Strategy Tester Report
FapTurbo49
InvestTechFx-Server (Build 225)

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период15 Минут (M15) 2009.10.22 00:00 - 2009.12.30 23:45 (2009.10.22 - 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=22; 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=8; Scalper_USDCAD_StopLoss=42; 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 тиков514710Качество моделирования85.01%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль292.86Общая прибыль296.19Общий убыток-3.33
Прибыльность88.95Матожидание выигрыша3.66
Абсолютная просадка17.71Максимальная просадка20.32 (1.75%)Относительная просадка1.91% (19.14)
Всего сделок80Короткие позиции (% выигравших)40 (100.00%)Длинные позиции (% выигравших)40 (95.00%)
Прибыльные сделки (% от всех)78 (97.50%)Убыточные сделки (% от всех)2 (2.50%)
Самая большаяприбыльная сделка5.75убыточная сделка-2.37
Средняяприбыльная сделка3.80убыточная сделка-1.67
Максимальное количествонепрерывных выигрышей (прибыль)37 (145.60)непрерывных проигрышей (убыток)1 (-2.37)
Максимальнаянепрерывная прибыль (число выигрышей)145.60 (37)непрерывный убыток (число проигрышей)-2.37 (1)
Среднийнепрерывный выигрыш26непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.10.22 20:00buy10.051.04850.00000.0000
22009.10.22 20:00modify10.051.04851.03271.0538
32009.10.23 06:26close10.051.04891.03271.05381.911001.91
42009.10.26 20:10sell20.051.06810.00000.0000
52009.10.26 20:10modify20.051.06811.08481.0625
62009.10.26 20:16close20.051.06731.08481.06253.751005.66
72009.10.26 20:45buy30.051.06660.00000.0000
82009.10.26 20:45modify30.051.06661.05161.0725
92009.10.26 21:38close30.051.06761.05161.07254.681010.34
102009.10.26 21:43sell40.051.06940.00000.0000
112009.10.26 21:43modify40.051.06941.08581.0649
122009.10.26 22:17close40.051.06851.08581.06494.211014.55
132009.10.27 20:00buy50.051.06340.00000.0000
142009.10.27 20:00modify50.051.06341.04781.0681
152009.10.27 20:08close50.051.06421.04781.06813.761018.31
162009.10.27 20:23buy60.051.06440.00000.0000
172009.10.27 20:23modify60.051.06441.04811.0698
182009.10.27 20:32close60.051.06541.04811.06984.691023.00
192009.10.27 20:55sell70.051.06660.00000.0000
202009.10.27 20:55modify70.051.06661.08341.0617
212009.10.27 21:05close70.051.06571.08341.06174.221027.22
222009.10.28 20:02buy80.051.07800.00000.0000
232009.10.28 20:02modify80.051.07801.06131.0826
242009.10.28 20:12close80.051.07901.06131.08264.631031.85
252009.10.28 20:12sell90.051.07910.00000.0000
262009.10.28 20:12modify90.051.07911.09541.0739
272009.10.29 03:39close90.051.07861.09541.07392.321034.17
282009.10.29 20:00buy100.051.06630.00000.0000
292009.10.29 20:00modify100.051.06631.04931.0711
302009.10.29 20:43close100.051.06721.04931.07114.221038.39
312009.10.29 20:57buy110.051.06660.00000.0000
322009.10.29 20:57modify110.051.06661.05041.0714
332009.10.29 21:00close110.051.06751.05041.07144.221042.61
342009.11.02 20:40buy120.051.07690.00000.0000
352009.11.02 20:41modify120.051.07691.06191.0813
362009.11.02 20:47close120.051.07781.06191.08134.181046.79
372009.11.02 21:42buy130.051.07700.00000.0000
382009.11.02 21:42modify130.051.07701.06131.0814
392009.11.02 21:43close130.051.07781.06131.08143.711050.50
402009.11.02 21:43buy140.051.07710.00000.0000
412009.11.02 21:43modify140.051.07711.06041.0829
422009.11.02 22:09close140.051.07791.06041.08293.711054.21
432009.11.03 20:04sell150.051.06870.00000.0000
