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

СимволGBPUSD (Great Britain Pound 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=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 тиков30974154Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред10
Чистая прибыль287.78Общая прибыль365.84Общий убыток-78.05
Прибыльность4.69Матожидание выигрыша5.76
Абсолютная просадка65.18Максимальная просадка123.91 (9.89%)Относительная просадка9.89% (123.91)
Всего сделок50Короткие позиции (% выигравших)30 (76.67%)Длинные позиции (% выигравших)20 (95.00%)
Прибыльные сделки (% от всех)42 (84.00%)Убыточные сделки (% от всех)8 (16.00%)
Самая большаяприбыльная сделка55.70убыточная сделка-39.90
Средняяприбыльная сделка8.71убыточная сделка-9.76
Максимальное количествонепрерывных выигрышей (прибыль)11 (54.53)непрерывных проигрышей (убыток)1 (-39.90)
Максимальнаянепрерывная прибыль (число выигрышей)88.58 (7)непрерывный убыток (число проигрышей)-39.90 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.17 15:00sell10.011.596640.000000.00000
22013.01.17 15:00modify10.011.596640.000001.59264
32013.01.18 09:42t/p10.011.592640.000001.592643.891003.89
42013.03.05 22:00buy20.011.512570.000000.00000
52013.03.05 22:00modify20.011.512570.000001.51657
62013.03.08 10:00buy30.021.502760.000000.00000
72013.03.08 10:00modify30.021.502760.000001.50676
82013.03.08 10:00modify20.011.512570.000001.51103
92013.03.08 10:00modify30.021.502760.000001.51103
102013.03.14 00:00buy40.041.492540.000000.00000
112013.03.14 00:00modify40.041.492540.000001.49654
122013.03.14 00:00modify20.011.512570.000001.50332
132013.03.14 00:00modify30.021.502760.000001.50332
142013.03.14 00:00modify40.041.492540.000001.50332
152013.03.14 14:37t/p20.011.503320.000001.50332-9.55994.34
162013.03.14 14:37t/p30.021.503320.000001.503320.75995.09
172013.03.14 14:37t/p40.041.503320.000001.5033242.921038.01
182013.03.18 11:00sell50.011.512550.000000.00000
192013.03.18 11:00modify50.011.512550.000001.50855
202013.03.19 00:13t/p50.011.508550.000001.508553.891041.90
212013.03.20 16:00sell60.011.513230.000000.00000
222013.03.20 16:00modify60.011.513230.000001.50923
232013.03.20 22:26t/p60.011.509230.000001.509233.951045.85
242013.03.21 14:00sell70.011.515070.000000.00000
252013.03.21 14:00modify70.011.515070.000001.51107
262013.03.27 11:18t/p70.011.511070.000001.511073.721049.57
272013.03.29 07:00sell80.011.518730.000000.00000
282013.03.29 07:00modify80.011.518730.000001.51473
292013.04.02 14:29t/p80.011.514730.000001.514733.831053.40
302013.04.05 08:00sell90.011.522710.000000.00000
312013.04.05 08:00modify90.011.522710.000001.51871
322013.04.08 07:00sell100.021.532510.000000.00000
332013.04.08 07:00modify100.021.532510.000001.52851
342013.04.08 07:00modify90.011.522710.000001.52424
352013.04.08 07:00modify100.021.532510.000001.52424
362013.04.08 21:39t/p90.011.524240.000001.52424-1.641051.77
372013.04.08 21:39t/p100.021.524240.000001.5242416.441068.21
382013.04.17 05:00sell110.011.535570.000000.00000
392013.04.17 05:00modify110.011.535570.000001.53157
402013.04.17 10:30t/p110.011.531570.000001.531573.951072.16
412013.04.18 03:00buy120.011.523630.000000.00000
422013.04.18 03:00modify120.011.523630.000001.52763
432013.04.18 14:30t/p120.011.527630.000001.527633.951076.11
442013.04.25 19:00sell130.011.542780.000000.00000
452013.04.25 19:00modify130.011.542780.000001.53878
462013.05.08 21:00sell140.021.554250.000000.00000
472013.05.08 21:00modify140.021.554250.000001.55025
482013.05.08 21:00modify130.011.542780.000001.54543
