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

СимволNZDUSD (New Zealand Dollar vs US 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=1600; TPProc=180; 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=11; sMonthClose1=1; sDayClose1=20; sMonthOpen2=2; sDayOpen2=26; sMonthClose2=3; sDayClose2=11; sMonthOpen3=5; sDayOpen3=6; sMonthClose3=5; sDayClose3=24; sMonthOpen4=6; sDayOpen4=21; sMonthClose4=7; sDayClose4=6; sMonthOpen5=0; sDayOpen5=0; sMonthClose5=0; sDayClose5=0; 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=6; bMonthClose1=1; bDayClose1=11; bMonthOpen2=2; bDayOpen2=1; bMonthClose2=2; bDayClose2=19; bMonthOpen3=3; bDayOpen3=11; bMonthClose3=3; bDayClose3=17; bMonthOpen4=3; bDayOpen4=22; bMonthClose4=3; bDayClose4=30; bMonthOpen5=4; bDayOpen5=1; bMonthClose5=4; bDayClose5=13; bMonthOpen6=4; bDayOpen6=15; bMonthClose6=5; bDayClose6=3; bMonthOpen7=6; bDayOpen7=13; bMonthClose7=6; bDayClose7=21; bMonthOpen8=7; bDayOpen8=6; bMonthClose8=7; bDayClose8=11; bMonthOpen9=10; bDayOpen9=12; bMonthClose9=10; bDayClose9=20; bMonthOpen10=11; bDayOpen10=2; bMonthClose10=11; bDayClose10=7; bMonthOpen11=11; bDayOpen11=28; bMonthClose11=12; bDayClose11=7; 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 истории149068Смоделировано тиков66487491Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (11)
Чистая прибыль527.59Общая прибыль738.66Общий убыток-211.07
Прибыльность3.50Матожидание выигрыша6.85
Абсолютная просадка16.91Максимальная просадка55.20 (17.25%)Относительная просадка32.12% (39.32)
Всего сделок77Короткие позиции (% выигравших)20 (65.00%)Длинные позиции (% выигравших)57 (71.93%)
Прибыльные сделки (% от всех)54 (70.13%)Убыточные сделки (% от всех)23 (29.87%)
Самая большаяприбыльная сделка48.77убыточная сделка-24.27
Средняяприбыльная сделка13.68убыточная сделка-9.18
Максимальное количествонепрерывных выигрышей (прибыль)8 (152.08)непрерывных проигрышей (убыток)4 (-16.43)
Макс.непрерывная прибыль (число выигрышей)152.08 (8)непрерывный убыток (число проигрышей)-37.61 (3)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.06 01:00buy10.010.733500.000000.00000
22010.01.06 01:00modify10.010.733500.573501.02150
32010.01.11 01:00close10.010.739840.573501.021506.25106.25
42010.01.11 02:00sell20.010.738500.000000.00000
52010.01.11 02:00modify20.010.738500.898500.45050
62010.01.20 01:00close20.010.733560.898500.450504.58110.83
72010.02.01 01:00buy30.010.703220.000000.00000
82010.02.01 01:00modify30.010.703220.543220.99122
92010.02.19 01:00close30.010.695330.543220.99122-7.94102.90
102010.02.26 01:00sell40.010.690350.000000.00000
112010.02.26 01:00modify40.010.690350.850350.40235
122010.03.11 01:00close40.010.700240.850350.40235-10.3692.53
132010.03.11 02:00buy50.010.698300.000000.00000
142010.03.11 02:00modify50.010.698300.538300.98630
152010.03.17 01:00close50.010.711980.538300.9863013.59106.12
162010.03.22 01:00buy60.010.706360.000000.00000
172010.03.22 01:00modify60.010.706360.546360.99436
182010.03.30 01:00close60.010.708910.546360.994362.47108.60
192010.04.01 01:00buy70.010.706740.000000.00000
202010.04.01 01:00modify70.010.706740.546740.99474
212010.04.13 01:00close70.010.712840.546740.994746.03114.62
222010.04.15 01:00buy80.010.715390.000000.00000
232010.04.15 01:00modify80.010.715390.555391.00339
242010.05.03 01:00close80.010.728250.555391.0033912.80127.43
252010.05.06 01:00sell90.010.725000.000000.00000
262010.05.06 01:00modify90.010.725000.885000.43700
272010.05.24 01:00close90.010.675670.885000.4370048.77176.20
282010.06.14 01:00buy100.010.691350.000000.00000
292010.06.14 01:00modify100.010.691350.531350.97935
302010.06.21 01:00close100.010.710630.531350.9793519.20195.39
