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

СимволEURCAD (Euro vs Canadian 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=400; 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=true; 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 тиков33656150Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред15
Чистая прибыль233.28Общая прибыль262.46Общий убыток-29.17
Прибыльность9.00Матожидание выигрыша5.30
Абсолютная просадка100.28Максимальная просадка204.50 (18.52%)Относительная просадка18.52% (204.50)
Всего сделок44Короткие позиции (% выигравших)25 (84.00%)Длинные позиции (% выигравших)19 (89.47%)
Прибыльные сделки (% от всех)38 (86.36%)Убыточные сделки (% от всех)6 (13.64%)
Самая большаяприбыльная сделка34.92убыточная сделка-9.03
Средняяприбыльная сделка6.91убыточная сделка-4.86
Максимальное количествонепрерывных выигрышей (прибыль)8 (28.44)непрерывных проигрышей (убыток)1 (-9.03)
Максимальнаянепрерывная прибыль (число выигрышей)47.87 (6)непрерывный убыток (число проигрышей)-9.03 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.14 08:00sell10.011.316270.000000.00000
22013.01.14 08:00modify10.011.316270.000001.31227
32013.01.15 15:33t/p10.011.312270.000001.312273.601003.60
42013.02.05 14:00sell20.011.349000.000000.00000
52013.02.05 14:00modify20.011.349000.000001.34500
62013.02.07 13:45t/p20.011.345000.000001.345003.561007.16
72013.02.20 04:00sell30.011.356440.000000.00000
82013.02.20 04:00modify30.011.356440.000001.35244
92013.02.20 19:03t/p30.011.352440.000001.352443.611010.77
102013.02.25 17:00sell40.011.352070.000000.00000
112013.02.25 17:00modify40.011.352070.000001.34807
122013.02.25 18:54t/p40.011.348070.000001.348073.611014.38
132013.02.26 11:00buy50.011.342060.000000.00000
142013.02.26 11:00modify50.011.342060.000001.34606
152013.02.27 10:11t/p50.011.346060.000001.346063.551017.93
162013.03.04 02:00buy60.011.340040.000000.00000
172013.03.04 02:00modify60.011.340040.000001.34404
182013.03.06 15:05t/p60.011.344040.000001.344043.481021.41
192013.03.08 19:00buy70.011.336330.000000.00000
202013.03.08 19:00modify70.011.336330.000001.34033
212013.03.12 13:20t/p70.011.340330.000001.340333.481024.89
222013.03.12 18:00buy80.011.336420.000000.00000
232013.03.12 18:00modify80.011.336420.000001.34042
242013.03.13 07:54t/p80.011.340420.000001.340423.551028.44
252013.03.13 18:00buy90.011.332560.000000.00000
262013.03.13 18:00modify90.011.332560.000001.33656
272013.03.18 09:00buy100.021.326590.000000.00000
282013.03.18 09:00modify100.021.326590.000001.33059
292013.03.18 09:00modify90.011.332560.000001.33358
302013.03.18 09:00modify100.021.326590.000001.33358
312013.03.20 04:00buy110.041.322560.000000.00000
322013.03.20 04:00modify110.041.322560.000001.32656
332013.03.20 04:00modify90.011.332560.000001.33014
342013.03.20 04:00modify100.021.326590.000001.33014
352013.03.20 04:00modify110.041.322560.000001.33014
362013.03.20 14:15t/p90.011.330140.000001.33014-2.721025.72
372013.03.20 14:15t/p100.021.330140.000001.330146.141031.86
382013.03.20 14:15t/p110.041.330140.000001.3301427.551059.41
392013.04.26 05:00buy120.011.328660.000000.00000
402013.04.26 05:00modify120.011.328660.000001.33266
412013.05.01 14:21t/p120.011.332660.000001.332663.421062.83
422013.05.07 08:00buy130.011.318610.000000.00000
432013.05.07 08:00modify130.011.318610.000001.32261
442013.05.08 14:42t/p130.011.322610.000001.322613.551066.37
452013.06.11 16:00sell140.011.352820.000000.00000
462013.06.11 16:00modify140.011.352820.000001.34882
472013.06.12 13:52t/p140.011.348820.000001.348823.601069.97
482013.06.13 11:00sell150.011.358470.000000.00000
492013.06.13 11:00modify150.011.358470.000001.35447
502013.06.13 11:31t/p150.011.354470.000001.354473.611073.58
512013.06.18 06:00sell160.011.360120.000000.00000
522013.06.18 06:00modify160.011.360120.000001.35612
532013.06.20 22:00sell170.021.370810.000000.00000
542013.06.20 22:00modify170.021.370810.000001.36681
552013.06.20 22:00modify160.011.360120.000001.36225
562013.06.20 22:00modify170.021.370810.000001.36225
572013.06.26 16:40t/p160.011.362250.000001.36225-2.101071.49
582013.06.26 16:40t/p170.021.362250.000001.3622515.461086.95
592013.06.26 23:00buy180.011.361900.000000.00000
602013.06.26 23:00modify180.011.361900.000001.36590
612013.06.27 17:07t/p180.011.365900.000001.365903.421090.37
622013.07.01 13:00sell190.011.372070.000000.00000
632013.07.01 13:00modify190.011.372070.000001.36807
642013.07.01 16:14t/p190.011.368070.000001.368073.611093.98
652013.07.17 11:00sell200.011.366220.000000.00000
662013.07.17 11:00modify200.011.366220.000001.36222
672013.07.18 14:47t/p200.011.362220.000001.362223.571097.55