492013.05.08 21:00modify140.021.554250.000001.54543
502013.05.09 20:31t/p130.011.545430.000001.54543-3.511072.60
512013.05.09 20:31t/p140.021.545430.000001.5454317.191089.80
522013.05.14 03:00buy150.011.532550.000000.00000
532013.05.14 03:00modify150.011.532550.000001.53655
542013.06.03 17:19t/p150.011.536550.000001.536553.491093.29
552013.06.27 04:00buy160.011.533370.000000.00000
562013.06.27 04:00modify160.011.533370.000001.53737
572013.07.22 16:04t/p160.011.537370.000001.537373.431096.71
582013.07.25 12:00sell170.011.527860.000000.00000
592013.07.25 12:00modify170.011.527860.000001.52386
602013.07.30 18:32t/p170.011.523860.000001.523863.781100.49
612013.07.31 18:00buy180.011.518420.000000.00000
622013.07.31 18:00modify180.011.518420.000001.52242
632013.07.31 20:49t/p180.011.522420.000001.522423.951104.44
642013.08.05 15:00sell190.011.534060.000000.00000
652013.08.05 15:00modify190.011.534060.000001.53006
662013.08.07 09:44t/p190.011.530060.000001.530063.831108.28
672013.08.14 20:00sell200.011.551080.000000.00000
682013.08.14 20:00modify200.011.551080.000001.54708
692013.08.28 12:33t/p200.011.547080.000001.547083.141111.42
702013.08.29 22:00buy210.011.550870.000000.00000
712013.08.29 22:00modify210.011.550870.000001.55487
722013.09.02 03:54t/p210.011.554870.000001.554873.901115.32
732013.09.09 21:00sell220.011.570070.000000.00000
742013.09.09 21:00modify220.011.570070.000001.56607
752013.10.07 01:00buy230.011.604030.000000.00000
762013.10.07 01:00modify230.011.604030.000001.60803
772013.10.07 13:16t/p230.011.608030.000001.608033.951119.27
782013.10.11 21:00buy240.011.596030.000000.00000
792013.10.11 21:00modify240.011.596030.000001.60003
802013.10.14 14:40t/p240.011.600030.000001.600033.931123.20
812013.10.15 17:00buy250.011.596920.000000.00000
822013.10.15 17:00modify250.011.596920.000001.60092
832013.10.16 10:07t/p250.011.600920.000001.600923.931127.13
842013.10.18 03:00sell260.021.614390.000000.00000
852013.10.18 03:00modify260.021.614390.000001.61039
862013.10.18 03:00modify220.011.570070.000001.59462
872013.10.18 03:00modify260.021.614390.000001.59462
882013.10.23 08:00sell270.041.621360.000000.00000
892013.10.23 08:00modify270.041.621360.000001.61736
902013.10.23 08:00modify220.011.570070.000001.60704
912013.10.23 08:00modify260.021.614390.000001.60704
922013.10.23 08:00modify270.041.621360.000001.60704
932013.10.29 00:35t/p220.011.607040.000001.60704-39.901087.23
942013.10.29 00:35t/p260.021.607040.000001.6070413.561100.79
952013.10.29 00:35t/p270.041.607040.000001.6070455.701156.49
962013.10.30 06:00buy280.011.604610.000000.00000
972013.10.30 06:00modify280.011.604610.000001.60861
982013.11.06 03:12t/p280.011.608610.000001.608613.791160.28
992013.11.06 11:00sell290.011.610250.000000.00000
1002013.11.06 11:00modify290.011.610250.000001.60625
1012013.11.07 12:00t/p290.011.606250.000001.606253.781164.06
1022013.11.11 20:00buy300.011.599250.000000.00000
1032013.11.11 20:00modify300.011.599250.000001.60325
1042013.11.13 16:42t/p300.011.603250.000001.603253.901167.96
1052013.11.18 11:00sell310.011.611060.000000.00000
1062013.11.18 11:00modify310.011.611060.000001.60706
1072013.11.19 11:17t/p310.011.607060.000001.607063.891171.85
1082013.11.20 18:00sell320.011.613020.000000.00000
1092013.11.20 18:00modify320.011.613020.000001.60902
1102013.11.20 19:59t/p320.011.609020.000001.609023.951175.80
1112013.11.27 02:00sell330.011.620150.000000.00000
1122013.11.27 02:00modify330.011.620150.000001.61615
1132013.12.10 09:00sell340.021.643160.000000.00000
