Strategy Tester Report
FapTurbo49
InvestTechFx-Server (Build 225)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2009.10.20 00:00 - 2009.12.30 23:45 (2009.10.20 - 2009.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF, USDCHF or USDCAD M15 ---"; UseScalperStrategy=true; Scalper_Lots=0; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=20; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=0; Scalper_EURGBP_TakeProfit=5; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=6; Scalper_EURCHF_StopLoss=70; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=11; Scalper_USDCAD_StopLoss=73; Scalper_USDCHF_TakeProfit=6; Scalper_USDCHF_StopLoss=34; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=6; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0.01; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=1; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=false; WriteDebugLog=false; PrintLogOnChart=false; KEY="012345";
Баров в истории5101Смоделировано тиков507097Качество моделирования83.59%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль234.26Общая прибыль255.28Общий убыток-21.02
Прибыльность12.14Матожидание выигрыша2.49
Абсолютная просадка3.00Максимальная просадка18.46 (1.62%)Относительная просадка1.68% (18.21)
Всего сделок94Короткие позиции (% выигравших)47 (91.49%)Длинные позиции (% выигравших)47 (89.36%)
Прибыльные сделки (% от всех)85 (90.43%)Убыточные сделки (% от всех)9 (9.57%)
Самая большаяприбыльная сделка4.06убыточная сделка-3.41
Средняяприбыльная сделка3.00убыточная сделка-2.34
Максимальное количествонепрерывных выигрышей (прибыль)25 (82.41)непрерывных проигрышей (убыток)2 (-3.96)
Максимальнаянепрерывная прибыль (число выигрышей)82.41 (25)непрерывный убыток (число проигрышей)-3.96 (2)
Среднийнепрерывный выигрыш9непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.10.20 20:00buy10.051.01290.00000.0000
22009.10.20 20:00modify10.051.01290.99711.0182
32009.10.20 20:10close10.051.01350.99711.01822.961002.96
42009.10.20 20:30buy20.051.01280.00000.0000
52009.10.20 20:30modify20.051.01280.99611.0184
62009.10.21 00:26close20.051.01290.99611.01840.491003.45
72009.10.21 20:35sell30.051.00650.00000.0000
82009.10.21 20:35modify30.051.00651.02151.0006
92009.10.21 21:59close30.051.00581.02151.00063.481006.93
102009.10.21 21:59buy40.051.00570.00000.0000
112009.10.21 22:00modify40.051.00570.98931.0102
122009.10.21 22:20close40.051.00640.98931.01023.481010.41
132009.10.22 20:00buy50.051.00500.00000.0000
142009.10.22 20:00modify50.051.00500.98941.0097
152009.10.22 22:03close50.051.00520.98941.00970.991011.40
162009.10.26 20:09sell60.051.01920.00000.0000
172009.10.26 20:10modify60.051.01921.03551.0138
182009.10.26 20:48close60.051.01861.03551.01382.951014.35
192009.10.26 20:48buy70.051.01860.00000.0000
202009.10.26 20:48modify70.051.01861.00181.0235
212009.10.26 22:35close70.051.01891.00181.02351.471015.82
222009.10.27 20:00buy80.051.02150.00000.0000
232009.10.27 20:00modify80.051.02151.00481.0261
242009.10.27 20:33close80.051.02221.00481.02613.421019.24
252009.10.27 20:44buy90.051.02210.00000.0000
262009.10.27 20:44modify90.051.02211.00581.0273
272009.10.28 01:35close90.051.02171.00581.0273-1.961017.28
282009.10.28 20:01buy100.051.02590.00000.0000
292009.10.28 20:01modify100.051.02591.00891.0307
302009.10.28 20:10close100.051.02661.00891.03073.411020.69
312009.10.28 20:36sell110.051.02720.00000.0000
322009.10.28 20:36modify110.051.02721.04341.0224
332009.10.28 20:56close110.051.02651.04341.02243.411024.10
342009.10.28 21:21sell120.051.02760.00000.0000
352009.10.28 21:21modify120.051.02761.04261.0232
362009.10.28 21:36close120.051.02701.04261.02322.921027.02
372009.10.28 22:31buy130.051.02670.00000.0000
