Strategy Tester Report
Mix Skalper v04.00
Goforex-Live04 (Build 646)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период1 Минута (M1) 2014.01.01 22:00 - 2014.06.24 23:59 (2014.01.01 - 2014.06.25)
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_ra0azp_TMA_Stoh_tral_Bu-6_2013-2014"; n12="1.2 Служебные настройки"; Magic=65014795; Repeats=3; Alternation=false; IspolnenieECN=true; WorkOnlyNewBar=false; ColorForBuy=DeepSkyBlue; ColorForSell=Red; DelayAtLoss=0; DelayAtProfit=0; DelayAtAll=0; DelayAtOpen=0; CommentToOrder="Skalper_v03.37"; timer=false; n13="1.3 Контрольные настройки к системе весов(сигналов)"; Porog=4; PorogClose=4; 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=0; StepToProfit=0; n24="2.4 Усреднитель"; UsredOn=false; AllNap=false; MinPointUsred=28; OdrerLimitUsred=6; OsnTPForUsred=160; OsnSLForUsred=0; UsredSLLimit=100; n3="3 Открытие сделки."; n31="3.1 Настройки ММ"; FixLot=0.1; ProtsD=0; StepFromDepo=0; ExpMart=false; KopLoss=false; MadMart=false; MadMartLimit=4; MartLimit=4; MartMult=1.3; 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=true; 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=false; 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=false; 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=true; 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; n3319="3.3.19 Ozymandias II";
Баров в истории177707Смоделировано тиков4402417Качество моделирования25.00%
Ошибки рассогласования графиков0
Начальный депозит5000.00Спред30
Чистая прибыль460.04Общая прибыль870.21Общий убыток-410.16
Прибыльность2.12Матожидание выигрыша7.42
Абсолютная просадка45.78Максимальная просадка226.39 (4.37%)Относительная просадка4.37% (226.39)
Всего сделок62Короткие позиции (% выигравших)40 (95.00%)Длинные позиции (% выигравших)22 (72.73%)
Прибыльные сделки (% от всех)54 (87.10%)Убыточные сделки (% от всех)8 (12.90%)
Самая большаяприбыльная сделка18.00убыточная сделка-126.30
Средняяприбыльная сделка16.11убыточная сделка-51.27
Максимальное количествонепрерывных выигрышей (прибыль)16 (260.60)непрерывных проигрышей (убыток)1 (-126.30)
Максимальнаянепрерывная прибыль (число выигрышей)260.60 (16)непрерывный убыток (число проигрышей)-126.30 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12014.01.03 09:30sell10.101.644760.000000.00000
22014.01.03 09:30modify10.101.644760.000001.64296
32014.01.03 12:22t/p10.101.642960.000001.6429618.005018.00
42014.01.06 03:37sell20.101.636380.000000.00000
52014.01.06 03:37modify20.101.636380.000001.63458
62014.01.06 09:32t/p20.101.634580.000001.6345818.005036.00
72014.01.07 00:33buy30.101.640950.000000.00000
82014.01.07 00:33modify30.101.640950.000001.64275
92014.01.07 02:06close30.101.640140.000001.64275-8.105027.90
102014.01.07 02:06sell40.101.640140.000000.00000
112014.01.07 02:06modify40.101.640140.000001.63834
122014.01.07 09:10t/p40.101.638340.000001.6383418.005045.90
132014.01.10 00:35sell50.101.647810.000000.00000
142014.01.10 00:35modify50.101.647810.000001.64601
152014.01.10 07:45close50.101.647050.000001.646017.605053.50
162014.01.10 07:45buy60.101.647050.000000.00000
