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

СимволGBPCAD (Great Britain Pound 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=200; 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 тиков30387281Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред15
Чистая прибыль341.97Общая прибыль409.15Общий убыток-67.18
Прибыльность6.09Матожидание выигрыша5.43
Абсолютная просадка1.27Максимальная просадка83.00 (6.62%)Относительная просадка6.62% (83.00)
Всего сделок63Короткие позиции (% выигравших)32 (84.38%)Длинные позиции (% выигравших)31 (93.55%)
Прибыльные сделки (% от всех)56 (88.89%)Убыточные сделки (% от всех)7 (11.11%)
Самая большаяприбыльная сделка57.16убыточная сделка-42.28
Средняяприбыльная сделка7.31убыточная сделка-9.60
Максимальное количествонепрерывных выигрышей (прибыль)19 (80.32)непрерывных проигрышей (убыток)2 (-2.97)
Максимальнаянепрерывная прибыль (число выигрышей)97.48 (7)непрерывный убыток (число проигрышей)-42.28 (1)
Среднийнепрерывный выигрыш8непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.14 06:00sell10.011.587840.000000.00000
22013.01.14 06:00modify10.011.587840.000001.58384
32013.01.14 11:44t/p10.011.583840.000001.583843.611003.61
42013.01.29 08:00buy20.011.579980.000000.00000
52013.01.29 08:00modify20.011.579980.000001.58398
62013.01.29 14:59t/p20.011.583980.000001.583983.611007.22
72013.01.31 12:00sell30.011.582220.000000.00000
82013.01.31 12:00modify30.011.582220.000001.57822
92013.02.01 13:53t/p30.011.578220.000001.578223.601010.82
102013.02.20 13:00buy40.011.553250.000000.00000
112013.02.20 13:00modify40.011.553250.000001.55725
122013.02.21 10:00buy50.021.550950.000000.00000
132013.02.21 10:00modify50.021.550950.000001.55495
142013.02.21 10:00modify40.011.553250.000001.55672
152013.02.21 10:00modify50.021.550950.000001.55672
162013.02.22 04:06t/p40.011.556720.000001.556722.821013.64
172013.02.22 04:06t/p50.021.556720.000001.5567210.311023.95
182013.02.25 02:00buy60.011.549480.000000.00000
192013.02.25 02:00modify60.011.549480.000001.55348
202013.02.25 16:48t/p60.011.553480.000001.553483.611027.56
212013.03.04 02:00buy70.011.547830.000000.00000
222013.03.04 02:00modify70.011.547830.000001.55183
232013.03.04 16:06t/p70.011.551830.000001.551833.611031.17
242013.03.08 08:00buy80.011.545970.000000.00000
252013.03.08 08:00modify80.011.545970.000001.54997
262013.03.08 09:49t/p80.011.549970.000001.549973.611034.78
272013.03.19 21:00sell90.011.549560.000000.00000
282013.03.19 21:00modify90.011.549560.000001.54556
292013.03.20 08:38t/p90.011.545560.000001.545563.601038.38
302013.03.20 18:00sell100.011.550250.000000.00000
312013.03.20 18:00modify100.011.550250.000001.54625
322013.03.22 13:00sell110.021.555720.000000.00000
332013.03.22 13:00modify110.021.555720.000001.55172
342013.03.22 13:00modify100.011.550250.000001.54890
352013.03.22 13:00modify110.021.555720.000001.54890
362013.03.25 10:37t/p100.011.548900.000001.548901.121039.50
372013.03.25 10:37t/p110.021.548900.000001.5489012.361051.86
382013.03.27 03:00buy120.011.541780.000000.00000
392013.03.27 03:00modify120.011.541780.000001.54578
402013.03.29 00:42t/p120.011.545780.000001.545783.311055.17
412013.04.03 10:00buy130.011.532880.000000.00000
422013.04.03 10:00modify130.011.532880.000001.53688
