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

СимволGBPCHF (Great Britain Pound vs Swiss Franc)
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=280; 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=2; sDayOpen1=3; sMonthClose1=2; sDayClose1=11; sMonthOpen2=2; sDayOpen2=16; sMonthClose2=2; sDayClose2=24; sMonthOpen3=3; sDayOpen3=10; sMonthClose3=3; sDayClose3=17; sMonthOpen4=4; sDayOpen4=27; sMonthClose4=5; sDayClose4=11; sMonthOpen5=6; sDayOpen5=2; sMonthClose5=6; sDayClose5=9; sMonthOpen6=7; sDayOpen6=4; sMonthClose6=7; sDayClose6=11; sMonthOpen7=9; sDayOpen7=14; sMonthClose7=9; sDayClose7=16; sMonthOpen8=9; sDayOpen8=28; sMonthClose8=10; sDayClose8=10; sMonthOpen9=12; sDayOpen9=12; sMonthClose9=12; sDayClose9=23; 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=4; bMonthClose1=1; bDayClose1=8; bMonthOpen2=1; bDayOpen2=25; bMonthClose2=2; bDayClose2=1; bMonthOpen3=2; bDayOpen3=11; bMonthClose3=2; bDayClose3=15; bMonthOpen4=4; bDayOpen4=7; bMonthClose4=4; bDayClose4=26; bMonthOpen5=9; bDayOpen5=2; bMonthClose5=9; bDayClose5=13; bMonthOpen6=10; bDayOpen6=17; bMonthClose6=10; bDayClose6=21; bMonthOpen7=10; bDayOpen7=26; bMonthClose7=11; bDayClose7=1; 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 истории149066Смоделировано тиков96674736Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (17)
Чистая прибыль567.49Общая прибыль1038.29Общий убыток-470.81
Прибыльность2.21Матожидание выигрыша7.18
Абсолютная просадка32.89Максимальная просадка139.65 (23.19%)Относительная просадка36.58% (38.71)
Всего сделок79Короткие позиции (% выигравших)45 (64.44%)Длинные позиции (% выигравших)34 (58.82%)
Прибыльные сделки (% от всех)49 (62.03%)Убыточные сделки (% от всех)30 (37.97%)
Самая большаяприбыльная сделка115.40убыточная сделка-46.09
Средняяприбыльная сделка21.19убыточная сделка-15.69
Максимальное количествонепрерывных выигрышей (прибыль)9 (162.18)непрерывных проигрышей (убыток)4 (-80.58)
Макс.непрерывная прибыль (число выигрышей)196.36 (3)непрерывный убыток (число проигрышей)-80.58 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.04 01:00buy10.011.672110.000000.00000
22010.01.04 01:00modify10.011.672111.522112.09211
32010.01.08 01:00close10.011.646901.522112.09211-26.1273.88
42010.01.25 01:00buy20.011.678180.000000.00000
52010.01.25 01:00modify20.011.678181.528182.09818
62010.02.01 01:00close20.011.693221.528182.0981815.5489.42
72010.02.03 01:00sell30.011.686100.000000.00000
82010.02.03 01:00modify30.011.686101.836101.26610
92010.02.11 01:00close30.011.664961.836101.2661021.05110.47
102010.02.11 02:00buy40.011.663740.000000.00000
112010.02.11 02:00modify40.011.663741.513742.08374
122010.02.15 01:00close40.011.685531.513742.0837422.47132.94
132010.02.16 01:00sell50.011.687880.000000.00000
142010.02.16 01:00modify50.011.687881.837881.26788
152010.02.24 01:00close50.011.671621.837881.2678816.14149.07
162010.03.10 01:00sell60.011.612900.000000.00000
172010.03.10 01:00modify60.011.612901.762901.19290
182010.03.17 01:00close60.011.607291.762901.192905.19154.26
192010.04.07 01:00buy70.011.631760.000000.00000
202010.04.07 01:00modify70.011.631761.481762.05176
212010.04.26 01:00close70.011.650121.481762.0517619.11173.38
222010.04.27 01:00sell80.011.656850.000000.00000
232010.04.27 01:00modify80.011.656851.806851.23685
242010.05.11 01:00close80.011.648821.806851.236857.19180.57
252010.06.02 01:00sell90.011.694230.000000.00000
262010.06.02 01:00modify90.011.694231.844231.27423
272010.06.09 01:00close90.011.664431.844231.2742330.24210.80
282010.07.05 01:00sell100.011.615660.000000.00000
292010.07.05 01:00modify100.011.615661.765661.19566
302010.07.09 22:00close100.011.590741.765661.1956625.25236.06
312010.09.02 01:00buy110.011.568330.000000.00000
322010.09.02 01:00modify110.011.568331.418331.98833