312010.06.21 02:00sell110.010.711650.000000.00000
322010.06.21 02:00modify110.010.711650.871650.42365
332010.07.06 01:00close110.010.687010.871650.4236524.11219.50
342010.07.06 02:00buy120.010.685240.000000.00000
352010.07.06 02:00modify120.010.685240.525240.97324
362010.07.09 22:00close120.010.710440.525240.9732425.11244.62
372010.10.12 01:00buy130.010.751400.000000.00000
382010.10.12 01:00modify130.010.751400.591401.03940
392010.10.20 01:00close130.010.744670.591401.03940-6.81237.81
402010.11.02 01:00buy140.010.766750.000000.00000
412010.11.02 01:00modify140.010.766750.606751.05475
422010.11.05 22:00close140.010.795180.606751.0547528.34266.15
432010.11.29 01:00buy150.010.750970.000000.00000
442010.11.29 01:00modify150.010.750970.590971.03897
452010.12.07 01:00close150.010.760930.590971.038979.88276.03
462011.01.06 01:00buy160.010.758180.000000.00000
472011.01.06 01:00modify160.010.758180.598181.04618
482011.01.11 01:00close160.010.763060.598181.046184.79280.82
492011.01.11 02:00sell170.010.760980.000000.00000
502011.01.11 02:00modify170.010.760980.920980.47298
512011.01.20 01:00close170.010.764760.920980.47298-4.20276.62
522011.02.01 01:00buy180.010.772610.000000.00000
532011.02.01 01:00modify180.010.772610.612611.06061
542011.02.18 22:00close180.010.761160.612611.06061-11.50265.13
552011.03.11 01:00buy190.010.734430.000000.00000
562011.03.11 01:00modify190.010.734430.574431.02243
572011.03.17 01:00close190.010.721880.574431.02243-12.63252.49
582011.03.22 01:00buy200.010.735390.000000.00000
592011.03.22 01:00modify200.010.735390.575391.02339
602011.03.30 01:00close200.010.755970.575391.0233920.50272.99
612011.04.01 01:00buy210.010.760610.000000.00000
622011.04.01 01:00modify210.010.760610.600611.04861
632011.04.13 01:00close210.010.784400.600611.0486123.72296.71
642011.04.15 01:00buy220.010.793090.000000.00000
652011.04.15 01:00modify220.010.793090.633091.08109
662011.05.03 01:00close220.010.805280.633091.0810912.13308.84
672011.05.06 01:00sell230.010.787170.000000.00000
682011.05.06 01:00modify230.010.787170.947170.49917
692011.05.25 01:00close230.010.797430.947170.49917-10.85297.99
702011.06.13 01:00buy240.010.820220.000000.00000
712011.06.13 01:00modify240.010.820220.660221.10822
722011.06.21 01:00close240.010.810230.660221.10822-10.07287.93
732011.06.21 02:00sell250.010.810080.000000.00000
742011.06.21 02:00modify250.010.810080.970080.52208
752011.07.06 01:00close250.010.826240.970080.52208-16.69271.23
762011.07.06 02:00buy260.010.826990.000000.00000
772011.07.06 02:00modify260.010.826990.666991.11499
782011.07.11 01:00close260.010.834360.666991.114997.28278.52
792011.10.12 01:00buy270.010.780170.000000.00000
802011.10.12 01:00modify270.010.780170.620171.06817
812011.10.20 01:00close270.010.792740.620171.0681712.50291.01
822011.11.02 01:00buy280.010.792340.000000.00000
832011.11.02 01:00modify280.010.792340.632341.08034
842011.11.07 01:00close280.010.796110.632341.080343.68294.70
852011.11.28 01:00buy290.010.750040.000000.00000
862011.11.28 01:00modify290.010.750040.590041.03804
872011.12.07 01:00close290.010.779830.590041.0380429.71324.41
882012.01.06 01:00buy300.010.780660.000000.00000
892012.01.06 01:00modify300.010.780660.620661.06866
902012.01.11 01:00close300.010.793970.620661.0686613.22337.63
912012.01.11 02:00sell310.010.793110.000000.00000
922012.01.11 02:00modify310.010.793110.953110.50511
932012.01.20 01:00close310.010.802490.953110.50511-9.80327.83
942012.02.01 01:00buy320.010.824690.000000.00000
952012.02.01 01:00modify320.010.824690.664691.11269
962012.02.17 22:00close320.010.833410.664691.112698.67336.50
972012.02.27 01:00sell330.010.835590.000000.00000
982012.02.27 01:00modify330.010.835590.995590.54759