432013.04.03 19:38t/p130.011.536880.000001.536883.611058.78
442013.04.04 15:00buy140.011.535710.000000.00000
452013.04.04 15:00modify140.011.535710.000001.53971
462013.04.04 16:03t/p140.011.539710.000001.539713.611062.39
472013.04.10 07:00sell150.011.556730.000000.00000
482013.04.10 07:00modify150.011.556730.000001.55273
492013.04.10 12:53t/p150.011.552730.000001.552733.611066.00
502013.04.11 08:00sell160.011.555350.000000.00000
512013.04.11 08:00modify160.011.555350.000001.55135
522013.04.11 10:51t/p160.011.551350.000001.551353.601069.60
532013.04.23 08:00sell170.011.567200.000000.00000
542013.04.23 08:00modify170.011.567200.000001.56320
552013.04.23 10:30t/p170.011.563200.000001.563203.611073.21
562013.04.25 17:00sell180.011.574520.000000.00000
572013.04.25 17:00modify180.011.574520.000001.57052
582013.04.29 18:06t/p180.011.570520.000001.570523.581076.79
592013.05.07 20:00buy190.011.556630.000000.00000
602013.05.07 20:00modify190.011.556630.000001.56063
612013.05.08 15:46t/p190.011.560630.000001.560633.531080.32
622013.05.10 15:00buy200.011.557860.000000.00000
632013.05.10 15:00modify200.011.557860.000001.56186
642013.05.16 10:00buy210.021.548900.000000.00000
652013.05.16 10:00modify210.021.548900.000001.55290
662013.05.16 10:00modify200.011.557860.000001.55689
672013.05.16 10:00modify210.021.548900.000001.55689
682013.05.16 19:20t/p200.011.556890.000001.55689-1.391078.93
692013.05.16 19:20t/p210.021.556890.000001.5568914.511093.44
702013.06.13 10:00sell220.011.595720.000000.00000
712013.06.13 10:00modify220.011.595720.000001.59172
722013.06.13 11:25t/p220.011.591720.000001.591723.611097.05
732013.06.14 10:00sell230.011.591720.000000.00000
742013.06.14 10:00modify230.011.591720.000001.58772
752013.07.02 03:00buy240.011.598500.000000.00000
762013.07.02 03:00modify240.011.598500.000001.60250
772013.07.02 14:04t/p240.011.602500.000001.602503.611100.66
782013.07.02 22:00buy250.011.598680.000000.00000
792013.07.02 22:00modify250.011.598680.000001.60268
802013.07.03 10:28t/p250.011.602680.000001.602683.531104.20
812013.07.04 14:36t/p230.011.587720.000001.587723.391107.59
822013.07.04 22:00buy260.011.586140.000000.00000
832013.07.04 22:00modify260.011.586140.000001.59014
842013.07.11 13:00buy270.021.572310.000000.00000
852013.07.11 13:00modify270.021.572310.000001.57631
862013.07.11 13:00modify260.011.586140.000001.58192
872013.07.11 13:00modify270.021.572310.000001.58192
882013.07.12 18:00buy280.041.569940.000000.00000
892013.07.12 18:00modify280.041.569940.000001.57394
902013.07.12 18:00modify260.011.586140.000001.57793
912013.07.12 18:00modify270.021.572310.000001.57793
922013.07.12 18:00modify280.041.569940.000001.57793
932013.07.16 08:03t/p260.011.577930.000001.57793-8.311099.28
942013.07.16 08:03t/p270.021.577930.000001.577939.731109.01
952013.07.16 08:03t/p280.041.577930.000001.5779328.431137.43
962013.07.16 22:00buy290.011.571830.000000.00000
972013.07.16 22:00modify290.011.571830.000001.57583
982013.07.17 10:30t/p290.011.575830.000001.575833.531140.97
992013.08.05 07:00sell300.011.587560.000000.00000
1002013.08.05 07:00modify300.011.587560.000001.58356
1012013.08.06 21:00sell310.021.591960.000000.00000
1022013.08.06 21:00modify310.021.591960.000001.58796