382009.10.28 22:31modify130.051.02671.01101.0311
392009.10.29 01:05close130.051.02701.01101.03111.461028.48
402009.10.29 22:00buy140.051.01810.00000.0000
412009.10.29 22:00modify140.051.01811.00141.0239
422009.10.29 22:02close140.051.01881.00141.02393.441031.92
432009.10.29 22:08buy150.051.01830.00000.0000
442009.10.29 22:08modify150.051.01831.00241.0235
452009.10.30 00:00close150.051.01861.00241.02351.471033.39
462009.11.02 21:48buy160.051.02190.00000.0000
472009.11.02 21:48modify160.051.02191.00691.0263
482009.11.02 22:04close160.051.02261.00691.02633.421036.81
492009.11.03 20:00sell170.051.02750.00000.0000
502009.11.03 20:00modify170.051.02751.04261.0224
512009.11.03 20:29close170.051.02691.04261.02242.921039.73
522009.11.03 20:34buy180.051.02640.00000.0000
532009.11.03 20:34modify180.051.02641.01071.0322
542009.11.03 20:43close180.051.02711.01071.03223.411043.14
552009.11.03 21:29buy190.051.02610.00000.0000
562009.11.03 21:30modify190.051.02611.01041.0309
572009.11.03 22:48close190.051.02681.01041.03093.411046.55
582009.11.03 22:48sell200.051.02680.00000.0000
592009.11.03 22:48modify200.051.02681.04371.0227
602009.11.03 23:02close200.051.02611.04371.02273.411049.96
612009.11.04 20:00buy210.051.01400.00000.0000
622009.11.04 20:00modify210.051.01400.99791.0194
632009.11.04 20:02close210.051.01470.99791.01943.451053.41
642009.11.04 21:37sell220.051.01580.00000.0000
652009.11.04 21:38modify220.051.01581.03231.0105
662009.11.04 22:11close220.051.01511.03231.01053.451056.86
672009.11.04 22:36buy230.051.01470.00000.0000
682009.11.04 22:36modify230.051.01470.99801.0194
692009.11.04 22:40close230.051.01530.99801.01942.951059.81
702009.11.05 20:00buy240.051.01660.00000.0000
712009.11.05 20:00modify240.051.01660.99961.0218
722009.11.05 21:45close240.051.01700.99961.02181.971061.78
732009.11.05 21:45sell250.051.01700.00000.0000
742009.11.05 21:45modify250.051.01701.03291.0120
752009.11.05 21:57close250.051.01621.03291.01203.941065.72
762009.11.05 21:57buy260.051.01610.00000.0000
772009.11.05 21:58modify260.051.01610.99991.0201
782009.11.05 22:38close260.051.01680.99991.02013.441069.16
792009.11.09 21:50buy270.051.00790.00000.0000
802009.11.09 21:50modify270.051.00790.99091.0134
812009.11.09 22:39close270.051.00860.99091.01343.471072.63
822009.11.09 22:39sell280.051.00860.00000.0000
832009.11.09 22:40modify280.051.00861.02541.0042
842009.11.09 22:56close280.051.00791.02541.00423.471076.10
852009.11.10 20:00buy290.051.00820.00000.0000
862009.11.10 20:00modify290.051.00820.99151.0132
872009.11.10 20:07close290.051.00890.99151.01323.471079.57
882009.11.10 20:32buy300.051.00810.00000.0000
892009.11.10 20:32modify300.051.00810.99231.0137
902009.11.11 02:20close300.051.00770.99231.0137-1.981077.59
912009.11.11 20:32buy310.051.00830.00000.0000
922009.11.11 20:32modify310.051.00830.99181.0137
932009.11.12 04:46close310.051.00790.99181.0137-1.981075.61
942009.11.12 20:13sell320.051.01710.00000.0000
952009.11.12 20:13modify320.051.01711.03351.0118
962009.11.13 00:04close320.051.01661.03351.01182.461078.07
972009.11.16 20:12sell330.051.00750.00000.0000
982009.11.16 20:12modify330.051.00751.02281.0017
992009.11.16 23:23close330.051.00701.02281.00172.481080.55
1002009.11.17 20:25buy340.051.01650.00000.0000
1012009.11.17 20:25modify340.051.01651.00121.0219
1022009.11.17 22:37close340.051.01681.00121.02191.481082.03
1032009.11.17 22:37sell350.051.01680.00000.0000
1042009.11.17 22:37modify350.051.01681.03241.0125
1052009.11.17 23:25close350.051.01611.03241.01253.441085.47
1062009.11.18 20:00sell360.051.01140.00000.0000
1072009.11.18 20:00modify360.051.01141.02761.0057
1082009.11.18 20:07close360.051.01081.02761.00572.971088.44
1092009.11.18 20:27buy370.051.01020.00000.0000
