Strategy Tester Report
Mix Skalper v03.37
RVDMarkets-Demo ECN (Build 646)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2013.01.13 22:00 - 2014.05.16 22:00 (2013.01.13 - 2014.05.17)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыo1="Настройка параметров советника"; n1="1 Общие настройки советника"; n11="1.1 Название SET-а"; SetName="MixSkalper_v03.37_aj_m15_usred+correctmult_Tmacg_tmaline_ozy_stoch==Barrel_v1"; n12="1.2 Служебные настройки"; Magic=12345678; Repeats=3; Alternation=false; IspolnenieECN=true; WorkOnlyNewBar=true; ColorForBuy=DeepSkyBlue; ColorForSell=Red; DeleyAtLoss=0; DelayAtProfit=0; DelayAtAll=0; CommentToOrder="Ордер принадлежит Микс Скальперу"; timer=false; n13="1.3 Контрольные настройки к системе весов(сигналов)"; Porog=4; PorogClose=10; n2="2 Режим работы советника"; n21="2.1 Режим ручного помошника"; ModeSignal=0; n22="2.2 Стандартный режим"; n23="2.3 Локер"; LokerModeON=false; MaxLotsToSymbol=1; StepToProfit=20; n24="2.4 Усреднитель"; UsredOn=true; AllNap=true; MinPointUsred=300; OdrerLimitUsred=50; OsnTPForUsred=500; OsnSLForUsred=0; UsredSLLimit=50; n3="3 Открытие сделки."; n31="3.1 Настройки ММ"; FixLot=0.01; ProtsD=0; StepFromDepo=0; ExpMart=false; KopLoss=false; MadMart=false; MadMartLimit=10; MartLimit=10; MartMult=2; CorrectUsredMult=false; HardMathUsred=false; n32="3.2 Открытие сделки по ИНДИКАТОРАМ"; n321="3.2.1 Genesis Matrix I"; Gen3on4=false; Gen4on4=false; n322="3.2.2 Genesis Matrix II"; Gen3on4_High=false; Gen4on4_High=false; n323="3.2.3 TMALine_2 I"; UseTMAL2=true; n324="3.2.4 TMALine_2 II"; UseTMAL2_High=false; n325="3.2.5 TMACG I"; UseTMACG=false; n326="3.2.6 TMACG II"; UseTMACG_High=false; n327="3.2.7 ExtremeTMAinfo040 I"; UseETMA040=false; n328="3.2.8 ExtremeTMAinfo040 II"; UseETMA040_High=false; n329="3.2.9 Stohastic I"; UseStohNap=false; UseStohZone=true; UseStohCros=true; n3210="3.2.10 Stohastic II"; UseStohNap_High=false; UseStohZone_High=false; UseStohCros_High=false; n3211="3.2.11 CrosMA"; UseCrosMA=false; n3212="3.2.12 ZWinnerColorSignal"; UseZWinnerColor=false; n3213="3.2.13 Adx Crossing"; UseAdxCrossing=false; n3214="3.2.14 adaptive Gann"; UseAdaptiveGann=false; n3215="3.2.15 rvmGann_sv8"; UseRVMGann=false; n3216="3.2.16 SSRC I"; UseSSRCNap=false; UseSSRCZone=false; UseSSRCCros=false; n3217="3.2.17 SSRC II"; UseSSRCNap_High=false; UseSSRCZone_High=false; UseSSRCCros_High=false; n3218="3.2.18 Ozymandias I"; UseOzymandias=true; n3219="3.2.19 Ozymandias II"; UseOzymandias_High=false; n33="3.3 Открытие сделки по системе ВЕСОВ"; n331="3.3.1 Genesis Matrix I"; GenHardSig=false; GenMatrWeigth=1; n332="3.3.2 Genesis Matrix II"; Gen_HighHardSig=false; Gen_HighWeigth=1; n333="3.3.3 TMALine_2 I"; TMAL2HardSig=true; TMAL2Weigth=1; n334="3.3.4 TMALine_2 II"; TMAL2_HighHardSig=false; TMAL2_HighWeigth=1; n335="3.3.5 TMACG I"; TMACGHardSig=true; TMACGWeigth=1; n336="3.3.6 TMACG II"; TMACG_HighHardSig=false; TMACGWeigth_High=1; n337="3.3.7 