1142013.12.10 09:00modify340.021.643160.000001.63916
1152013.12.10 09:00modify330.011.620150.000001.63049
1162013.12.10 09:00modify340.021.643160.000001.63049
1172013.12.13 10:12t/p330.011.630490.000001.63049-11.431164.38
1182013.12.13 10:12t/p340.021.630490.000001.6304924.661189.04
1192013.12.17 19:00buy350.011.627440.000000.00000
1202013.12.17 19:00modify350.011.627440.000001.63144
1212013.12.18 09:12t/p350.011.631440.000001.631443.931192.97
1222013.12.26 03:00sell360.011.638630.000000.00000
1232013.12.26 03:00modify360.011.638630.000001.63463
1242013.12.31 11:00sell370.021.650010.000000.00000
1252013.12.31 11:00modify370.021.650010.000001.64601
1262013.12.31 11:00modify360.011.638630.000001.64122
1272013.12.31 11:00modify370.021.650010.000001.64122
1282014.01.02 15:00t/p360.011.641220.000001.64122-3.041189.93
1292014.01.02 15:00t/p370.021.641220.000001.6412217.021206.94
1302014.01.13 21:00buy380.011.639660.000000.00000
1312014.01.13 21:00modify380.011.639660.000001.64366
1322014.01.14 09:21t/p380.011.643660.000001.643663.931210.87
1332014.01.21 16:00sell390.011.646410.000000.00000
1342014.01.21 16:00modify390.011.646410.000001.64241
1352014.01.23 00:00sell400.021.656150.000000.00000
1362014.01.23 00:00modify400.021.656150.000001.65215
1372014.01.23 00:00modify390.011.646410.000001.64790
1382014.01.23 00:00modify400.021.656150.000001.64790
1392014.01.26 22:34t/p390.011.647900.000001.64790-1.831209.04
1402014.01.26 22:34t/p400.021.647900.000001.6479016.281225.33
1412014.03.06 21:00sell410.011.673670.000000.00000
1422014.03.06 21:00modify410.011.673670.000001.66967
1432014.03.10 08:01t/p410.011.669670.000001.669673.831229.16
1442014.03.17 13:00buy420.011.662470.000000.00000
1452014.03.17 13:00modify420.011.662470.000001.66647
1462014.03.17 14:11t/p420.011.666470.000001.666473.951233.11
1472014.03.20 02:00buy430.011.653980.000000.00000
1482014.03.20 02:00modify430.011.653980.000001.65798
1492014.03.25 09:00buy440.021.649120.000000.00000
1502014.03.25 09:00modify440.021.649120.000001.65312
1512014.03.25 09:00modify430.011.653980.000001.65574
1522014.03.25 09:00modify440.021.649120.000001.65574
1532014.03.26 12:31t/p430.011.655740.000001.655741.621234.73
1542014.03.26 12:31t/p440.021.655740.000001.6557413.091247.83
1552014.03.31 23:00sell450.011.666260.000000.00000
1562014.03.31 23:00modify450.011.666260.000001.66226
1572014.04.01 14:26t/p450.011.662260.000001.662263.891251.72
1582014.04.15 20:00sell460.011.672300.000000.00000
1592014.04.15 20:00modify460.011.672300.000001.66830
1602014.04.21 01:00sell470.021.679540.000000.00000
1612014.04.21 01:00modify470.021.679540.000001.67554
1622014.04.21 01:00modify460.011.672300.000001.67213
1632014.04.21 01:00modify470.021.679540.000001.67213
1642014.05.05 08:00sell480.041.686950.000000.00000
1652014.05.05 08:00modify480.041.686950.000001.68295
1662014.05.05 08:00modify460.011.672300.000001.67774
1672014.05.05 08:00modify470.021.679540.000001.67774
1682014.05.05 08:00modify480.041.686950.000001.67774
1692014.05.14 02:00buy490.011.683210.000000.00000
1702014.05.14 02:00modify490.011.683210.000001.68721
1712014.05.14 10:29t/p490.011.687210.000001.687213.951255.67
1722014.05.14 11:31t/p460.011.677740.000001.67774-7.161248.51
1732014.05.14 11:31t/p470.021.677740.000001.677740.851249.36
1742014.05.14 11:31t/p480.041.677740.000001.6777434.571283.93
1752014.05.14 18:00buy500.011.678440.000000.00000
1762014.05.14 18:00modify500.011.678440.000001.68244
1772014.05.16 14:58t/p500.011.682440.000001.682443.861287.78