Strategy Tester Report
Mix Skalper v03.37
RVDMarkets-Demo ECN (Build 646)
| Символ | USDJPY (US Dollar vs Japanese Yen) | ||||
| Период | 1 Час (H1) 2013.01.13 22:00 - 2014.05.16 22:00 (2013.01.13 - 2014.05.17) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | o1="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=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 истории | 8545 | Смоделировано тиков | 43598037 | Качество моделирования | 90.00% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 1000.00 | Спред | 5 | ||
| Чистая прибыль | 163.78 | Общая прибыль | 200.55 | Общий убыток | -36.78 |
| Прибыльность | 5.45 | Матожидание выигрыша | 4.96 | ||
| Абсолютная просадка | 21.79 | Максимальная просадка | 87.08 (8.04%) | Относительная просадка | 8.04% (87.08) |
| Всего сделок | 33 | Короткие позиции (% выигравших) | 21 (85.71%) | Длинные позиции (% выигравших) | 12 (83.33%) |
| Прибыльные сделки (% от всех) | 28 (84.85%) | Убыточные сделки (% от всех) | 5 (15.15%) | ||
| Самая большая | прибыльная сделка | 45.98 | убыточная сделка | -9.83 | |
| Средняя | прибыльная сделка | 7.16 | убыточная сделка | -7.36 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 16 (96.18) | непрерывных проигрышей (убыток) | 2 (-17.64) | |
| Максимальная | непрерывная прибыль (число выигрышей) | 96.18 (16) | непрерывный убыток (число проигрышей) | -17.64 (2) | |
| Средний | непрерывный выигрыш | 7 | непрерывный проигрыш | 1 | |
| № | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2013.02.15 20:00 | sell | 1 | 0.01 | 93.419 | 0.000 | 0.000 | ||
| 2 | 2013.02.15 20:00 | modify | 1 | 0.01 | 93.419 | 0.000 | 93.019 | ||
| 3 | 2013.02.21 11:19 | t/p | 1 | 0.01 | 93.019 | 0.000 | 93.019 | 4.03 | 1004.03 |
| 4 | 2013.03.04 03:00 | sell | 2 | 0.01 | 93.340 | 0.000 | 0.000 | ||
| 5 | 2013.03.04 03:00 | modify | 2 | 0.01 | 93.340 | 0.000 | 92.940 | ||
| 6 | 2013.03.05 05:32 | t/p | 2 | 0.01 | 92.940 | 0.000 | 92.940 | 4.21 | 1008.25 |
| 7 | 2013.03.07 04:00 | sell | 3 | 0.01 | 93.823 | 0.000 | 0.000 | ||
| 8 | 2013.03.07 04:00 | modify | 3 | 0.01 | 93.823 | 0.000 | 93.423 | ||
| 9 | 2013.03.21 01:00 | sell | 4 | 0.02 | 95.868 | 0.000 | 0.000 | ||
| 10 | 2013.03.21 01:00 | modify | 4 | 0.02 | 95.868 | 0.000 | 95.468 | ||
| 11 | 2013.03.21 01:00 | modify | 3 | 0.01 | 93.823 | 0.000 | 94.686 | ||
| 12 | 2013.03.21 01:00 | modify | 4 | 0.02 | 95.868 | 0.000 | 94.686 | ||
| 13 | 2013.03.21 18:03 | t/p | 3 | 0.01 | 94.686 | 0.000 | 94.686 | -9.67 | 998.58 |
| 14 | 2013.03.21 18:03 | t/p | 4 | 0.02 | 94.686 | 0.000 | 94.686 | 24.87 | 1023.45 |