ExtremeTMAinfo040 I"; ETMA040HardSig=false; ETMA040Weigth=1; n338="3.3.8 ExtremeTMAinfo040 II"; ETMA040_HighHardSig=false; ETMA040_HighWeigth=1; n339="3.3.9 Stohastic I"; StohNapHardSig=false; StohZoneHardSig=true; StohCrosHardSig=true; StohNapWeigth=1; StohZoneWeigth=1; StohCrosWeigth=1; n3310="3.3.10 Stohastic II"; StohNap_HighHardSig=false; StohZone_HighHardSig=false; StohCros_HighHardSig=false; StohNap_HighWeigth=1; StohZone_HighWeigth=1; StohCros_HighWeigth=1; n3311="3.3.11 CrosMA"; CrosMAHardSig=false; CrosMAWeigth=1; n3312="3.3.12 ZWinnerColorSignal"; ZWinnerColorHardSig=false; ZWinnerColorWeigth=1; n3313="3.3.13 Adx crossing"; AdxCrossingHardSig=false; AdxCrossingWeigth=1; n3314="3.3.14 adaptive Gann"; AdaptiveGannHardSig=false; AdaptiveGannWeigth=1; n3315="3.3.15 rvmGann_sv8"; RVMGannHardSig=false; RVMGannWeigth=1; n3316="3.3.16 SSRC I"; SSRCNapHardSig=false; SSRCZoneHardSig=false; SSRCCrosHardSig=false; SSRCNapWeigth=1; SSRCZoneWeigth=1; SSRCZoneSmalWeigth=1; SSRCCrosWeigth=1; SSRCCrosSmalWeigth=1; n3317="3.3.17 SSRC II"; SSRCNap_HighHardSig=false; SSRCZone_HighHardSig=false; SSRCCros_HighHardSig=false; SSRCNap_HighWeigth=1; SSRCZone_HighWeigth=1; SSRCZoneSmal_HighWeigth=1; SSRCCros_HighWeigth=1; SSRCCrosSmal_HighWeigth=1; n3318="3.3.18 Ozymandias I"; OzymandiasHardSig=true; OzymandiasWeigth=1;
Баров в истории8545Смоделировано тиков36966215Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред5
Чистая прибыль197.80Общая прибыль226.28Общий убыток-28.48
Прибыльность7.94Матожидание выигрыша4.12
Абсолютная просадка43.52Максимальная просадка88.69 (8.23%)Относительная просадка8.35% (87.19)
Всего сделок48Короткие позиции (% выигравших)30 (83.33%)Длинные позиции (% выигравших)18 (100.00%)
Прибыльные сделки (% от всех)43 (89.58%)Убыточные сделки (% от всех)5 (10.42%)
Самая большаяприбыльная сделка20.10убыточная сделка-14.10
Средняяприбыльная сделка5.26убыточная сделка-5.70
Максимальное количествонепрерывных выигрышей (прибыль)21 (91.13)непрерывных проигрышей (убыток)2 (-19.18)
Максимальнаянепрерывная прибыль (число выигрышей)91.13 (21)непрерывный убыток (число проигрышей)-19.18 (2)
Среднийнепрерывный выигрыш11непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.18 10:00sell10.011.335230.000000.00000
22013.01.18 10:00modify10.011.335230.000001.33123
32013.01.18 13:00t/p10.011.331230.000001.331233.951003.95
42013.02.11 01:00buy20.011.337630.000000.00000
52013.02.11 01:00modify20.011.337630.000001.34163
62013.02.11 16:04t/p20.011.341630.000001.341633.951007.90
72013.02.14 20:00buy30.011.334710.000000.00000
82013.02.14 20:00modify30.011.334710.000001.33871
92013.02.15 06:33t/p30.011.338710.000001.338713.931011.83
102013.02.19 14:00buy40.011.334630.000000.00000
112013.02.19 14:00modify40.011.334630.000001.33863
122013.02.19 16:45t/p40.011.338630.000001.338633.951015.78
132013.03.13 18:00buy50.011.297080.000000.00000
142013.03.13 18:00modify50.011.297080.000001.30108