332010.09.13 01:00close110.011.566981.418331.98833-1.39234.67
342010.09.14 01:00sell120.011.554730.000000.00000
352010.09.14 01:00modify120.011.554731.704731.13473
362010.09.16 01:00close120.011.566551.704731.13473-12.63222.04
372010.09.28 01:00sell130.011.558040.000000.00000
382010.09.28 01:00modify130.011.558041.708041.13804
392010.10.08 22:00close130.011.537771.708041.1380420.00242.04
402010.10.18 01:00buy140.011.531410.000000.00000
412010.10.18 01:00modify140.011.531411.381411.95141
422010.10.21 01:00close140.011.523601.381411.95141-8.13233.91
432010.10.26 01:00buy150.011.526080.000000.00000
442010.10.26 01:00modify150.011.526081.376081.94608
452010.11.01 01:00close150.011.575631.376081.9460851.26285.16
462010.12.13 01:00sell160.011.550500.000000.00000
472010.12.13 01:00modify160.011.550501.700501.13050
482010.12.23 01:00close160.011.465791.700501.1305086.69371.86
492011.01.04 01:00buy170.011.446700.000000.00000
502011.01.04 01:00modify170.011.446701.296701.86670
512011.01.07 22:00close170.011.503171.296701.8667058.41430.26
522011.01.25 01:00buy180.011.517220.000000.00000
532011.01.25 01:00modify180.011.517221.367221.93722
542011.02.01 01:00close180.011.511711.367221.93722-5.72424.54
552011.02.03 01:00sell190.011.522230.000000.00000
562011.02.03 01:00modify190.011.522231.672231.10223
572011.02.11 01:00close190.011.559491.672231.10223-39.24385.30
582011.02.11 02:00buy200.011.559120.000000.00000
592011.02.11 02:00modify200.011.559121.409121.97912
602011.02.15 01:00close200.011.555461.409121.97912-3.87381.43
612011.02.16 01:00sell210.011.558600.000000.00000
622011.02.16 01:00modify210.011.558601.708601.13860
632011.02.24 01:00close210.011.512711.708601.1386046.67428.10
642011.03.10 01:00sell220.011.506370.000000.00000
652011.03.10 01:00modify220.011.506371.656371.08637
662011.03.17 01:00close220.011.445261.656371.0863762.62490.72
672011.04.07 01:00buy230.011.498340.000000.00000
682011.04.07 01:00modify230.011.498341.348341.91834
692011.04.26 01:00close230.011.453721.348341.91834-46.09444.63
702011.04.27 01:00sell240.011.436900.000000.00000
712011.04.27 01:00modify240.011.436901.586901.01690
722011.05.11 01:00close240.011.440621.586901.01690-4.97439.66
732011.06.02 01:00sell250.011.374980.000000.00000
742011.06.02 01:00modify250.011.374981.524980.95498
752011.06.09 01:00close250.011.370931.524980.954983.58443.24
762011.07.04 01:00sell260.011.361730.000000.00000
772011.07.04 01:00modify260.011.361731.511730.94173
782011.07.11 01:00close260.011.340951.511730.9417320.89464.13
792011.09.02 01:00buy270.011.286220.000000.00000
802011.09.02 01:00modify270.011.286221.136221.70622
812011.09.13 01:00close270.011.397731.136221.70622115.40579.53
822011.09.14 01:00sell280.011.388610.000000.00000
832011.09.14 01:00modify280.011.388611.538610.96861
842011.09.16 01:00close280.011.374971.538610.9686113.72593.25
852011.09.28 01:00sell290.011.401620.000000.00000
862011.09.28 01:00modify290.011.401621.551620.98162
872011.10.10 01:00close290.011.439261.551620.98162-39.89553.36
882011.10.17 01:00buy300.011.411230.000000.00000
892011.10.17 01:00modify300.011.411231.261231.83123
902011.10.21 01:00close300.011.411561.261231.831230.31553.67
912011.10.26 01:00buy310.011.404970.000000.00000
922011.10.26 01:00modify310.011.404971.254971.82497
932011.11.01 01:00close310.011.410071.254971.824975.24558.90
942011.12.12 01:00sell320.011.448630.000000.00000
952011.12.12 01:00modify320.011.448631.598631.02863
962011.12.23 01:00close320.011.466631.598631.02863-19.66539.25
972012.01.04 01:00buy330.011.457760.000000.00000
982012.01.04 01:00modify330.011.457761.307761.87776
992012.01.06 22:00close330.011.472901.307761.8777615.61554.85
1002012.01.25 01:00buy340.011.449020.000000.00000
1012012.01.25 01:00modify340.011.449021.299021.86902
