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

СимволGBPCAD (Great Britan Pound vs Canadian 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=6; HourCloseSell=1; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=2; sDayOpen1=20; sMonthClose1=3; sDayClose1=14; sMonthOpen2=4; sDayOpen2=10; sMonthClose2=6; sDayClose2=4; sMonthOpen3=6; sDayOpen3=25; sMonthClose3=7; sDayClose3=8; sMonthOpen4=9; sDayOpen4=5; sMonthClose4=9; sDayClose4=18; sMonthOpen5=9; sDayOpen5=29; sMonthClose5=10; sDayClose5=7; sMonthOpen6=10; sDayOpen6=22; sMonthClose6=11; sDayClose6=12; sMonthOpen7=12; sDayOpen7=14; sMonthClose7=12; sDayClose7=23; 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=6; HourCloseBuy=1; Settings12="====Даты открытия / закрытия===="; bMonthOpen1=1; bDayOpen1=4; bMonthClose1=1; bDayClose1=14; bMonthOpen2=6; bDayOpen2=11; bMonthClose2=6; bDayClose2=20; bMonthOpen3=7; bDayOpen3=15; bMonthClose3=7; bDayClose3=21; bMonthOpen4=7; bDayOpen4=25; bMonthClose4=8; bDayClose4=10; bMonthOpen5=10; bDayOpen5=11; bMonthClose5=10; bDayClose5=16; bMonthOpen6=11; bDayOpen6=17; bMonthClose6=12; bDayClose6=14; 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 истории149471Смоделировано тиков97367147Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (21)
Чистая прибыль324.55Общая прибыль643.98Общий убыток-319.43
Прибыльность2.02Матожидание выигрыша5.07
Абсолютная просадка57.28Максимальная просадка80.46 (23.25%)Относительная просадка58.94% (61.31)
Всего сделок64Короткие позиции (% выигравших)34 (55.88%)Длинные позиции (% выигравших)30 (66.67%)
Прибыльные сделки (% от всех)39 (60.94%)Убыточные сделки (% от всех)25 (39.06%)
Самая большаяприбыльная сделка46.57убыточная сделка-44.95
Средняяприбыльная сделка16.51убыточная сделка-12.78
Максимальное количествонепрерывных выигрышей (прибыль)6 (133.46)непрерывных проигрышей (убыток)3 (-33.96)
Макс.непрерывная прибыль (число выигрышей)133.46 (6)непрерывный убыток (число проигрышей)-47.57 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.04 06:00buy10.011.683560.000000.00000
22010.01.04 06:00modify10.011.683561.533561.98356
32010.01.14 01:00close10.011.678561.533561.98356-4.1195.89
42010.06.11 06:00buy20.011.519360.000000.00000
52010.06.11 06:00modify20.011.519361.369361.81936
62010.06.18 22:00close20.011.513361.369361.81936-4.7891.11
72010.06.25 06:00sell30.011.557950.000000.00000
82010.06.25 06:00modify30.011.557951.707951.25795
92010.07.08 01:00close30.011.590291.707951.25795-25.0766.04
102010.07.15 06:00buy40.011.579570.000000.00000
112010.07.15 06:00modify40.011.579571.429571.87957
122010.07.21 01:00close40.011.594991.429571.8795711.8377.87
132010.09.06 06:00sell50.011.605690.000000.00000
142010.09.06 06:00modify50.011.605691.755691.30569
152010.09.17 22:00close50.011.611021.755691.30569-4.2073.66
162010.09.29 06:00sell60.011.626550.000000.00000
172010.09.29 06:00modify60.011.626551.776551.32655
182010.10.07 01:00close60.011.603881.776551.3265517.4691.12
192010.10.11 06:00buy70.011.610940.000000.00000
202010.10.11 06:00modify70.011.610941.460941.91094
212010.10.15 22:00close70.011.616991.460941.910944.5595.67