1102009.11.18 20:27modify370.051.01020.99521.0144
1112009.11.18 23:50close370.051.01070.99521.01442.471090.91
1122009.11.19 20:43buy380.051.01280.00000.0000
1132009.11.19 20:43modify380.051.01280.99761.0172
1142009.11.19 20:52close380.051.01340.99761.01722.961093.87
1152009.11.19 21:55buy390.051.01290.00000.0000
1162009.11.19 21:55modify390.051.01290.99671.0171
1172009.11.19 22:07close390.051.01360.99671.01713.451097.32
1182009.11.19 22:07sell400.051.01360.00000.0000
1192009.11.19 22:07modify400.051.01361.03011.0090
1202009.11.20 00:03close400.051.01331.03011.00901.481098.80
1212009.11.23 20:15buy410.051.00890.00000.0000
1222009.11.23 20:15modify410.051.00890.99211.0134
1232009.11.23 20:28close410.051.00950.99211.01342.971101.77
1242009.11.23 20:33sell420.051.00980.00000.0000
1252009.11.23 20:33modify420.051.00981.02591.0050
1262009.11.24 02:27close420.051.01021.02591.0050-1.981099.79
1272009.11.24 20:15sell430.051.00900.00000.0000
1282009.11.24 20:15modify430.051.00901.02531.0030
1292009.11.24 22:01close430.051.00851.02531.00302.481102.27
1302009.11.24 22:01buy440.051.00850.00000.0000
1312009.11.24 22:01modify440.051.00850.99271.0141
1322009.11.24 22:38close440.051.00910.99271.01412.971105.24
1332009.11.24 22:38sell450.051.00920.00000.0000
1342009.11.24 22:38modify450.051.00921.02521.0051
1352009.11.25 00:00close450.051.00861.02521.00512.971108.21
1362009.11.25 20:00buy460.050.99660.00000.0000
1372009.11.25 20:00modify460.050.99660.98101.0020
1382009.11.25 21:45close460.050.99690.98101.00201.501109.71
1392009.11.25 21:45sell470.050.99700.00000.0000
1402009.11.25 21:45modify470.050.99701.01380.9929
1412009.11.25 21:55close470.050.99641.01380.99293.011112.72
1422009.11.25 22:23sell480.050.99690.00000.0000
1432009.11.25 22:24modify480.050.99691.01310.9920
1442009.11.25 22:47close480.050.99631.01310.99203.011115.73
1452009.11.26 20:02buy490.051.00300.00000.0000
1462009.11.26 20:02modify490.051.00300.98751.0086
1472009.11.26 20:39close490.051.00360.98751.00862.991118.72
1482009.11.26 20:56sell500.051.00380.00000.0000
1492009.11.26 20:56modify500.051.00381.01960.9995
1502009.11.26 21:00close500.051.00311.01960.99953.491122.21
1512009.11.26 21:00buy510.051.00310.00000.0000
1522009.11.26 21:00modify510.051.00310.98621.0088
1532009.11.26 21:20close510.051.00380.98621.00883.491125.70
1542009.11.26 21:47buy520.051.00280.00000.0000
1552009.11.26 21:47modify520.051.00280.98661.0088
1562009.11.26 22:00close520.051.00360.98661.00883.991129.69
1572009.11.26 22:00sell530.051.00390.00000.0000
1582009.11.26 22:01modify530.051.00391.02090.9990
1592009.11.26 22:19close530.051.00321.02090.99903.491133.18
1602009.11.30 20:17buy540.051.00490.00000.0000
1612009.11.30 20:17modify540.051.00490.98981.0106
1622009.11.30 22:02close540.051.00520.98981.01061.491134.67
1632009.12.01 20:00sell550.050.99880.00000.0000
1642009.12.01 20:00modify550.050.99881.01580.9946
1652009.12.01 23:55close550.050.99931.01580.9946-2.501132.17
1662009.12.02 20:00sell560.051.00250.00000.0000
1672009.12.02 20:00modify560.051.00251.01760.9976
1682009.12.02 20:50close560.051.00181.01760.99763.491135.66
1692009.12.03 20:29sell570.050.99890.00000.0000
1702009.12.03 20:29modify570.050.99891.01500.9948
1712009.12.04 07:29close570.050.99931.01500.9948-2.001133.66
1722009.12.07 20:26sell580.051.02000.00000.0000
1732009.12.07 20:26modify580.051.02001.03581.0144
1742009.12.07 20:34close580.051.01931.03581.01443.431137.09
1752009.12.07 20:46sell590.051.02020.00000.0000
1762009.12.07 20:46modify590.051.02021.03701.0156
1772009.12.07 21:36close590.051.01951.03701.01563.431140.52
1782009.12.07 22:49sell600.051.02020.00000.0000
1792009.12.07 22:50modify600.051.02021.03641.0143
1802009.12.07 22:57close600.051.01951.03641.01433.431143.95