1032013.08.06 21:00modify300.011.587560.000001.58549
1042013.08.06 21:00modify310.021.591960.000001.58549
1052013.08.07 11:32t/p300.011.585490.000001.585491.821142.79
1062013.08.07 11:32t/p310.021.585490.000001.5854911.711154.50
1072013.08.28 19:00sell320.011.628270.000000.00000
1082013.08.28 19:00modify320.011.628270.000001.62427
1092013.08.30 12:00sell330.021.630510.000000.00000
1102013.08.30 12:00modify330.021.630510.000001.62651
1112013.08.30 12:00modify320.011.628270.000001.62476
1122013.08.30 12:00modify330.021.630510.000001.62476
1132013.09.03 08:00sell340.041.640140.000000.00000
1142013.09.03 08:00modify340.041.640140.000001.63614
1152013.09.03 08:00modify320.011.628270.000001.63069
1162013.09.03 08:00modify330.021.630510.000001.63069
1172013.09.03 08:00modify340.041.640140.000001.63069
1182013.09.06 10:30t/p320.011.630690.000001.63069-2.381152.11
1192013.09.06 10:30t/p330.021.630690.000001.63069-0.581151.53
1202013.09.06 10:30t/p340.041.630690.000001.6306934.151185.68
1212013.09.06 20:00buy350.011.625590.000000.00000
1222013.09.06 20:00modify350.011.625590.000001.62959
1232013.09.09 15:37t/p350.011.629590.000001.629593.521189.20
1242013.09.16 10:00sell360.011.639780.000000.00000
1252013.09.16 10:00modify360.011.639780.000001.63578
1262013.09.17 16:33t/p360.011.635780.000001.635783.601192.80
1272013.09.25 06:00sell370.011.647240.000000.00000
1282013.09.25 06:00modify370.011.647240.000001.64324
1292013.10.07 02:00buy380.011.652100.000000.00000
1302013.10.07 02:00modify380.011.652100.000001.65610
1312013.10.07 09:04t/p380.011.656100.000001.656103.611196.41
1322013.10.09 05:00sell390.021.665890.000000.00000
1332013.10.09 05:00modify390.021.665890.000001.66189
1342013.10.09 05:00modify370.011.647240.000001.65467
1352013.10.09 05:00modify390.021.665890.000001.65467
1362013.10.09 14:48t/p370.011.654670.000001.65467-7.001189.41
1372013.10.09 14:48t/p390.021.654670.000001.6546720.421209.83
1382013.10.09 18:00buy400.011.657590.000000.00000
1392013.10.09 18:00modify400.011.657590.000001.66159
1402013.10.11 00:17t/p400.011.661590.000001.661593.311213.14
1412013.10.14 00:00buy410.011.654810.000000.00000
1422013.10.14 00:00modify410.011.654810.000001.65881
1432013.10.15 20:10t/p410.011.658810.000001.658813.531216.67
1442013.10.17 05:00buy420.011.650050.000000.00000
1452013.10.17 05:00modify420.011.650050.000001.65405
1462013.10.17 09:55t/p420.011.654050.000001.654053.601220.27
1472013.10.18 11:00sell430.011.664980.000000.00000
1482013.10.18 11:00modify430.011.664980.000001.66098
1492013.10.22 08:54t/p430.011.660980.000001.660983.591223.86
1502013.10.30 03:00sell440.011.677190.000000.00000
1512013.10.30 03:00modify440.011.677190.000001.67319
1522013.10.31 14:29t/p440.011.673190.000001.673193.581227.44
1532013.11.14 18:00sell450.011.683340.000000.00000
1542013.11.14 18:00modify450.011.683340.000001.67934
1552013.11.18 09:51t/p450.011.679340.000001.679343.591231.03
1562013.11.19 23:00sell460.011.686260.000000.00000
1572013.11.19 23:00modify460.011.686260.000001.68226
1582013.11.20 19:00t/p460.011.682260.000001.682263.601234.62
1592013.12.16 08:00buy470.011.727560.000000.00000
1602013.12.16 08:00modify470.011.727560.000001.73156
1612013.12.16 12:30t/p470.011.731560.000001.731563.611238.23
1622013.12.23 19:00buy480.011.734210.000000.00000