222010.10.22 06:00sell80.011.612140.000000.00000
232010.10.22 06:00modify80.011.612141.762141.31214
242010.11.12 01:00close80.011.616811.762141.31214-3.7391.93
252010.11.17 06:00buy90.011.622820.000000.00000
262010.11.17 06:00modify90.011.622821.472821.92282
272010.12.14 01:00close90.011.597731.472821.92282-19.9571.98
282010.12.14 06:00sell100.011.598360.000000.00000
292010.12.14 06:00modify100.011.598361.748361.29836
302010.12.23 01:00close100.011.559931.748361.2983629.61101.59
312011.01.04 06:00buy110.011.537620.000000.00000
322011.01.04 06:00modify110.011.537621.387621.83762
332011.01.14 01:00close110.011.566901.387621.8376222.36123.95
342011.02.21 06:00sell120.011.601040.000000.00000
352011.02.21 06:00modify120.011.601041.751041.30104
362011.03.14 01:00close120.011.564871.751041.3010427.81151.75
372011.04.11 06:00sell130.011.563090.000000.00000
382011.04.11 06:00modify130.011.563091.713091.26309
392011.06.03 22:00close130.011.604031.713091.26309-31.97119.78
402011.07.15 06:00buy140.011.550280.000000.00000
412011.07.15 06:00modify140.011.550281.400281.85028
422011.07.21 01:00close140.011.530261.400281.85028-15.59104.19
432011.07.25 06:00buy150.011.551050.000000.00000
442011.07.25 06:00modify150.011.551051.401051.85105
452011.08.10 01:00close150.011.594871.401051.8510533.52137.70
462011.09.05 06:00sell160.011.596200.000000.00000
472011.09.05 06:00modify160.011.596201.746201.29620
482011.09.16 22:00close160.011.546631.746201.2962038.20175.90
492011.09.29 06:00sell170.011.611540.000000.00000
502011.09.29 06:00modify170.011.611541.761541.31154
512011.10.07 01:00close170.011.601491.761541.311547.71183.61
522011.10.11 06:00buy180.011.607370.000000.00000
532011.10.11 06:00modify180.011.607371.457371.90737
542011.10.14 22:00close180.011.599141.457371.90737-6.46177.15
552011.11.17 06:00buy190.011.609390.000000.00000
562011.11.17 06:00modify190.011.609391.459391.90939
572011.12.14 01:00close190.011.600001.459391.90939-7.77169.38
582011.12.14 06:00sell200.011.600120.000000.00000
592011.12.14 06:00modify200.011.600121.750121.30012
602011.12.23 01:00close200.011.600011.750121.300120.02169.40
612012.01.04 06:00buy210.011.583880.000000.00000
622012.01.04 06:00modify210.011.583881.433881.88388
632012.01.13 22:00close210.011.565641.433881.88388-14.31155.09
642012.02.20 06:00sell220.011.575110.000000.00000
652012.02.20 06:00modify220.011.575111.725111.27511
662012.03.14 01:00close220.011.552251.725111.2751117.50172.59
672012.04.10 06:00sell230.011.584710.000000.00000
682012.04.10 06:00modify230.011.584711.734711.28471
692012.06.04 01:00close230.011.597251.734711.28471-10.03162.56
702012.06.11 06:00buy240.011.588140.000000.00000
712012.06.11 06:00modify240.011.588141.438141.88814
722012.06.20 01:00close240.011.600151.438141.888149.08171.64
732012.06.25 06:00sell250.011.598900.000000.00000
742012.06.25 06:00modify250.011.598901.748901.29890
752012.07.06 22:00close250.011.578741.748901.2989015.49187.13
762012.07.16 06:00buy260.011.579960.000000.00000
772012.07.16 06:00modify260.011.579961.429961.87996
782012.07.20 22:00close260.011.580411.429961.879960.23187.35
792012.07.25 06:00buy270.011.583970.000000.00000