172014.01.10 07:45modify60.101.647050.000001.64885
182014.01.10 13:55t/p60.101.648850.000001.6488518.005071.50
192014.01.13 15:51sell70.101.637950.000000.00000
202014.01.13 15:51modify70.101.637950.000001.63615
212014.01.13 18:44t/p70.101.636150.000001.6361518.005089.50
222014.01.14 00:39sell80.101.638960.000000.00000
232014.01.14 00:39modify80.101.638960.000001.63716
242014.01.14 07:15t/p80.101.637160.000001.6371618.005107.50
252014.01.17 20:47buy90.101.641030.000000.00000
262014.01.17 20:47modify90.101.641030.000001.64283
272014.01.20 06:15t/p90.101.642830.000001.6428317.565125.06
282014.01.20 14:06sell100.101.643330.000000.00000
292014.01.20 14:06modify100.101.643330.000001.64153
302014.01.21 01:43t/p100.101.641530.000001.6415317.325142.38
312014.01.24 02:05sell110.101.662700.000000.00000
322014.01.24 02:05modify110.101.662700.000001.66090
332014.01.24 11:19t/p110.101.660900.000001.6609018.005160.38
342014.01.27 02:50sell120.101.649770.000000.00000
352014.01.27 02:50modify120.101.649770.000001.64797
362014.01.30 09:26close120.101.649210.000001.647972.225162.61
372014.01.30 09:26buy130.101.649210.000000.00000
382014.01.30 09:26modify130.101.649210.000001.65101
392014.01.30 14:01t/p130.101.651010.000001.6510118.005180.61
402014.01.31 18:56buy140.101.644890.000000.00000
412014.01.31 18:56modify140.101.644890.000001.64669
422014.02.04 10:14close140.101.634060.000001.64669-109.185071.42
432014.02.04 10:14sell150.101.634060.000000.00000
442014.02.04 10:14modify150.101.634060.000001.63226
452014.02.04 11:56t/p150.101.632260.000001.6322618.005089.42
462014.02.05 07:07buy160.101.632770.000000.00000
472014.02.05 07:07modify160.101.632770.000001.63457
482014.02.06 16:43t/p160.101.634570.000001.6345716.675106.09
492014.02.10 15:07buy170.101.639300.000000.00000
502014.02.10 15:07modify170.101.639300.000001.64110
512014.02.10 16:25t/p170.101.641100.000001.6411018.005124.09
522014.02.14 01:07sell180.101.665610.000000.00000
532014.02.14 01:07modify180.101.665610.000001.66381
542014.02.20 07:44close180.101.668030.000001.66381-28.255095.84
552014.02.20 07:44buy190.101.668030.000000.00000
562014.02.20 07:44modify190.101.668030.000001.66983
572014.02.20 13:49t/p190.101.669830.000001.6698318.005113.84
582014.02.20 16:50buy200.101.664680.000000.00000
592014.02.20 16:50modify200.101.664680.000001.66648
602014.02.20 23:43close200.101.665870.000001.6664811.905125.74
612014.02.20 23:43sell210.101.665870.000000.00000
622014.02.20 23:43modify210.101.665870.000001.66407
632014.02.21 05:44t/p210.101.664070.000001.6640717.325143.07
642014.02.25 19:01buy220.101.668550.000000.00000
652014.02.25 19:01modify220.101.668550.000001.67035
662014.02.28 07:05t/p220.101.670350.000001.6703515.795158.85
672014.02.28 09:15buy230.101.672500.000000.00000
682014.02.28 09:15modify230.101.672500.000001.67430
692014.02.28 10:00t/p230.101.674300.000001.6743018.005176.85
702014.02.28 21:05buy240.101.674260.000000.00000
712014.02.28 21:05modify240.101.674260.000001.67606
722014.03.03 04:24close240.101.674780.000001.676064.765181.61
732014.03.03 04:24sell250.101.674780.000000.00000
742014.03.03 04:24modify250.101.674780.000001.67298