1632013.12.23 19:00modify480.011.734210.000001.73821
1642013.12.24 03:05t/p480.011.738210.000001.738213.521241.76
1652013.12.31 11:00sell490.011.756520.000000.00000
1662013.12.31 11:00modify490.011.756520.000001.75252
1672014.01.02 13:36t/p490.011.752520.000001.752523.571245.33
1682014.01.06 12:00buy500.011.743020.000000.00000
1692014.01.06 12:00modify500.011.743020.000001.74702
1702014.01.06 13:44t/p500.011.747020.000001.747023.611248.94
1712014.01.20 18:00sell510.011.799790.000000.00000
1722014.01.20 18:00modify510.011.799790.000001.79579
1732014.02.05 15:00buy520.011.808710.000000.00000
1742014.02.05 15:00modify520.011.808710.000001.81271
1752014.02.06 14:09t/p520.011.812710.000001.812713.381252.32
1762014.02.27 06:00sell530.021.854440.000000.00000
1772014.02.27 06:00modify530.021.854440.000001.85044
1782014.02.27 06:00modify510.011.799790.000001.83122
1792014.02.27 06:00modify530.021.854440.000001.83122
1802014.02.28 11:00sell540.041.861160.000000.00000
1812014.02.28 11:00modify540.041.861160.000001.85716
1822014.02.28 11:00modify510.011.799790.000001.84547
1832014.02.28 11:00modify530.021.854440.000001.84547
1842014.02.28 11:00modify540.041.861160.000001.84547
1852014.03.03 20:30t/p510.011.845470.000001.84547-42.281210.04
1862014.03.03 20:30t/p530.021.845470.000001.8454716.271226.30
1872014.03.03 20:30t/p540.041.845470.000001.8454757.161283.46
1882014.03.06 19:00buy550.011.841490.000000.00000
1892014.03.06 19:00modify550.011.841490.000001.84549
1902014.03.07 13:30t/p550.011.845490.000001.845493.521286.98
1912014.03.10 09:00sell560.011.856570.000000.00000
1922014.03.10 09:00modify560.011.856570.000001.85257
1932014.03.10 09:47t/p560.011.852570.000001.852573.611290.59
1942014.03.18 06:00buy570.011.839760.000000.00000
1952014.03.18 06:00modify570.011.839760.000001.84376
1962014.03.18 08:00buy580.021.834680.000000.00000
1972014.03.18 08:00modify580.021.834680.000001.83868
1982014.03.18 08:00modify570.011.839760.000001.84137
1992014.03.18 08:00modify580.021.834680.000001.84137
2002014.03.18 17:23t/p570.011.841370.000001.841371.421292.01
2012014.03.18 17:23t/p580.021.841370.000001.8413712.131304.14
2022014.04.09 22:00buy590.011.825780.000000.00000
2032014.04.09 22:00modify590.011.825780.000001.82978
2042014.04.10 04:30t/p590.011.829780.000001.829783.371307.52
2052014.04.15 18:00sell600.011.836380.000000.00000
2062014.04.15 18:00modify600.011.836380.000001.83238
2072014.04.16 14:00sell610.021.843620.000000.00000
2082014.04.16 14:00modify610.021.843620.000001.83962
2092014.04.16 14:00modify600.011.836380.000001.83621
2102014.04.16 14:00modify610.021.843620.000001.83621
2112014.04.21 13:00sell620.041.851120.000000.00000
2122014.04.21 13:00modify620.041.851120.000001.84712
2132014.04.21 13:01modify600.011.836380.000001.84187
2142014.04.21 13:01modify610.021.843620.000001.84187
2152014.04.21 13:01modify620.041.851120.000001.84187
2162014.04.29 22:51t/p600.011.841870.000001.84187-5.221302.29
2172014.04.29 22:51t/p610.021.841870.000001.841872.811305.11
2182014.04.29 22:51t/p620.041.841870.000001.8418733.281338.38
2192014.05.01 18:00sell630.011.853200.000000.00000
2202014.05.01 18:00modify630.011.853200.000001.84920
2212014.05.02 12:49t/p630.011.849200.000001.849203.591341.97