1022012.02.01 01:00close340.011.450161.299021.869021.16556.01
1032012.02.03 01:00sell350.011.449590.000000.00000
1042012.02.03 01:00modify350.011.449591.599591.02959
1052012.02.10 22:00close350.011.443321.599591.029595.87561.88
1062012.02.16 01:00sell360.011.449480.000000.00000
1072012.02.16 01:00modify360.011.449481.599481.02948
1082012.02.24 01:00close360.011.418321.599481.0294831.55593.42
1092012.04.27 01:00sell370.011.474000.000000.00000
1102012.04.27 01:00modify370.011.474001.624001.05400
1112012.05.11 01:00close370.011.498121.624001.05400-26.08567.34
1122012.07.04 01:00sell380.011.494400.000000.00000
1132012.07.04 01:00modify380.011.494401.644401.07440
1142012.07.11 01:00close380.011.520961.644401.07440-28.09539.25
1152012.09.03 01:00buy390.011.515250.000000.00000
1162012.09.03 01:00modify390.011.515251.365251.93525
1172012.09.13 01:00close390.011.509001.365251.93525-6.42532.83
1182012.09.14 01:00sell400.011.509800.000000.00000
1192012.09.14 01:00modify400.011.509801.659801.08980
1202012.09.14 22:00close400.011.504091.659801.089805.81538.64
1212012.09.28 01:00sell410.011.521800.000000.00000
1222012.09.28 01:00modify410.011.521801.671801.10180
1232012.10.10 01:00close410.011.504801.671801.1018016.76555.40
1242012.10.17 01:00buy420.011.487860.000000.00000
1252012.10.17 01:00modify420.011.487861.337861.90786
1262012.10.19 22:00close420.011.486091.337861.90786-1.88553.51
1272012.10.26 01:00buy430.011.506990.000000.00000
1282012.10.26 01:00modify430.011.506991.356991.92699
1292012.11.01 01:00close430.011.502231.356991.92699-4.96548.55
1302012.12.12 01:00sell440.011.501200.000000.00000
1312012.12.12 01:00modify440.011.501201.651201.08120
1322012.12.21 22:00close440.011.481401.651201.0812019.59568.13
1332013.01.04 01:00buy450.011.492020.000000.00000
1342013.01.04 01:00modify450.011.492021.342021.91202
1352013.01.08 01:00close450.011.484341.342021.91202-8.03560.11
1362013.01.25 01:00buy460.011.466670.000000.00000
1372013.01.25 01:00modify460.011.466671.316671.88667
1382013.02.01 01:00close460.011.442431.316671.88667-25.11535.00
1392013.02.04 01:00sell470.011.425890.000000.00000
1402013.02.04 01:00modify470.011.425891.575891.00589
1412013.02.11 01:00close470.011.449271.575891.00589-24.81510.19
1422013.02.11 02:00buy480.011.449740.000000.00000
1432013.02.11 02:00modify480.011.449741.299741.86974
1442013.02.15 01:00close480.011.427901.299741.86974-22.63487.55
1452013.03.11 01:00sell490.011.419680.000000.00000
1462013.03.11 01:00modify490.011.419681.569680.99968
1472013.03.15 22:00close490.011.418491.569680.999680.70488.25
1482013.04.08 01:00buy500.011.432020.000000.00000
1492013.04.08 01:00modify500.011.432021.282021.85202
1502013.04.26 01:00close500.011.459321.282021.8520228.39516.64
1512013.06.03 01:00sell510.011.455570.000000.00000
1522013.06.03 01:00modify510.011.455571.605571.03557
1532013.06.07 22:00close510.011.454521.605571.035570.54517.18
1542013.07.04 01:00sell520.011.445680.000000.00000
1552013.07.04 01:00modify520.011.445681.595681.02568
1562013.07.11 01:00close520.011.431781.595681.0256813.77530.95
1572013.09.02 01:00buy530.011.447000.000000.00000
1582013.09.02 01:00modify530.011.447001.297001.86700
1592013.09.13 01:00close530.011.470841.297001.8670024.73555.68
1602013.10.17 01:00buy540.011.457560.000000.00000
1612013.10.17 01:00modify540.011.457561.307561.87756
1622013.10.21 01:00close540.011.458691.307561.877561.09556.77
1632013.12.12 01:00sell550.011.452240.000000.00000
1642013.12.12 01:00modify550.011.452241.602241.03224
1652013.12.23 01:00close550.011.462431.602241.03224-11.31545.46
1662014.02.03 01:00sell560.011.490000.000000.00000
1672014.02.03 01:00modify560.011.490001.640001.07000
1682014.02.11 01:00close560.011.471151.640001.0700018.82564.28
1692014.02.11 02:00buy570.011.469540.000000.00000