802012.07.25 06:00modify270.011.583971.433971.88397
812012.08.10 01:00close270.011.549661.433971.88397-26.87160.48
822012.09.05 06:00sell280.011.563440.000000.00000
832012.09.05 06:00modify280.011.563441.713441.26344
842012.09.18 01:00close280.011.583721.713441.26344-15.74144.73
852012.10.11 06:00buy290.011.571850.000000.00000
862012.10.11 06:00modify290.011.571851.421851.87185
872012.10.16 01:00close290.011.576321.421851.871853.39148.12
882012.10.22 06:00sell300.011.590180.000000.00000
892012.10.22 06:00modify300.011.590181.740181.29018
902012.11.12 01:00close300.011.590801.740181.29018-0.61147.51
912012.12.14 06:00sell310.011.584960.000000.00000
922012.12.14 06:00modify310.011.584961.734961.28496
932012.12.21 22:00close310.011.606441.734961.28496-16.62130.88
942013.01.04 06:00buy320.011.589310.000000.00000
952013.01.04 06:00modify320.011.589311.439311.88931
962013.01.14 01:00close320.011.587571.439311.88931-1.51129.38
972013.02.20 06:00sell330.011.561470.000000.00000
982013.02.20 06:00modify330.011.561471.711471.26147
992013.03.14 01:00close330.011.534161.711471.2614720.93150.30
1002013.04.10 06:00sell340.011.557200.000000.00000
1012013.04.10 06:00modify340.011.557201.707201.25720
1022013.06.04 01:00close340.011.574711.707201.25720-13.87136.43
1032013.06.11 06:00buy350.011.587860.000000.00000
1042013.06.11 06:00modify350.011.587861.437861.88786
1052013.06.20 01:00close350.011.590491.437861.887861.80138.23
1062013.06.25 06:00sell360.011.622700.000000.00000
1072013.06.25 06:00modify360.011.622701.772701.32270
1082013.07.08 01:00close360.011.573971.772701.3227037.54175.77
1092013.07.15 06:00buy370.011.569950.000000.00000
1102013.07.15 06:00modify370.011.569951.419951.86995
1112013.07.19 22:00close370.011.581921.419951.869959.12184.88
1122013.07.25 06:00buy380.011.579580.000000.00000
1132013.07.25 06:00modify380.011.579581.429581.87958
1142013.08.09 22:00close380.011.593841.429581.8795810.70195.58
1152013.09.05 06:00sell390.011.636590.000000.00000
1162013.09.05 06:00modify390.011.636591.786591.33659
1172013.09.18 01:00close390.011.637761.786591.33659-0.97194.61
1182013.10.11 06:00buy400.011.661260.000000.00000
1192013.10.11 06:00modify400.011.661261.511261.96126
1202013.10.16 01:00close400.011.659591.511261.96126-1.35193.26
1212013.10.22 06:00sell410.011.661150.000000.00000
1222013.10.22 06:00modify410.011.661151.811151.36115
1232013.11.12 01:00close410.011.673751.811151.36115-9.85183.40
1242013.11.18 06:00buy420.011.681990.000000.00000
1252013.11.18 06:00modify420.011.681991.531991.98199
1262013.12.13 22:00close420.011.725471.531991.9819933.00216.40
1272014.02.20 06:00sell430.011.846540.000000.00000
1282014.02.20 06:00modify430.011.846541.996541.54654
1292014.03.14 01:00close430.011.840951.996541.546544.17220.57
1302014.04.10 06:00sell440.011.829620.000000.00000
1312014.04.10 06:00modify440.011.829621.979621.52962
1322014.06.04 01:00close440.011.826841.979621.529621.80222.37
1332014.06.11 06:00buy450.011.824240.000000.00000
1342014.06.11 06:00modify450.011.824241.674242.12424
1352014.06.20 01:00close450.011.843381.674242.1242414.53236.90
1362014.06.25 06:00sell460.011.824330.000000.00000
