| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 1 Minute (M1) 2012.01.01 22:00 - 2017.01.19 23:59 (2016.01.01 - 2017.01.12) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | main_settings_1_41_1010_00_58_24_12_2016="Общие настройки и управление торгами"; TradeSell=true;
TradeBuy=true;
S_OpenFirstOrder=true;
B_OpenFirstOrder=true;
S_CloseAllOrders=false;
B_CloseAllOrders=false;
S_PauseOnClose=0; B_PauseOnClose=0; MagicNumber=1110; AddComment=""; ReflectSellSettingsToBuy=true;
filters_part_1_41_1010_00_58_24_12_2016="Фильтры спрэда и одновременно торгуемых пар и валют"; MaxSpread=5; MaxSpreadStopTradingTimining=30; MinLeverage=0; MinTimeStep=0; MaxTradePairs=0; CurrencyBlock=0; trade_control_by_drawdown_1_41_1010_00_58_24_12_2016="Управление торгами в зависимости от просадки"; No1Order_ByDrawdownPercent=0; No1Order_ByDrawdownPercent_Off=0; StopTrade_ByDrawdownPercent=0; StopTrade_ByDrawdownPercent_Off=0; StopTrade_ByDrawdownMoney=0; StopTrade_ByDrawdownMoney_Off=0; CloseAllOrders_ByProfitPercent=0; CloseAllOrders_ByProfitMoney=0; CloseAllOrders_ByDrawdownPercent=0; CloseAllOrders_ByDrawdownMoney=0; CloseAllOrders_ByDrawdown_StopTrade=false;
sell_step_settings_1_41_1010_00_58_24_12_2016="SELL сетки - настройки шагов, количества колен и длины"; S_MaxOpenOrders=12; S_GridStep=18; S_GridLevel=7; S_GridStep_AddPips=1; S_GridStep_Level2=0; S_GridStep_Level2_AddPips=0; S_GridStop=0; sell_lot_settings_1_41_1010_00_58_24_12_2016="SELL сетки - min ордер и множители лота всех колен"; S_CurrencyForMinLot=0; S_MinLot=0.01; S_Mult=1.8; S_MultStart=3; S_MultLevel2=5; S_MultCorr=0.025; S_MultLevel3=0; S_MultСorrLevel3=0; S_MultStop=0; S_MaxLotCoef=0; sell_tp_settings_1_41_1010_00_58_24_12_2016="SELL сетки: настройки TP (чистая прибыль) --> [уровень_БУ]+ТР"; S_TakeProffit=17; S_TakeProffit_Level1=6; S_TakeProffit_Level1Corr=1; S_TakeProffit_Level1_5=10; S_TakeProffit_Level1_5Corr=-1; S_TakeProffit_Level2=0; S_TakeProffit_Level2FixPips=0; buy_step_settings_1_41_1010_00_58_24_12_2016="BUY сетки - настройки шагов, количества колен и длины"; B_MaxOpenOrders=15; B_GridStep=16; B_GridLevel=6; B_GridStep_AddPips=1; B_GridStep_Level2=10; B_GridStep_Level2_AddPips=6; B_GridStop=0; buy_lot_settings_1_41_1010_00_58_24_12_2016="BUY сетки - min ордер и множители лота всех колен"; B_CurrencyForMinLot=15000; B_MinLot=0.01; B_Mult=1.8; B_MultStart=3; B_MultLevel2=11; B_MultCorr=0.02; B_MultLevel3=0; B_MultСorrLevel3=0; B_MultStop=0; B_MaxLotCoef=0; buy_tp_settings_1_41_1010_00_58_24_12_2016="BUY сетки: настройки TP (прибыль) --> [уровень_БУ]+ТР"; B_TakeProffit=14; B_TakeProffit_Level1=6; B_TakeProffit_Level1Corr=1; B_TakeProffit_Level1_5=0; B_TakeProffit_Level1_5Corr=0; B_TakeProffit_Level2=0; B_TakeProffit_Level2FixPips=0; without_indicator_settings_1_41_1010_00_58_24_12_2016="Настройки параметров и фильтров безиндикаторного входа"; CandlesToOpen1Order=4; CandlesToOpen1Order_OpenClose=true;
CandlesToOpen1Order_MinPips=10; CandlesToOpen1Order_MaxPips=60; ReversSignalToOpen1Order=true;
gap_settings_1_41_1010_00_58_24_12_2016="Настройки блока выявления и обработки гэпов"; GapMaxStopOrders=3; GapMinDistanceFromMarket=4; S_GapMinPips=10; S_GapMinPercent=0; S_GapLotKoef=0.5; S_GapLastOrderKoef=2; B_GapMinPips=10; B_GapMinPercent=0; B_GapLotKoef=0.5; B_GapLastOrderKoef=2; vol_filter_settings_1_41_1010_00_58_24_12_2016="Фильтр - Запрет открывать ордера, если импульс"; VolCandleMaxSize=8; VolStopTradeTimining=60; sheduler_settings_1_41_1010_00_58_24_12_2016="Настройки планировщиков торговли - их 5 разных"; sheduler_trade_week_settings_1_41_1010_00_58_24_12_2016="№1 Еженедельно: можно открывать 1-е ордера со Start_дня|время по End_день|время"; TradeStartHour=0; TradeStartMinute=0; TradeEndHour=12; TradeEndMinute=0; sheduler_trade_day_settings_1_41_1010_00_58_24_12_2016="№2 Ежедневно: можно открывать 1-е ордера сеток - 5 интервалов"; IntraDay1StartHour=0; IntraDay1StartMinute=0; IntraDay1EndHour=0; IntraDay1EndMinute=0; IntraDay2StartHour=0; IntraDay2StartMinute=0; IntraDay2EndHour=0; IntraDay2EndMinute=0; IntraDay3StartHour=0; IntraDay3StartMinute=0; IntraDay3EndHour=0; IntraDay3EndMinute=0; IntraDay4StartHour=0; IntraDay4StartMinute=0; IntraDay4EndHour=0; IntraDay4EndMinute=0; IntraDay5StartHour=0; IntraDay5EndHour=0; |
|
| Bars in test | 1886706 | Ticks modelled | 129509792 | Modelling quality | n/a |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 5300.00 | | | Spread | Current (18) |
| Total net profit | 20384.74 | Gross profit | 27156.90 | Gross loss | -6772.16 |
| Profit factor | 4.01 | Expected payoff | 12.98 | | |
| Absolute drawdown | 2593.55 | Maximal drawdown | 6046.18 (53.84%) | Relative drawdown | 53.84% (6046.18) |
|
| Total trades | 1571 | Short positions (won %) | 777 (67.57%) | Long positions (won %) | 794 (67.88%) |
| Profit trades (% of total) | 1064 (67.73%) | Loss trades (% of total) | 507 (32.27%) |
| Largest | profit trade | 2451.41 | loss trade | -256.52 |
| Average | profit trade | 25.52 | loss trade | -13.36 |
| Maximum | consecutive wins (profit in money) | 19 (74.58) | consecutive losses (loss in money) | 10 (-813.56) |
| Maximal | consecutive profit (count of wins) | 2766.62 (3) | consecutive loss (count of losses) | -897.48 (8) |
| Average | consecutive wins | 5 | consecutive losses | 3 |