682013.07.26 06:00sell210.011.364280.000000.00000
692013.07.26 06:00modify210.011.364280.000001.36028
702013.07.29 15:44t/p210.011.360280.000001.360283.601101.15
712013.08.01 23:00sell220.011.366170.000000.00000
722013.08.01 23:00modify220.011.366170.000001.36217
732013.08.12 14:00buy230.011.370480.000000.00000
742013.08.12 14:00modify230.011.370480.000001.37448
752013.08.13 11:00t/p230.011.374480.000001.374483.551104.69
762013.08.14 23:00buy240.011.370730.000000.00000
772013.08.14 23:00modify240.011.370730.000001.37473
782013.08.15 19:15t/p240.011.374730.000001.374733.421108.11
792013.08.16 18:00sell250.021.377970.000000.00000
802013.08.16 18:00modify250.021.377970.000001.37397
812013.08.16 18:00modify220.011.366170.000001.36904
822013.08.16 18:00modify250.021.377970.000001.36904
832013.08.20 11:00sell260.041.385360.000000.00000
842013.08.20 11:00modify260.041.385360.000001.38136
852013.08.20 11:00modify220.011.366170.000001.37551
862013.08.20 11:00modify250.021.377970.000001.37551
872013.08.20 11:00modify260.041.385360.000001.37551
882013.09.06 09:19t/p220.011.375510.000001.37551-9.031099.08
892013.09.06 09:19t/p250.021.375510.000001.375513.891102.97
902013.09.06 09:19t/p260.041.375510.000001.3755134.921137.89
912013.09.13 10:00buy270.011.373830.000000.00000
922013.09.13 10:00modify270.011.373830.000001.37783
932013.09.15 23:00t/p270.011.377830.000001.377833.611141.50
942013.09.24 20:00sell280.011.388470.000000.00000
952013.09.24 20:00modify280.011.388470.000001.38447
962013.10.18 05:00sell290.021.406380.000000.00000
972013.10.18 05:00modify290.021.406380.000001.40238
982013.10.18 05:00modify280.011.388470.000001.39541
992013.10.18 05:00modify290.021.406380.000001.39541
1002013.11.07 12:45t/p280.011.395410.000001.39541-6.961134.54
1012013.11.07 12:45t/p290.021.395410.000001.3954119.481154.03
1022013.11.20 08:00sell300.011.416560.000000.00000
1032013.11.20 08:00modify300.011.416560.000001.41256
1042013.11.20 15:20t/p300.011.412560.000001.412563.611157.64
1052013.11.21 06:00buy310.011.405270.000000.00000
1062013.11.21 06:00modify310.011.405270.000001.40927
1072013.11.21 11:35t/p310.011.409270.000001.409273.611161.25
1082013.12.18 09:00sell320.011.460370.000000.00000
1092013.12.18 09:00modify320.011.460370.000001.45637
1102013.12.19 19:18t/p320.011.456370.000001.456373.561164.81
1112014.01.02 17:00buy330.011.453960.000000.00000
1122014.01.02 17:00modify330.011.453960.000001.45796
1132014.01.02 20:50t/p330.011.457960.000001.457963.611168.42
1142014.02.03 07:00buy340.011.501690.000000.00000
1152014.02.03 07:00modify340.011.501690.000001.50569
1162014.02.06 13:35t/p340.011.505690.000001.505693.291171.71
1172014.02.11 11:00sell350.011.511620.000000.00000
1182014.02.11 11:00modify350.011.511620.000001.50762
1192014.02.11 13:57t/p350.011.507620.000001.507623.611175.32
1202014.02.20 09:00sell360.011.516070.000000.00000
1212014.02.20 09:00modify360.011.516070.000001.51207
1222014.02.27 22:00sell370.021.524580.000000.00000
1232014.02.27 22:00modify370.021.524580.000001.52058
1242014.02.27 22:00modify360.011.516070.000001.51674
1252014.02.27 22:00modify370.021.524580.000001.51674
1262014.02.28 15:00sell380.041.528920.000000.00000
1272014.02.28 15:00modify380.041.528920.000001.52492
1282014.02.28 15:00modify360.011.516070.000001.52084
1292014.02.28 15:00modify370.021.524580.000001.52084
1302014.02.28 15:00modify380.041.528920.000001.52084
1312014.03.03 08:01t/p360.011.520840.000001.52084-4.521170.80
1322014.03.03 08:01t/p370.021.520840.000001.520846.691177.49
1332014.03.03 08:01t/p380.041.520840.000001.5208429.321206.81
1342014.03.19 05:00sell390.011.548430.000000.00000
1352014.03.19 05:00modify390.011.548430.000001.54443
1362014.03.21 12:30t/p390.011.544430.000001.544433.561210.38
1372014.04.02 03:00buy400.011.522600.000000.00000
1382014.04.02 03:00modify400.011.522600.000001.52660
1392014.04.08 16:00buy410.021.510010.000000.00000
1402014.04.08 16:00modify410.021.510010.000001.51401
1412014.04.08 16:00modify400.011.522600.000001.51921
1422014.04.08 16:00modify410.021.510010.000001.51921
1432014.04.11 02:12t/p400.011.519210.000001.51921-3.851206.52
1442014.04.11 02:12t/p410.021.519210.000001.5192116.091222.61
1452014.04.14 00:00sell420.011.521180.000000.00000
1462014.04.14 00:00modify420.011.521180.000001.51718
1472014.04.14 10:52t/p420.011.517180.000001.517183.611226.22
1482014.04.16 15:00sell430.011.518650.000000.00000
1492014.04.16 15:00modify430.011.518650.000001.51465
1502014.04.29 15:51t/p430.011.514650.000001.514653.451229.67
1512014.05.08 11:00buy440.011.516670.000000.00000
1522014.05.08 11:00modify440.011.516670.000001.52067
1532014.05.08 14:33t/p440.011.520670.000001.520673.611233.28