1372014.06.25 06:00modify460.011.824331.974331.52433
1382014.07.08 01:00close460.011.829781.974331.52433-4.28232.62
1392014.07.15 06:00buy470.011.831590.000000.00000
1402014.07.15 06:00modify470.011.831591.681592.13159
1412014.07.21 01:00close470.011.833161.681592.131591.09233.70
1422014.07.25 06:00buy480.011.825040.000000.00000
1432014.07.25 06:00modify480.011.825041.675042.12504
1442014.08.08 22:00close480.011.840271.675042.1250411.46245.16
1452014.09.05 06:00sell490.011.774550.000000.00000
1462014.09.05 06:00modify490.011.774551.924551.47455
1472014.09.19 01:00close490.011.798051.924551.47455-18.21226.95
1482014.09.29 06:00sell500.011.813990.000000.00000
1492014.09.29 06:00modify500.011.813991.963991.51399
1502014.10.07 01:00close500.011.791091.963991.5139917.61244.56
1512014.10.22 06:00sell510.011.808130.000000.00000
1522014.10.22 06:00modify510.011.808131.958131.50813
1532014.11.12 01:00close510.011.804891.958131.508132.36246.92
1542014.11.17 06:00buy520.011.772350.000000.00000
1552014.11.17 06:00modify520.011.772351.622352.07235
1562014.12.12 22:00close520.011.816851.622352.0723533.76280.68
1572014.12.15 06:00sell530.011.815140.000000.00000
1582014.12.15 06:00modify530.011.815141.965141.51514
1592014.12.23 01:00close530.011.813281.965141.515141.38282.05
1602015.01.05 06:00buy540.011.805240.000000.00000
1612015.01.05 06:00modify540.011.805241.655242.10524
1622015.01.14 01:00close540.011.811761.655242.105244.84286.90
1632015.02.20 06:00sell550.011.925670.000000.00000
1642015.02.20 06:00modify550.011.925672.075671.62567
1652015.03.13 22:00close550.011.885212.075671.6256731.08317.97
1662015.04.10 06:00sell560.011.851100.000000.00000
1672015.04.10 06:00modify560.011.851102.001101.55110
1682015.06.04 01:00close560.011.908912.001101.55110-44.95273.02
1692015.06.11 06:00buy570.011.901660.000000.00000
1702015.06.11 06:00modify570.011.901661.751662.20166
1712015.06.19 22:00close570.011.946781.751662.2016634.64307.66
1722015.06.25 06:00sell580.011.943260.000000.00000
1732015.06.25 06:00modify580.011.943262.093261.64326
1742015.07.08 01:00close580.011.964672.093261.64326-16.58291.08
1752015.07.15 06:00buy590.011.992030.000000.00000
1762015.07.15 06:00modify590.011.992031.842032.29203
1772015.07.21 01:00close590.012.022091.842032.2920323.08314.16
1782015.09.29 06:00sell600.012.032860.000000.00000
1792015.09.29 06:00modify600.012.032862.182861.73286
1802015.10.07 01:00close600.011.985842.182861.7328636.24350.40
1812015.10.12 06:00buy610.011.981210.000000.00000
1822015.10.12 06:00modify610.011.981211.831212.28121
1832015.10.16 01:00close610.011.989051.831212.281215.93356.32
1842015.10.22 06:00sell620.012.023420.000000.00000
1852015.10.22 06:00modify620.012.023422.173421.72342
1862015.11.12 01:00close620.012.017292.173421.723424.60360.92
1872015.11.17 06:00buy630.012.024750.000000.00000
1882015.11.17 06:00modify630.012.024751.874752.32475
1892015.12.14 01:00close630.012.085811.874752.3247546.57407.49
1902015.12.14 06:00sell640.012.085880.000000.00000
1912015.12.14 06:00modify640.012.085882.235881.78588
1922015.12.23 01:00close640.012.063692.235881.7858817.06424.55