| 15 | 2013.03.22 12:00 | buy | 5 | 0.01 | 94.823 | 0.000 | 0.000 | ||
| 16 | 2013.03.22 12:00 | modify | 5 | 0.01 | 94.823 | 0.000 | 95.223 | ||
| 17 | 2013.04.04 08:27 | t/p | 5 | 0.01 | 95.223 | 0.000 | 95.223 | 3.89 | 1027.34 |
| 18 | 2013.04.16 19:00 | sell | 6 | 0.01 | 97.564 | 0.000 | 0.000 | ||
| 19 | 2013.04.16 19:00 | modify | 6 | 0.01 | 97.564 | 0.000 | 97.164 | ||
| 20 | 2013.04.17 13:00 | sell | 7 | 0.02 | 97.918 | 0.000 | 0.000 | ||
| 21 | 2013.04.17 13:00 | modify | 7 | 0.02 | 97.918 | 0.000 | 97.518 | ||
| 22 | 2013.04.17 13:00 | modify | 6 | 0.01 | 97.564 | 0.000 | 97.300 | ||
| 23 | 2013.04.17 13:00 | modify | 7 | 0.02 | 97.918 | 0.000 | 97.300 | ||
| 24 | 2013.04.17 18:29 | t/p | 6 | 0.01 | 97.300 | 0.000 | 97.300 | 2.62 | 1029.96 |
| 25 | 2013.04.17 18:29 | t/p | 7 | 0.02 | 97.300 | 0.000 | 97.300 | 12.60 | 1042.56 |
| 26 | 2013.04.24 05:00 | sell | 8 | 0.01 | 99.334 | 0.000 | 0.000 | ||
| 27 | 2013.04.24 05:00 | modify | 8 | 0.01 | 99.334 | 0.000 | 98.934 | ||
| 28 | 2013.04.26 04:09 | t/p | 8 | 0.01 | 98.934 | 0.000 | 98.934 | 3.84 | 1046.40 |
| 29 | 2013.04.26 21:00 | buy | 9 | 0.01 | 98.218 | 0.000 | 0.000 | ||
| 30 | 2013.04.26 21:00 | modify | 9 | 0.01 | 98.218 | 0.000 | 98.618 | ||
| 31 | 2013.05.03 14:30 | t/p | 9 | 0.01 | 98.618 | 0.000 | 98.618 | 3.87 | 1050.27 |
| 32 | 2013.05.05 23:00 | sell | 10 | 0.01 | 99.167 | 0.000 | 0.000 | ||
| 33 | 2013.05.05 23:00 | modify | 10 | 0.01 | 99.167 | 0.000 | 98.767 | ||
| 34 | 2013.05.08 00:41 | t/p | 10 | 0.01 | 98.767 | 0.000 | 98.767 | 3.89 | 1054.16 |
| 35 | 2013.05.26 23:00 | buy | 11 | 0.01 | 101.028 | 0.000 | 0.000 | ||
| 36 | 2013.05.26 23:00 | modify | 11 | 0.01 | 101.028 | 0.000 | 101.428 | ||
| 37 | 2013.05.28 02:10 | t/p | 11 | 0.01 | 101.428 | 0.000 | 101.428 | 3.85 | 1058.01 |
| 38 | 2013.05.31 02:00 | buy | 12 | 0.01 | 101.117 | 0.000 | 0.000 | ||
| 39 | 2013.05.31 02:00 | modify | 12 | 0.01 | 101.117 | 0.000 | 101.517 | ||
| 40 | 2013.06.26 05:00 | sell | 13 | 0.01 | 97.818 | 0.000 | 0.000 | ||
| 41 | 2013.06.26 05:00 | modify | 13 | 0.01 | 97.818 | 0.000 | 97.418 | ||
| 42 | 2013.06.26 08:02 | t/p | 13 | 0.01 | 97.418 | 0.000 | 97.418 | 4.06 | 1062.07 |
| 43 | 2013.07.08 01:43 | t/p | 12 | 0.01 | 101.517 | 0.000 | 101.517 | 3.16 | 1065.24 |
| 44 | 2013.07.11 10:00 | buy | 14 | 0.01 | 99.300 | 0.000 | 0.000 | ||
| 45 | 2013.07.11 10:00 | modify | 14 | 0.01 | 99.300 | 0.000 | 99.700 | ||
| 46 | 2013.07.15 10:19 | t/p | 14 | 0.01 | 99.700 | 0.000 | 99.700 | 3.92 | 1069.16 |
| 47 | 2013.07.31 16:00 | buy | 15 | 0.01 | 98.384 | 0.000 | 0.000 | ||