152013.03.14 16:47t/p50.011.301080.000001.301083.881019.65
162013.03.18 09:00buy60.011.296670.000000.00000
172013.03.18 09:00modify60.011.296670.000001.30067
182013.03.20 02:00buy70.011.287620.000000.00000
192013.03.20 02:00modify70.011.287620.000001.29162
202013.03.20 02:00modify60.011.296670.000001.29715
212013.03.20 02:00modify70.011.287620.000001.29715
222013.03.20 14:15t/p60.011.297150.000001.297150.381020.04
232013.03.20 14:15t/p70.011.297150.000001.297159.481029.52
242013.03.26 02:00buy80.011.286950.000000.00000
252013.03.26 02:00modify80.011.286950.000001.29095
262013.04.01 09:00buy90.011.280140.000000.00000
272013.04.01 09:00modify90.011.280140.000001.28414
282013.04.01 09:00modify80.011.286950.000001.28855
292013.04.01 09:00modify90.011.280140.000001.28855
302013.04.04 18:49t/p80.011.288550.000001.288551.291030.80
312013.04.04 18:49t/p90.011.288550.000001.288558.241039.04
322013.04.05 08:00sell100.011.291860.000000.00000
332013.04.05 08:00modify100.011.291860.000001.28786
342013.04.07 23:00sell110.011.297160.000000.00000
352013.04.07 23:00modify110.011.297160.000001.29316
362013.04.07 23:00modify100.011.291860.000001.28951
372013.04.07 23:00modify110.011.297160.000001.28951
382013.04.09 06:00sell120.011.304520.000000.00000
392013.04.09 06:00modify120.011.304520.000001.30052
402013.04.09 06:00modify100.011.291860.000001.29285
412013.04.09 06:00modify110.011.297160.000001.29285
422013.04.09 06:00modify120.011.304520.000001.29285
432013.05.08 21:00sell130.011.315950.000000.00000
442013.05.08 21:00modify130.011.315950.000001.31195
452013.05.08 21:00modify100.011.291860.000001.29737
462013.05.08 21:00modify110.011.297160.000001.29737
472013.05.08 21:00modify120.011.304520.000001.29737
482013.05.08 21:00modify130.011.315950.000001.29737
492013.05.10 16:18t/p100.011.297370.000001.29737-7.071031.97
502013.05.10 16:18t/p110.011.297370.000001.29737-1.771030.20
512013.05.10 16:18t/p120.011.297370.000001.297375.671035.87
522013.05.10 16:18t/p130.011.297370.000001.2973718.361054.23
532013.05.23 11:00buy140.011.289430.000000.00000
542013.05.23 11:00modify140.011.289430.000001.29343
552013.05.23 17:49t/p140.011.293430.000001.293433.951058.18
562013.06.05 09:00sell150.011.307550.000000.00000
572013.06.05 09:00modify150.011.307550.000001.30355
582013.06.26 11:31t/p150.011.303550.000001.303553.041061.22
592013.07.11 04:00sell160.011.307450.000000.00000
602013.07.11 04:00modify160.011.307450.000001.30345
612013.07.11 05:00sell170.011.310880.000000.00000
622013.07.11 05:00modify170.011.310880.000001.30688
632013.07.11 05:00modify160.011.307450.000001.30417
642013.07.11 05:00modify170.011.310880.000001.30417
652013.07.11 09:11t/p160.011.304170.000001.304173.231064.45
662013.07.11 09:11t/p170.011.304170.000001.304176.661071.11
672013.07.16 02:00sell180.011.305790.000000.00000
682013.07.16 02:00modify180.011.305790.000001.30179
692013.07.17 02:00sell190.011.314770.000000.00000