442009.11.03 20:04modify150.051.06871.08461.0635
452009.11.03 20:35close150.051.06781.08461.06354.211058.42
462009.11.03 21:26buy160.051.06710.00000.0000
472009.11.03 21:26modify160.051.06711.05211.0715
482009.11.04 00:30close160.051.06771.05211.07152.811061.23
492009.11.04 20:57sell170.051.06380.00000.0000
502009.11.04 20:57modify170.051.06381.07891.0587
512009.11.04 21:02close170.051.06291.07891.05874.231065.46
522009.11.05 20:24sell180.051.06560.00000.0000
532009.11.05 20:24modify180.051.06561.08131.0598
542009.11.05 21:59close180.051.06511.08131.05982.351067.81
552009.11.09 20:00buy190.051.05440.00000.0000
562009.11.09 20:00modify190.051.05441.03871.0592
572009.11.09 20:01close190.051.05531.03871.05924.261072.07
582009.11.09 20:26sell200.051.05640.00000.0000
592009.11.09 20:26modify200.051.05641.07331.0523
602009.11.09 21:42close200.051.05581.07331.05232.841074.91
612009.11.09 21:42buy210.051.05580.00000.0000
622009.11.09 21:42modify210.051.05581.03971.0612
632009.11.10 00:44close210.051.05641.03971.06122.841077.75
642009.11.10 20:00buy220.051.04950.00000.0000
652009.11.10 20:00modify220.051.04951.03301.0548
662009.11.10 20:01close220.051.05041.03301.05484.281082.03
672009.11.11 20:28buy230.051.04560.00000.0000
682009.11.11 20:28modify230.051.04561.02891.0503
692009.11.11 20:47close230.051.04651.02891.05034.301086.33
702009.11.11 21:39buy240.051.04530.00000.0000
712009.11.11 21:39modify240.051.04531.02831.0505
722009.11.12 08:01close240.051.04571.02831.05051.911088.24
732009.11.12 20:00sell250.051.05460.00000.0000
742009.11.12 20:00modify250.051.05461.07051.0496
752009.11.13 00:10close250.051.05421.07051.04961.901090.14
762009.11.16 20:13sell260.051.04740.00000.0000
772009.11.16 20:13modify260.051.04741.06361.0434
782009.11.16 23:28close260.051.04711.06361.04341.431091.57
792009.11.17 20:00buy270.051.05210.00000.0000
802009.11.17 20:00modify270.051.05211.03511.0576
812009.11.18 01:56close270.051.05251.03511.05761.901093.47
822009.11.18 20:00sell280.051.05680.00000.0000
832009.11.18 20:00modify280.051.05681.07361.0524
842009.11.18 20:16close280.051.05591.07361.05244.261097.73
852009.11.18 20:56buy290.051.05490.00000.0000
862009.11.18 20:56modify290.051.05491.03821.0599
872009.11.18 23:49close290.051.05551.03821.05992.841100.57
882009.11.19 20:00buy300.051.06270.00000.0000
892009.11.19 20:00modify300.051.06271.04691.0683
902009.11.19 20:04close300.051.06361.04691.06834.231104.80
912009.11.19 21:25sell310.051.06390.00000.0000
922009.11.19 21:25modify310.051.06391.08041.0585
932009.11.19 21:53close310.051.06301.08041.05854.231109.03
942009.11.23 20:00buy320.051.05530.00000.0000
952009.11.23 20:00modify320.051.05531.03891.0606
962009.11.23 20:34close320.051.05611.03891.06063.791112.82
972009.11.23 20:34sell330.051.05610.00000.0000
982009.11.23 20:34modify330.051.05611.07141.0503
992009.11.23 21:57close330.051.05551.07141.05032.841115.66
1002009.11.24 20:00buy340.051.05770.00000.0000
1012009.11.24 20:00modify340.051.05771.04241.0631
1022009.11.24 20:10close340.051.05861.04241.06314.251119.91
1032009.11.24 20:12sell350.051.05890.00000.0000
1042009.11.24 20:12modify350.051.05891.07451.0546
1052009.11.24 20:53close350.051.05801.07451.05464.251124.16
1062009.11.24 20:59buy360.051.05790.00000.0000
1072009.11.24 20:59modify360.051.05791.04171.0636
1082009.11.24 21:14close360.051.05881.04171.06364.251128.41
1092009.11.24 21:15sell370.051.05890.00000.0000
1102009.11.24 21:15modify370.051.05891.07391.0547