1702014.02.11 02:00modify570.011.469541.319541.88954
1712014.02.14 22:00close570.011.493531.319541.8895424.79589.07
1722014.02.17 01:00sell580.011.494200.000000.00000
1732014.02.17 01:00modify580.011.494201.644201.07420
1742014.02.24 01:00close580.011.476051.644201.0742018.17607.23
1752014.03.10 01:00sell590.011.468680.000000.00000
1762014.03.10 01:00modify590.011.468681.618681.04868
1772014.03.17 01:00close590.011.451951.618681.0486816.69623.92
1782014.04.07 01:00buy600.011.479270.000000.00000
1792014.04.07 01:00modify600.011.479271.329271.89927
1802014.04.25 22:00close600.011.480781.329271.899271.69625.61
1812014.04.28 01:00sell610.011.479950.000000.00000
1822014.04.28 01:00modify610.011.479951.629951.05995
1832014.05.09 22:00close610.011.493911.629951.05995-15.49610.12
1842014.06.02 01:00sell620.011.500710.000000.00000
1852014.06.02 01:00modify620.011.500711.650711.08071
1862014.06.09 01:00close620.011.501341.650711.08071-1.26608.86
1872014.07.04 01:00sell630.011.532320.000000.00000
1882014.07.04 01:00modify630.011.532321.682321.11232
1892014.07.11 01:00close630.011.528951.682321.112322.88611.74
1902014.09.02 01:00buy640.011.527400.000000.00000
1912014.09.02 01:00modify640.011.527401.377401.94740
1922014.09.12 22:00close640.011.518351.377401.94740-9.33602.40
1932014.09.15 01:00sell650.011.517550.000000.00000
1942014.09.15 01:00modify650.011.517551.667551.09755
1952014.09.16 01:00close650.011.518471.667551.09755-1.12601.28
1962014.10.17 01:00buy660.011.516310.000000.00000
1972014.10.17 01:00modify660.011.516311.366311.93631
1982014.10.21 01:00close660.011.524061.366311.936317.94609.22
1992014.12.12 01:00sell670.011.522490.000000.00000
2002014.12.12 01:00modify670.011.522491.672491.10249
2012014.12.23 01:00close670.011.533501.672491.10249-12.15597.07
2022015.01.05 01:00buy680.011.536910.000000.00000
2032015.01.05 01:00modify680.011.536911.386911.95691
2042015.01.08 01:00close680.011.532661.386911.95691-4.43592.64
2052015.02.03 01:00sell690.011.393260.000000.00000
2062015.02.03 01:00modify690.011.393261.543260.97326
2072015.02.11 01:00close690.011.413741.543260.97326-21.86570.78
2082015.02.11 02:00buy700.011.413420.000000.00000
2092015.02.11 02:00modify700.011.413421.263421.83342
2102015.02.13 22:00close700.011.435411.263421.8334222.69593.46
2112015.02.16 01:00sell710.011.434990.000000.00000
2122015.02.16 01:00modify710.011.434991.584991.01499
2132015.02.24 01:00close710.011.467421.584991.01499-34.22559.24
2142015.03.10 01:00sell720.011.490470.000000.00000
2152015.03.10 01:00modify720.011.490471.640471.07047
2162015.03.17 01:00close720.011.493631.640471.07047-3.88555.36
2172015.04.07 01:00buy730.011.425870.000000.00000
2182015.04.07 01:00modify730.011.425871.275871.84587
2192015.04.24 22:00close730.011.447381.275871.8458722.35577.71
2202015.04.27 01:00sell740.011.448110.000000.00000
2212015.04.27 01:00modify740.011.448111.598111.02811
2222015.05.11 01:00close740.011.438711.598111.028118.60586.31
2232015.06.02 01:00sell750.011.437250.000000.00000
2242015.06.02 01:00modify750.011.437251.587251.01725
2252015.06.09 01:00close750.011.422991.587251.0172514.14600.45
2262015.09.02 01:00buy760.011.467360.000000.00000
2272015.09.02 01:00modify760.011.467361.317361.88736
2282015.09.11 22:00close760.011.494931.317361.8873628.53628.98
2292015.09.14 01:00sell770.011.494260.000000.00000
2302015.09.14 01:00modify770.011.494261.644261.07426
2312015.09.16 01:00close770.011.493971.644261.074260.05629.04
2322015.09.28 01:00sell780.011.488170.000000.00000
2332015.09.28 01:00modify780.011.488171.638171.06817
2342015.10.09 22:00close780.011.473961.638171.0681713.65642.69
2352015.10.26 01:00buy790.011.499000.000000.00000
2362015.10.26 01:00modify790.011.499001.349001.91900
2372015.11.02 01:00close790.011.523001.349001.9190024.80667.49