702013.07.17 02:00modify190.011.314770.000001.31077
712013.07.17 02:00modify180.011.305790.000001.30528
722013.07.17 02:00modify190.011.314770.000001.30528
732013.08.14 14:00buy200.011.324900.000000.00000
742013.08.14 14:00modify200.011.324900.000001.32890
752013.08.15 04:14t/p200.011.328900.000001.328903.881074.99
762013.08.16 09:00sell210.011.332540.000000.00000
772013.08.16 09:00modify210.011.332540.000001.32854
782013.08.16 09:00modify180.011.305790.000001.31270
792013.08.16 09:00modify190.011.314770.000001.31270
802013.08.16 09:00modify210.011.332540.000001.31270
812013.08.28 03:00sell220.011.338130.000000.00000
822013.08.28 03:00modify220.011.338130.000001.33413
832013.08.28 03:00modify180.011.305790.000001.31781
842013.08.28 03:00modify190.011.314770.000001.31781
852013.08.28 03:00modify210.011.332540.000001.31781
862013.08.28 03:00modify220.011.338130.000001.31781
872013.08.29 20:00buy230.011.324560.000000.00000
882013.08.29 20:00modify230.011.324560.000001.32856
892013.08.30 17:09t/p180.011.317810.000001.31781-14.101060.89
902013.08.30 17:09t/p190.011.317810.000001.31781-5.081055.81
912013.08.30 17:09t/p210.011.317810.000001.3178114.081069.89
922013.08.30 17:09t/p220.011.317810.000001.3178120.101089.99
932013.09.11 15:53t/p230.011.328560.000001.328563.691093.67
942013.09.12 08:00sell240.011.330580.000000.00000
952013.09.12 08:00modify240.011.330580.000001.32658
962013.09.12 14:30t/p240.011.326580.000001.326583.951097.62
972013.10.01 12:00sell250.011.354330.000000.00000
982013.10.01 12:00modify250.011.354330.000001.35033
992013.10.08 19:00sell260.011.357370.000000.00000
1002013.10.08 19:00modify260.011.357370.000001.35337
1012013.10.08 19:00modify250.011.354330.000001.35085
1022013.10.08 19:00modify260.011.357370.000001.35085
1032013.10.09 14:45t/p250.011.350850.000001.350853.081100.71
1042013.10.09 14:45t/p260.011.350850.000001.350856.431107.13
1052013.10.18 03:00sell270.011.366200.000000.00000
1062013.10.18 03:00modify270.011.366200.000001.36220
1072013.10.30 11:00sell280.011.375900.000000.00000
1082013.10.30 11:00modify280.011.375900.000001.37190
1092013.10.30 11:00modify270.011.366200.000001.36605
1102013.10.30 11:00modify280.011.375900.000001.36605
1112013.10.31 10:47t/p270.011.366050.000001.36605-0.461106.67
1122013.10.31 10:47t/p280.011.366050.000001.366059.671116.34
1132013.11.27 02:00sell290.011.356100.000000.00000
1142013.11.27 02:00modify290.011.356100.000001.35210
1152013.11.27 04:00sell300.011.359230.000000.00000
1162013.11.27 04:00modify300.011.359230.000001.35523
1172013.11.27 04:00modify290.011.356100.000001.35267
1182013.11.27 04:00modify300.011.359230.000001.35267
1192013.12.02 11:33t/p290.011.352670.000001.352673.161119.51
1202013.12.02 11:33t/p300.011.352670.000001.352676.291125.80
1212013.12.05 10:00sell310.011.359700.000000.00000
1222013.12.05 10:00modify310.011.359700.000001.35570
1232013.12.05 13:30t/p310.011.355700.000001.355703.951129.75