| 48 | 2013.07.31 16:00 | modify | 15 | 0.01 | 98.384 | 0.000 | 98.784 | ||
| 49 | 2013.08.01 09:00 | t/p | 15 | 0.01 | 98.784 | 0.000 | 98.784 | 3.94 | 1073.10 |
| 50 | 2013.08.02 06:00 | sell | 16 | 0.01 | 99.319 | 0.000 | 0.000 | ||
| 51 | 2013.08.02 06:00 | modify | 16 | 0.01 | 99.319 | 0.000 | 98.919 | ||
| 52 | 2013.08.02 14:42 | t/p | 16 | 0.01 | 98.919 | 0.000 | 98.919 | 3.99 | 1077.09 |
| 53 | 2013.08.05 15:00 | buy | 17 | 0.01 | 98.633 | 0.000 | 0.000 | ||
| 54 | 2013.08.05 15:00 | modify | 17 | 0.01 | 98.633 | 0.000 | 99.033 | ||
| 55 | 2013.08.06 07:00 | buy | 18 | 0.02 | 98.249 | 0.000 | 0.000 | ||
| 56 | 2013.08.06 07:00 | modify | 18 | 0.02 | 98.249 | 0.000 | 98.649 | ||
| 57 | 2013.08.06 07:00 | modify | 17 | 0.01 | 98.633 | 0.000 | 98.877 | ||
| 58 | 2013.08.06 07:00 | modify | 18 | 0.02 | 98.249 | 0.000 | 98.877 | ||
| 59 | 2013.08.23 01:43 | t/p | 17 | 0.01 | 98.877 | 0.000 | 98.877 | 2.02 | 1079.10 |
| 60 | 2013.08.23 01:43 | t/p | 18 | 0.02 | 98.877 | 0.000 | 98.877 | 11.83 | 1090.94 |
| 61 | 2013.09.23 20:00 | buy | 19 | 0.01 | 98.891 | 0.000 | 0.000 | ||
| 62 | 2013.09.23 20:00 | modify | 19 | 0.01 | 98.891 | 0.000 | 99.291 | ||
| 63 | 2013.10.11 10:00 | sell | 20 | 0.01 | 98.293 | 0.000 | 0.000 | ||
| 64 | 2013.10.11 10:00 | modify | 20 | 0.01 | 98.293 | 0.000 | 97.893 | ||
| 65 | 2013.10.17 10:00 | t/p | 20 | 0.01 | 97.893 | 0.000 | 97.893 | 3.82 | 1094.76 |
| 66 | 2013.10.25 01:00 | buy | 21 | 0.02 | 97.397 | 0.000 | 0.000 | ||
| 67 | 2013.10.25 01:00 | modify | 21 | 0.02 | 97.397 | 0.000 | 97.797 | ||
| 68 | 2013.10.25 01:00 | modify | 19 | 0.01 | 98.891 | 0.000 | 98.395 | ||
| 69 | 2013.10.25 01:00 | modify | 21 | 0.02 | 97.397 | 0.000 | 98.395 | ||
| 70 | 2013.10.30 18:02 | t/p | 19 | 0.01 | 98.395 | 0.000 | 98.395 | -5.84 | 1088.92 |
| 71 | 2013.10.30 18:02 | t/p | 21 | 0.02 | 98.395 | 0.000 | 98.395 | 20.07 | 1108.99 |
| 72 | 2013.11.01 00:00 | sell | 22 | 0.01 | 98.330 | 0.000 | 0.000 | ||
| 73 | 2013.11.01 00:00 | modify | 22 | 0.01 | 98.330 | 0.000 | 97.930 | ||
| 74 | 2013.11.01 03:47 | t/p | 22 | 0.01 | 97.930 | 0.000 | 97.930 | 4.03 | 1113.02 |
| 75 | 2013.11.06 08:00 | sell | 23 | 0.01 | 98.575 | 0.000 | 0.000 | ||
| 76 | 2013.11.06 08:00 | modify | 23 | 0.01 | 98.575 | 0.000 | 98.175 | ||
| 77 | 2013.11.07 18:27 | t/p | 23 | 0.01 | 98.175 | 0.000 | 98.175 | 3.91 | 1116.93 |
| 78 | 2013.11.07 22:00 | buy | 24 | 0.01 | 98.081 | 0.000 | 0.000 | ||
| 79 | 2013.11.07 22:00 | modify | 24 | 0.01 | 98.081 | 0.000 | 98.481 | ||
| 80 | 2013.11.08 13:30 | t/p | 24 | 0.01 | 98.481 | 0.000 | 98.481 | 3.99 | 1120.92 |