752014.03.03 07:59t/p250.101.672980.000001.6729818.005199.61
762014.03.06 02:23sell260.101.671930.000000.00000
772014.03.06 02:23modify260.101.671930.000001.67013
782014.03.06 12:45t/p260.101.670130.000001.6701318.005217.61
792014.03.07 18:38sell270.101.673200.000000.00000
802014.03.07 18:38modify270.101.673200.000001.67140
812014.03.10 07:59t/p270.101.671400.000001.6714017.325234.94
822014.03.13 23:57sell280.101.662280.000000.00000
832014.03.13 23:57modify280.101.662280.000001.66048
842014.03.14 07:13t/p280.101.660480.000001.6604817.325252.26
852014.03.18 06:10sell290.101.663770.000000.00000
862014.03.18 06:10modify290.101.663770.000001.66197
872014.03.18 07:45t/p290.101.661970.000001.6619718.005270.26
882014.03.19 15:49sell300.101.663280.000000.00000
892014.03.19 15:49modify300.101.663280.000001.66148
902014.03.19 18:00t/p300.101.661480.000001.6614818.005288.26
912014.03.25 18:01buy310.101.652980.000000.00000
922014.03.25 18:01modify310.101.652980.000001.65478
932014.03.26 08:04t/p310.101.654780.000001.6547817.565305.82
942014.04.01 13:28sell320.101.664070.000000.00000
952014.04.01 13:28modify320.101.664070.000001.66227
962014.04.03 08:29t/p320.101.662270.000001.6622715.305321.12
972014.04.03 20:19sell330.101.659670.000000.00000
982014.04.03 20:19modify330.101.659670.000001.65787
992014.04.04 09:55t/p330.101.657870.000001.6578717.325338.44
1002014.04.04 09:55buy340.101.657840.000000.00000
1012014.04.04 09:55modify340.101.657840.000001.65964
1022014.04.04 12:53t/p340.101.659640.000001.6596418.005356.44
1032014.04.08 05:10sell350.101.661840.000000.00000
1042014.04.08 05:10modify350.101.661840.000001.66004
1052014.04.08 18:45close350.101.674470.000001.66004-126.305230.14
1062014.04.08 18:45buy360.101.674470.000000.00000
1072014.04.08 18:45modify360.101.674470.000001.67627
1082014.04.09 01:35close360.101.674520.000001.676270.065230.20
1092014.04.09 01:35sell370.101.674520.000000.00000
1102014.04.09 01:35modify370.101.674520.000001.67272
1112014.04.09 09:20t/p370.101.672720.000001.6727218.005248.20
1122014.04.10 06:26buy380.101.678460.000000.00000
1132014.04.10 06:26modify380.101.678460.000001.68026
1142014.04.11 15:35close380.101.673130.000001.68026-53.745194.46
1152014.04.11 15:35sell390.101.673130.000000.00000
1162014.04.11 15:35modify390.101.673130.000001.67133
1172014.04.14 11:15t/p390.101.671330.000001.6713317.325211.78
1182014.04.17 17:00sell400.101.679780.000000.00000
1192014.04.17 17:00modify400.101.679780.000001.67798
1202014.04.17 23:57t/p400.101.677980.000001.6779818.005229.78
1212014.04.18 20:13sell410.101.679330.000000.00000
1222014.04.18 20:13modify410.101.679330.000001.67753
1232014.04.23 14:45t/p410.101.677530.000001.6775315.975245.76
1242014.04.24 03:59sell420.101.678800.000000.00000
1252014.04.24 03:59modify420.101.678800.000001.67700
1262014.04.24 12:48t/p420.101.677000.000001.6770018.005263.76
1272014.04.25 09:02sell430.101.681350.000000.00000
1282014.04.25 09:02modify430.101.681350.000001.67955
1292014.04.28 00:14t/p430.101.679550.000001.6795517.325281.08
1302014.05.01 18:57sell440.101.689300.000000.00000