1812009.12.08 21:25buy610.051.02690.00000.0000
1822009.12.08 21:25modify610.051.02691.01101.0320
1832009.12.08 23:24close610.051.02721.01101.03201.461145.41
1842009.12.09 20:01buy620.051.02680.00000.0000
1852009.12.09 20:01modify620.051.02681.01181.0316
1862009.12.09 23:57close620.051.02611.01181.0316-3.411142.00
1872009.12.10 21:03buy630.051.02580.00000.0000
1882009.12.10 21:03modify630.051.02581.01001.0302
1892009.12.10 22:00close630.051.02651.01001.03023.411145.41
1902009.12.10 22:00sell640.051.02650.00000.0000
1912009.12.10 22:00modify640.051.02651.04261.0221
1922009.12.10 22:16close640.051.02581.04261.02213.411148.82
1932009.12.10 22:39sell650.051.02640.00000.0000
1942009.12.10 22:39modify650.051.02641.04271.0204
1952009.12.10 22:43close650.051.02571.04271.02043.411152.23
1962009.12.14 20:11buy660.051.03160.00000.0000
1972009.12.14 20:11modify660.051.03161.01571.0358
1982009.12.14 20:24close660.051.03231.01571.03583.391155.62
1992009.12.14 20:27sell670.051.03260.00000.0000
2002009.12.14 20:27modify670.051.03261.04771.0278
2012009.12.14 21:06close670.051.03191.04771.02783.391159.01
2022009.12.14 21:07buy680.051.03180.00000.0000
2032009.12.14 21:07modify680.051.03181.01541.0358
2042009.12.14 22:44close680.051.03251.01541.03583.391162.40
2052009.12.14 22:44sell690.051.03250.00000.0000
2062009.12.14 22:44modify690.051.03251.04951.0272
2072009.12.14 23:03close690.051.03181.04951.02723.391165.79
2082009.12.15 20:15buy700.051.04030.00000.0000
2092009.12.15 20:15modify700.051.04031.02401.0443
2102009.12.15 20:38close700.051.04101.02401.04433.361169.15
2112009.12.15 22:06sell710.051.04090.00000.0000
2122009.12.15 22:06modify710.051.04091.05631.0363
2132009.12.15 23:27close710.051.04021.05631.03633.361172.51
2142009.12.16 20:00sell720.051.03990.00000.0000
2152009.12.16 20:00modify720.051.03991.05651.0354
2162009.12.16 20:10close720.051.03931.05651.03542.891175.40
2172009.12.17 20:15sell730.051.04700.00000.0000
2182009.12.17 20:16modify730.051.04701.06301.0424
2192009.12.17 20:44close730.051.04631.06301.04243.351178.75
2202009.12.17 20:45buy740.051.04610.00000.0000
2212009.12.17 20:45modify740.051.04611.03011.0513
2222009.12.17 20:52close740.051.04681.03011.05133.341182.09
2232009.12.17 21:02sell750.051.04730.00000.0000
2242009.12.17 21:02modify750.051.04731.06341.0419
2252009.12.17 22:52close750.051.04701.06341.04191.431183.52
2262009.12.21 20:09sell760.051.04630.00000.0000
2272009.12.21 20:09modify760.051.04631.06311.0420
2282009.12.21 21:39close760.051.04561.06311.04203.351186.87
2292009.12.21 21:39buy770.051.04560.00000.0000
2302009.12.21 21:39modify770.051.04561.02921.0510
2312009.12.21 21:56close770.051.04631.02921.05103.351190.22
2322009.12.21 22:00sell780.051.04680.00000.0000
2332009.12.21 22:00modify780.051.04681.06351.0420
2342009.12.21 22:01close780.051.04611.06351.04203.351193.57
2352009.12.21 22:04sell790.051.04680.00000.0000
2362009.12.21 22:04modify790.051.04681.06221.0410
2372009.12.21 22:59close790.051.04611.06221.04103.351196.92
2382009.12.22 20:04buy800.051.04790.00000.0000
2392009.12.22 20:04modify800.051.04791.03131.0526
2402009.12.22 20:21close800.051.04861.03131.05263.341200.26
2412009.12.22 20:44sell810.061.04900.00000.0000
2422009.12.22 20:44modify810.061.04901.06481.0446
2432009.12.22 21:31close810.061.04831.06481.04464.011204.27
2442009.12.22 21:31buy820.061.04830.00000.0000
2452009.12.22 21:31modify820.061.04831.03131.0540
2462009.12.22 21:50close820.061.04901.03131.05404.001208.27
2472009.12.22 21:50sell830.061.04920.00000.0000
2482009.12.22 21:50modify830.061.04921.06611.0448
2492009.12.22 22:52close830.061.04851.06611.04484.011212.28
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