1242013.12.06 06:00sell320.011.365980.000000.00000
1252013.12.06 06:00modify320.011.365980.000001.36198
1262013.12.06 13:30t/p320.011.361980.000001.361983.951133.70
1272013.12.16 15:00sell330.011.375970.000000.00000
1282013.12.16 15:00modify330.011.375970.000001.37197
1292013.12.18 19:00t/p330.011.371970.000001.371973.861137.56
1302013.12.20 11:00buy340.011.365910.000000.00000
1312013.12.20 11:00modify340.011.365910.000001.36991
1322013.12.20 15:36t/p340.011.369910.000001.369913.951141.51
1332013.12.24 09:00buy350.011.367470.000000.00000
1342013.12.24 09:00modify350.011.367470.000001.37147
1352013.12.27 02:02t/p350.011.371470.000001.371473.831145.34
1362013.12.27 15:00sell360.011.379990.000000.00000
1372013.12.27 15:00modify360.011.379990.000001.37599
1382013.12.27 17:16t/p360.011.375990.000001.375993.951149.29
1392013.12.30 21:00sell370.011.379790.000000.00000
1402013.12.30 21:00modify370.011.379790.000001.37579
1412013.12.31 19:35t/p370.011.375790.000001.375793.911153.20
1422014.01.08 15:00buy380.011.360230.000000.00000
1432014.01.08 15:00modify380.011.360230.000001.36423
1442014.01.10 13:30t/p380.011.364230.000001.364233.851157.05
1452014.01.16 21:00buy390.011.361950.000000.00000
1462014.01.16 21:00modify390.011.361950.000001.36595
1472014.01.23 13:48t/p390.011.365950.000001.365953.781160.84
1482014.01.24 03:00sell400.011.368300.000000.00000
1492014.01.24 03:00modify400.011.368300.000001.36430
1502014.01.28 10:04t/p400.011.364300.000001.364303.861164.70
1512014.02.10 00:00sell410.011.361840.000000.00000
1522014.02.10 00:00modify410.011.361840.000001.35784
1532014.02.12 11:59t/p410.011.357840.000001.357843.861168.56
1542014.03.02 23:00sell420.011.377430.000000.00000
1552014.03.02 23:00modify420.011.377430.000001.37343
1562014.03.03 18:03t/p420.011.373430.000001.373433.911172.47
1572014.03.19 04:00sell430.011.392140.000000.00000
1582014.03.19 04:00modify430.011.392140.000001.38814
1592014.03.19 18:01t/p430.011.388140.000001.388143.951176.42
1602014.03.20 17:00buy440.011.378770.000000.00000
1612014.03.20 17:00modify440.011.378770.000001.38277
1622014.03.24 17:51t/p440.011.382770.000001.382773.901180.32
1632014.04.02 15:00buy450.011.378730.000000.00000
1642014.04.02 15:00modify450.011.378730.000001.38273
1652014.04.04 12:00buy460.011.370970.000000.00000
1662014.04.04 12:00modify460.011.370970.000001.37497
1672014.04.04 12:00modify450.011.378730.000001.37985
1682014.04.04 12:00modify460.011.370970.000001.37985
1692014.04.08 15:05t/p450.011.379850.000001.379850.931181.25
1702014.04.08 15:05t/p460.011.379850.000001.379858.781190.03
1712014.04.17 16:00sell470.011.383870.000000.00000
1722014.04.17 16:00modify470.011.383870.000001.37987
1732014.04.21 17:03t/p470.011.379870.000001.379873.861193.89
1742014.05.01 13:00sell480.011.387560.000000.00000
1752014.05.01 13:00modify480.011.387560.000001.38356
1762014.05.02 14:30t/p480.011.383560.000001.383563.911197.80