1112009.11.24 21:59close370.051.05801.07391.05474.251132.66
1122009.11.25 20:00buy380.051.04590.00000.0000
1132009.11.25 20:00modify380.051.04591.03071.0503
1142009.11.25 23:15close380.051.04571.03071.0503-0.961131.70
1152009.11.26 20:15sell390.051.06060.00000.0000
1162009.11.26 20:15modify390.051.06061.07681.0564
1172009.11.26 20:26close390.051.05971.07681.05644.251135.95
1182009.11.26 20:27buy400.051.05930.00000.0000
1192009.11.26 20:28modify400.051.05931.04281.0639
1202009.11.26 20:53close400.051.06011.04281.06393.771139.72
1212009.11.26 20:54sell410.051.06070.00000.0000
1222009.11.26 20:55modify410.051.06071.07751.0562
1232009.11.26 21:18close410.051.05971.07751.05624.721144.44
1242009.11.26 21:48buy420.051.05930.00000.0000
1252009.11.26 21:48modify420.051.05931.04321.0641
1262009.11.26 22:13close420.051.06041.04321.06415.191149.63
1272009.11.30 20:17buy430.051.05620.00000.0000
1282009.11.30 20:17modify430.051.05621.03991.0622
1292009.11.30 23:33close430.051.05571.03991.0622-2.371147.26
1302009.12.01 20:20sell440.051.04440.00000.0000
1312009.12.01 20:20modify440.051.04441.06021.0388
1322009.12.02 06:09close440.051.04391.06021.03882.391149.65
1332009.12.02 20:00sell450.051.05130.00000.0000
1342009.12.02 20:00modify450.051.05131.06731.0472
1352009.12.02 20:28close450.051.05041.06731.04724.281153.93
1362009.12.02 21:13sell460.051.05150.00000.0000
1372009.12.02 21:13modify460.051.05151.06711.0461
1382009.12.02 22:34close460.051.05101.06711.04612.381156.31
1392009.12.03 20:01sell470.051.05380.00000.0000
1402009.12.03 20:01modify470.051.05381.07061.0497
1412009.12.03 20:09close470.051.05301.07061.04973.801160.11
1422009.12.03 20:38sell480.051.05400.00000.0000
1432009.12.03 20:38modify480.051.05401.07021.0491
1442009.12.04 07:29close480.051.05361.07021.04911.901162.01
1452009.12.07 20:07sell490.051.05330.00000.0000
1462009.12.07 20:07modify490.051.05331.06881.0477
1472009.12.07 20:43close490.051.05241.06881.04774.281166.29
1482009.12.07 21:18buy500.051.05210.00000.0000
1492009.12.07 21:18modify500.051.05211.03631.0564
1502009.12.08 07:08close500.051.05251.03631.05641.901168.19
1512009.12.08 20:00sell510.051.06690.00000.0000
1522009.12.08 20:00modify510.051.06691.08381.0612
1532009.12.08 20:02close510.051.06601.08381.06124.221172.41
1542009.12.08 20:43buy520.051.06410.00000.0000
1552009.12.08 20:43modify520.051.06411.04791.0701
1562009.12.08 23:27close520.051.06451.04791.07011.881174.29
1572009.12.09 20:00buy530.051.05400.00000.0000
1582009.12.09 20:00modify530.051.05401.03701.0589
1592009.12.09 21:09close530.051.05491.03701.05894.271178.56
1602009.12.10 20:00buy540.051.05050.00000.0000
1612009.12.10 20:00modify540.051.05051.03541.0562
1622009.12.10 21:33close540.051.05111.03541.05622.851181.41
1632009.12.14 20:00sell550.051.05970.00000.0000
1642009.12.14 20:01modify550.051.05971.07671.0555
1652009.12.14 20:12close550.051.05891.07671.05553.781185.19
1662009.12.14 20:47sell560.051.05950.00000.0000
1672009.12.14 20:48modify560.051.05951.07461.0546
1682009.12.14 21:23close560.051.05871.07461.05463.781188.97
1692009.12.14 21:23buy570.051.05870.00000.0000
1702009.12.14 21:23modify570.051.05871.04261.0628
1712009.12.14 22:09close570.051.05951.04261.06283.781192.75
1722009.12.15 20:33sell580.051.06190.00000.0000
1732009.12.15 20:33modify580.051.06191.07771.0563
1742009.12.15 21:06close580.051.06111.07771.05633.771196.52
1752009.12.15 21:06buy590.051.06110.00000.0000
