01181.368165.368200.568
1772015.02.11 01:00close590.01182.175165.368200.5686.97772.83
1782015.02.19 01:00sell600.01183.2410.0000.000
1792015.02.19 01:00modify600.01183.241199.241164.041
1802015.03.02 01:00close600.01184.644199.241164.041-12.68760.15
1812015.03.09 01:00sell610.01181.7530.0000.000
1822015.03.09 01:00modify610.01181.753197.753162.553
1832015.03.17 01:00close610.01179.907197.753162.55315.93776.08
1842015.03.17 02:00buy620.01179.9360.0000.000
1852015.03.17 02:00modify620.01179.936163.936199.136
1862015.04.01 01:00close620.01177.921163.936199.136-18.04758.04
1872015.04.15 01:00buy630.01176.3670.0000.000
1882015.04.15 01:00modify630.01176.367160.367195.567
1892015.04.28 01:00close630.01181.365160.367195.56743.70801.73
1902015.06.01 01:00buy640.01189.7420.0000.000
1912015.06.01 01:00modify640.01189.742173.742208.942
1922015.06.23 01:00close640.01195.153173.742208.94247.21848.94
1932015.07.01 01:00sell650.01192.2960.0000.000
1942015.07.01 01:00modify650.01192.296208.296173.096
1952015.07.10 22:00close650.01190.445208.296173.09615.91864.85
1962015.07.13 01:00buy660.01190.1650.0000.000
1972015.07.13 01:00modify660.01190.165174.165209.365
1982015.08.04 01:00close660.01193.228174.165209.36526.55891.40
1992015.08.05 01:00sell670.01193.5740.0000.000
2002015.08.05 01:00modify670.01193.574209.574174.374
2012015.09.04 22:00close670.01180.658209.574174.374112.751004.15
2022015.10.27 01:00buy680.01185.7720.0000.000
2032015.10.27 01:00modify680.01185.772169.772204.972
2042015.11.04 01:00close680.01186.676169.772204.9727.751011.90