1312014.05.01 18:57modify440.101.689300.000001.68750
1322014.05.02 09:59t/p440.101.687500.000001.6875017.325298.41
1332014.05.05 08:09sell450.101.687130.000000.00000
1342014.05.05 08:09modify450.101.687130.000001.68533
1352014.05.09 12:17t/p450.101.685330.000001.6853313.955312.35
1362014.05.09 13:23sell460.101.686430.000000.00000
1372014.05.09 13:23modify460.101.686430.000001.68463
1382014.05.09 14:35t/p460.101.684630.000001.6846318.005330.35
1392014.05.12 00:45buy470.101.685380.000000.00000
1402014.05.12 00:45modify470.101.685380.000001.68718
1412014.05.12 06:34t/p470.101.687180.000001.6871818.005348.35
1422014.05.13 09:33sell480.101.686010.000000.00000
1432014.05.13 09:33modify480.101.686010.000001.68421
1442014.05.13 10:13t/p480.101.684210.000001.6842118.005366.35
1452014.05.14 02:25sell490.101.683750.000000.00000
1462014.05.14 02:25modify490.101.683750.000001.68195
1472014.05.14 08:53t/p490.101.681950.000001.6819518.005384.35
1482014.05.16 18:40buy500.101.681840.000000.00000
1492014.05.16 18:40modify500.101.681840.000001.68364
1502014.05.16 20:58close500.101.681520.000001.68364-3.205381.15
1512014.05.16 20:58sell510.101.681520.000000.00000
1522014.05.16 20:58modify510.101.681520.000001.67972
1532014.05.20 01:06close510.101.681220.000001.679721.655382.80
1542014.05.20 01:06buy520.101.681220.000000.00000
1552014.05.20 01:06modify520.101.681220.000001.68302
1562014.05.20 07:52t/p520.101.683020.000001.6830218.005400.80
1572014.05.21 15:25buy530.101.687300.000000.00000
1582014.05.21 15:25modify530.101.687300.000001.68910
1592014.05.21 18:42t/p530.101.689100.000001.6891018.005418.80
1602014.05.22 04:53sell540.101.688930.000000.00000
1612014.05.22 04:53modify540.101.688930.000001.68713
1622014.05.22 08:42t/p540.101.687130.000001.6871318.005436.80
1632014.05.27 11:19sell550.101.683190.000000.00000
1642014.05.27 11:19modify550.101.683190.000001.68139
1652014.05.27 12:30t/p550.101.681390.000001.6813918.005454.80
1662014.06.02 00:03buy560.101.675270.000000.00000
1672014.06.02 00:03modify560.101.675270.000001.67707
1682014.06.02 04:55close560.101.674080.000001.67707-11.905442.90
1692014.06.02 04:55sell570.101.674080.000000.00000
1702014.06.02 04:55modify570.101.674080.000001.67228
1712014.06.04 01:21t/p570.101.672280.000001.6722816.655459.55
1722014.06.05 16:28sell580.101.680290.000000.00000
1732014.06.05 16:28modify580.101.680290.000001.67849
1742014.06.06 14:01t/p580.101.678490.000001.6784917.325476.88
1752014.06.16 18:43sell590.101.697870.000000.00000
1762014.06.16 18:43modify590.101.697870.000001.69607
1772014.06.17 08:30t/p590.101.696070.000001.6960717.325494.20
1782014.06.17 11:51sell600.101.698140.000000.00000
1792014.06.17 11:51modify600.101.698140.000001.69634
1802014.06.17 12:40t/p600.101.696340.000001.6963418.005512.20
1812014.06.17 16:55sell610.101.696660.000000.00000
1822014.06.17 16:55modify610.101.696660.000001.69486
1832014.06.18 08:40t/p610.101.694860.000001.6948617.325529.53
1842014.06.20 06:36buy620.101.704780.000000.00000
1852014.06.20 06:36modify620.101.704780.000001.70658
1862014.06.24 23:59close at stop620.101.697920.000001.70658-69.485460.04