1762009.12.15 21:06modify590.051.06111.04431.0657
1772009.12.15 21:48close590.051.06191.04431.06573.771200.29
1782009.12.15 21:48sell600.061.06190.00000.0000
1792009.12.15 21:48modify600.061.06191.07811.0560
1802009.12.15 22:41close600.061.06101.07811.05605.091205.38
1812009.12.16 20:00sell610.061.06310.00000.0000
1822009.12.16 20:00modify610.061.06311.07901.0580
1832009.12.16 20:10close610.061.06211.07901.05805.651211.03
1842009.12.16 20:22sell620.061.06230.00000.0000
1852009.12.16 20:22modify620.061.06231.07731.0575
1862009.12.16 20:37close620.061.06141.07731.05755.091216.12
1872009.12.16 20:52buy630.061.06080.00000.0000
1882009.12.16 20:52modify630.061.06081.04501.0652
1892009.12.16 21:09close630.061.06161.04501.06524.521220.64
1902009.12.17 20:09buy640.061.06970.00000.0000
1912009.12.17 20:09modify640.061.06971.05361.0741
1922009.12.17 20:16close640.061.07061.05361.07415.041225.68
1932009.12.17 20:41buy650.061.06960.00000.0000
1942009.12.17 20:41modify650.061.06961.05331.0756
1952009.12.17 20:58close650.061.07051.05331.07565.041230.72
1962009.12.17 21:03sell660.061.07070.00000.0000
1972009.12.17 21:03modify660.061.07071.08661.0665
1982009.12.17 23:46close660.061.07021.08661.06652.801233.52
1992009.12.21 20:12sell670.061.06280.00000.0000
2002009.12.21 20:12modify670.061.06281.07791.0580
2012009.12.21 20:38close670.061.06191.07791.05805.091238.61
2022009.12.21 20:54buy680.061.06150.00000.0000
2032009.12.21 20:54modify680.061.06151.04511.0655
2042009.12.21 21:08close680.061.06241.04511.06555.081243.69
2052009.12.21 21:11sell690.061.06260.00000.0000
2062009.12.21 21:12modify690.061.06261.07961.0573
2072009.12.21 21:58close690.061.06171.07961.05735.091248.78
2082009.12.22 20:01sell700.061.05610.00000.0000
2092009.12.22 20:01modify700.061.05611.07241.0521
2102009.12.23 02:07close700.061.05571.07241.05212.271251.05
2112009.12.23 20:09sell710.061.04870.00000.0000
2122009.12.23 20:09modify710.061.04871.06411.0441
2132009.12.23 20:34close710.061.04781.06411.04415.151256.20
2142009.12.23 20:34buy720.061.04780.00000.0000
2152009.12.23 20:35modify720.061.04781.03121.0523
2162009.12.23 21:17close720.061.04871.03121.05235.151261.35
2172009.12.23 21:17sell730.061.04870.00000.0000
2182009.12.23 21:17modify730.061.04871.06471.0441
2192009.12.23 23:36close730.061.04831.06471.04412.291263.64
2202009.12.24 20:52buy740.061.04950.00000.0000
2212009.12.24 20:52modify740.061.04951.03351.0547
2222009.12.28 00:54close740.061.04991.03351.05472.291265.93
2232009.12.28 21:17sell750.061.04340.00000.0000
2242009.12.28 21:17modify750.061.04341.05951.0380
2252009.12.28 21:22close750.061.04261.05951.03804.601270.53
2262009.12.29 20:00sell760.061.04340.00000.0000
2272009.12.29 20:00modify760.061.04341.06021.0391
2282009.12.29 20:10close760.061.04261.06021.03914.601275.13
2292009.12.29 20:36buy770.061.04210.00000.0000
2302009.12.29 20:36modify770.061.04211.02571.0475
2312009.12.29 20:41close770.061.04311.02571.04755.751280.88
2322009.12.29 20:47sell780.061.04350.00000.0000
2332009.12.29 20:47modify780.061.04351.06021.0387
2342009.12.29 22:03close780.061.04301.06021.03872.881283.76
2352009.12.30 20:06sell790.061.05590.00000.0000
2362009.12.30 20:06modify790.061.05591.07131.0501
2372009.12.30 21:12close790.061.05511.07131.05014.551288.31
2382009.12.30 21:15buy800.061.05470.00000.0000
2392009.12.30 21:15modify800.061.05471.03811.0594
2402009.12.30 21:37close800.061.05551.03811.05944.551292.86