| 81 | 2013.12.12 12:00 | sell | 25 | 0.01 | 102.687 | 0.000 | 0.000 | ||
| 82 | 2013.12.12 12:00 | modify | 25 | 0.01 | 102.687 | 0.000 | 102.287 | ||
| 83 | 2013.12.12 14:00 | sell | 26 | 0.02 | 102.987 | 0.000 | 0.000 | ||
| 84 | 2013.12.12 14:00 | modify | 26 | 0.02 | 102.987 | 0.000 | 102.587 | ||
| 85 | 2013.12.12 14:00 | modify | 25 | 0.01 | 102.687 | 0.000 | 102.387 | ||
| 86 | 2013.12.12 14:00 | modify | 26 | 0.02 | 102.987 | 0.000 | 102.387 | ||
| 87 | 2014.01.21 07:00 | sell | 27 | 0.04 | 104.540 | 0.000 | 0.000 | ||
| 88 | 2014.01.21 07:00 | modify | 27 | 0.04 | 104.540 | 0.000 | 104.140 | ||
| 89 | 2014.01.21 07:00 | modify | 25 | 0.01 | 102.687 | 0.000 | 103.332 | ||
| 90 | 2014.01.21 07:00 | modify | 26 | 0.02 | 102.987 | 0.000 | 103.332 | ||
| 91 | 2014.01.21 07:00 | modify | 27 | 0.04 | 104.540 | 0.000 | 103.332 | ||
| 92 | 2014.01.23 18:37 | t/p | 25 | 0.01 | 103.332 | 0.000 | 103.332 | -7.81 | 1113.11 |
| 93 | 2014.01.23 18:37 | t/p | 26 | 0.02 | 103.332 | 0.000 | 103.332 | -9.83 | 1103.28 |
| 94 | 2014.01.23 18:37 | t/p | 27 | 0.04 | 103.332 | 0.000 | 103.332 | 45.98 | 1149.26 |
| 95 | 2014.02.12 01:00 | sell | 28 | 0.01 | 102.463 | 0.000 | 0.000 | ||
| 96 | 2014.02.12 01:00 | modify | 28 | 0.01 | 102.463 | 0.000 | 102.063 | ||
| 97 | 2014.02.13 05:10 | t/p | 28 | 0.01 | 102.063 | 0.000 | 102.063 | 3.76 | 1153.02 |
| 98 | 2014.02.18 04:00 | sell | 29 | 0.01 | 102.402 | 0.000 | 0.000 | ||
| 99 | 2014.02.18 04:00 | modify | 29 | 0.01 | 102.402 | 0.000 | 102.002 | ||
| 100 | 2014.02.19 11:35 | t/p | 29 | 0.01 | 102.002 | 0.000 | 102.002 | 3.83 | 1156.86 |
| 101 | 2014.03.24 11:00 | sell | 30 | 0.01 | 102.424 | 0.000 | 0.000 | ||
| 102 | 2014.03.24 11:00 | modify | 30 | 0.01 | 102.424 | 0.000 | 102.024 | ||
| 103 | 2014.03.26 17:47 | t/p | 30 | 0.01 | 102.024 | 0.000 | 102.024 | 3.80 | 1160.65 |
| 104 | 2014.04.23 00:00 | sell | 31 | 0.01 | 102.592 | 0.000 | 0.000 | ||
| 105 | 2014.04.23 00:00 | modify | 31 | 0.01 | 102.592 | 0.000 | 102.288 | ||
| 106 | 2014.04.23 11:51 | t/p | 31 | 0.01 | 102.288 | 0.000 | 102.288 | 2.92 | 1163.57 |
| 107 | 2014.04.29 17:00 | sell | 32 | 0.01 | 102.549 | 0.000 | 0.000 | ||
| 108 | 2014.04.29 17:00 | modify | 32 | 0.01 | 102.549 | 0.000 | 102.149 | ||
| 109 | 2014.04.30 16:59 | t/p | 32 | 0.01 | 102.149 | 0.000 | 102.149 | 3.83 | 1167.41 |
| 110 | 2014.05.14 23:00 | buy | 33 | 0.01 | 101.887 | 0.000 | 0.000 | ||
| 111 | 2014.05.14 23:00 | modify | 33 | 0.01 | 101.887 | 0.000 | 102.247 | ||
| 112 | 2014.05.16 22:54 | close at stop | 33 | 0.01 | 101.532 | 0.000 | 102.247 | -3.63 | 1163.78 |