992012.03.09 22:00close330.010.821090.995590.5475914.03350.53
1002012.03.12 01:00buy340.010.818690.000000.00000
1012012.03.12 01:00modify340.010.818690.658691.10669
1022012.03.16 22:00close340.010.824290.658691.106695.52356.04
1032012.03.22 01:00buy350.010.812690.000000.00000
1042012.03.22 01:00modify350.010.812690.652691.10069
1052012.03.30 01:00close350.010.817290.652691.100694.52360.56
1062012.04.02 01:00buy360.010.823100.000000.00000
1072012.04.02 01:00modify360.010.823100.663101.11110
1082012.04.13 01:00close360.010.828070.663101.111104.91365.47
1092012.05.07 01:00sell370.010.792130.000000.00000
1102012.05.07 01:00modify370.010.792130.952130.50413
1112012.05.24 01:00close370.010.752420.952130.5041339.06404.53
1122012.06.13 01:00buy380.010.778380.000000.00000
1132012.06.13 01:00modify380.010.778380.618381.06638
1142012.06.21 01:00close380.010.799810.618381.0663821.36425.89
1152012.06.21 02:00sell390.010.800090.000000.00000
1162012.06.21 02:00modify390.010.800090.960090.51209
1172012.07.06 01:00close390.010.803280.960090.51209-3.72422.17
1182012.07.06 02:00buy400.010.804020.000000.00000
1192012.07.06 02:00modify400.010.804020.644021.09202
1202012.07.11 01:00close400.010.793780.644021.09202-10.33411.84
1212012.10.12 01:00buy410.010.816790.000000.00000
1222012.10.12 01:00modify410.010.816790.656791.10479
1232012.10.19 22:00close410.010.815220.656791.10479-1.65410.18
1242012.11.02 01:00buy420.010.827680.000000.00000
1252012.11.02 01:00modify420.010.827680.667681.11568
1262012.11.07 01:00close420.010.827050.667681.11568-0.72409.46
1272012.11.28 01:00buy430.010.820310.000000.00000
1282012.11.28 01:00modify430.010.820310.660311.10831
1292012.12.07 01:00close430.010.831260.660311.1083110.88420.34
1302013.01.07 01:00buy440.010.831500.000000.00000
1312013.01.07 01:00modify440.010.831500.671501.11950
1322013.01.11 01:00close440.010.843710.671501.1195012.13432.47
1332013.01.11 02:00sell450.010.843550.000000.00000
1342013.01.11 02:00modify450.010.843551.003550.55555
1352013.01.18 22:00close450.010.836481.003550.555556.77439.24
1362013.02.01 01:00buy460.010.839610.000000.00000
1372013.02.01 01:00modify460.010.839610.679611.12761
1382013.02.19 01:00close460.010.845490.679611.127615.82445.06
1392013.02.26 01:00sell470.010.832820.000000.00000
1402013.02.26 01:00modify470.010.832820.992820.54482
1412013.03.11 01:00close470.010.820580.992820.5448211.77456.83
1422013.03.11 02:00buy480.010.821390.000000.00000
1432013.03.11 02:00modify480.010.821390.661391.10939
1442013.03.18 01:00close480.010.822410.661391.109390.94457.76
1452013.03.22 01:00buy490.010.832040.000000.00000
1462013.03.22 01:00modify490.010.832040.672041.12004
1472013.04.12 22:00close490.010.858890.672041.1200426.81484.57
1482013.04.15 01:00buy500.010.857760.000000.00000
1492013.04.15 01:00modify500.010.857760.697761.14576
1502013.05.03 01:00close500.010.849400.697761.14576-8.41476.17
1512013.05.06 01:00sell510.010.853380.000000.00000
1522013.05.06 01:00modify510.010.853381.013380.56538
1532013.05.24 01:00close510.010.811461.013380.5653841.24517.41
1542013.06.13 01:00buy520.010.795310.000000.00000
1552013.06.13 01:00modify520.010.795310.635311.08331
1562013.06.21 01:00close520.010.776490.635311.08331-18.90498.51
1572013.06.21 02:00sell530.010.776280.000000.00000
1582013.06.21 02:00modify530.010.776280.936280.48828
1592013.07.05 22:00close530.010.771450.936280.488284.33502.84
1602013.11.28 01:00buy540.010.815550.000000.00000
1612013.11.28 01:00modify540.010.815550.655551.10355
1622013.12.06 22:00close540.010.828320.655551.1035512.69515.53
1632014.01.06 01:00buy550.010.826560.000000.00000
1642014.01.06 01:00modify550.010.826560.666561.11456
1652014.01.10 22:00close550.010.829880.666561.114563.24518.77
1662014.02.26 01:00sell560.010.832780.000000.00000
1672014.02.26 01:00modify560.010.832780.992780.54478
1682014.03.11 01:00close560.010.846850.992780.54478-14.54504.22
1692014.03.11 02:00buy570.010.846830.000000.00000
1702014.03.11 02:00modify570.010.846830.686831.13483
1712014.03.17 01:00close570.010.853460.686831.134836.55510.77
1722014.04.01 01:00buy580.010.867940.000000.00000
1732014.04.01 01:00modify580.010.867940.707941.15594
1742014.04.11 22:00close580.010.868790.707941.155940.78511.55
1752014.04.15 01:00buy590.010.868670.000000.00000
1762014.04.15 01:00modify590.010.868670.708671.15667
1772014.05.02 22:00close590.010.866570.708671.15667-2.15509.40
1782014.05.06 01:00sell600.010.867990.000000.00000
1792014.05.06 01:00modify600.010.867991.027990.57999
1802014.05.23 22:00close600.010.854281.027990.5799913.06522.46
1812014.06.13 01:00buy610.010.868010.000000.00000
1822014.06.13 01:00modify610.010.868010.708011.15601
1832014.06.20 22:00close610.010.869690.708011.156011.60524.06
1842014.07.07 01:00buy620.010.873680.000000.00000
1852014.07.07 01:00modify620.010.873680.713681.16168
1862014.07.11 01:00close620.010.881550.713681.161687.79531.85
1872014.10.13 01:00buy630.010.781260.000000.00000
1882014.10.13 01:00modify630.010.781260.621261.06926
1892014.10.20 01:00close630.010.792050.621261.0692610.71542.56
1902014.11.03 01:00buy640.010.777590.000000.00000
1912014.11.03 01:00modify640.010.777590.617591.06559
1922014.11.07 01:00close640.010.769150.617591.06559-8.52534.03
1932014.11.28 01:00buy650.010.785460.000000.00000
1942014.11.28 01:00modify650.010.785460.625461.07346
1952014.12.05 22:00close650.010.770680.625461.07346-14.86519.17
1962015.01.06 01:00buy660.010.768470.000000.00000
1972015.01.06 01:00modify660.010.768470.608471.05647
1982015.01.09 22:00close660.010.783000.608471.0564714.44533.62
1992015.01.12 01:00sell670.010.785530.000000.00000
2002015.01.12 01:00modify670.010.785530.945530.49753
2012015.01.20 01:00close670.010.777160.945530.497538.04541.66
2022015.02.02 01:00buy680.010.725040.000000.00000
2032015.02.02 01:00modify680.010.725040.565041.01304
2042015.02.19 01:00close680.010.754120.565041.0130429.03570.69
2052015.02.26 01:00sell690.010.757110.000000.00000
2062015.02.26 01:00modify690.010.757110.917110.46911
2072015.03.11 01:00close690.010.728030.917110.4691128.66599.35
2082015.03.11 02:00buy700.010.728940.000000.00000
2092015.03.11 02:00modify700.010.728940.568941.01694
2102015.03.17 01:00close700.010.737480.568941.016948.46607.81
2112015.03.23 01:00buy710.010.757180.000000.00000
2122015.03.23 01:00modify710.010.757180.597181.04518
2132015.03.30 01:00close710.010.755300.597181.04518-1.96605.85
2142015.04.01 01:00buy720.010.746740.000000.00000
2152015.04.01 01:00modify720.010.746740.586741.03474
2162015.04.13 01:00close720.010.752480.586741.034745.67611.52
2172015.04.15 01:00buy730.010.752000.000000.00000
2182015.04.15 01:00modify730.010.752000.592001.04000
2192015.05.01 22:00close730.010.751870.592001.04000-0.18611.34
2202015.05.06 01:00sell740.010.756500.000000.00000
2212015.05.06 01:00modify740.010.756500.916500.46850
2222015.05.22 22:00close740.010.730590.916500.4685025.29636.63
2232015.07.06 01:00buy750.010.666020.000000.00000
2242015.07.06 01:00modify750.010.666020.506020.95402
2252015.07.10 22:00close750.010.670780.506020.954024.68641.30
2262015.10.12 01:00buy760.010.668420.000000.00000
2272015.10.12 01:00modify760.010.668420.508420.95642
2282015.10.20 01:00close760.010.679060.508420.9564210.56651.87
2292015.11.02 01:00buy770.010.676050.000000.00000
2302015.11.02 01:00modify770.010.676050.516050.96405
2312015.11.06 22:00close770.010.651860.516050.96405-24.27627.59