Strategy Tester Report
Quantum London Trading EA v1.6.1 m13-9-20[staxis]
RoboForex-Fix (Build 1045)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2015.01.01 22:00 - 2016.12.30 21:59 (2015.01.05 - 2016.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыmn=6; comm="EURUSD_M5"; manual=false; wait=20; onlylowerhigher=false; xdist=60; multi_xdist=1; exponent_factor_xdist=1; stop=false; xcandles=0; reverse=false; MaxWaiting=30; Slip=10; Spred=20; ber=false; percbedd=0; ll80="######################## БЛОК Минимального расстояния перед входом ####################"; GX_on=true; _GX_time_="Время фиксации цены"; GX_hour=12; GX_minut=0; GX_points=700; GX_points_buy=700; GX_points_sell=700; GX_ATR_perc=0; GX_ATR_Period=14; GX_Price_buy=0; GX_Price_sell=0; ll81="======================== Параметры для режима 'PivotEnvelope' ===================="; PE_op_dm=false; PE_i_maPeriod_op_old=3; PE_i_maShift_op_old=0; PE_i_indBarsCount_op_old=1000; PE_i_shift_op_old=0; ll83="------------------------ Параметры 'PivotEnvelope' младшего TF --------------------"; PE_op_on_jr=false; PE_i_maPeriod_op_jr=3; PE_i_maShift_op_jr=0; PE_i_indBarsCount_op_jr=1000; PE_i_shift_op_jr=0; GX_Line_color=White; GX_Line_color_buy=White; GX_Line_color_sell=White; mm04="######################## БЛОК SL/TP ####################"; pointstp=0; dollartp=0; percequitytp=0; pointssl=0; dollarsl=0; percequitysl=0; indivtp=40; indivsl=0; indiv_Period_tp=13; indiv_Period_sl=13; stop_sl=false; mnn10="######################## БЛОК Close only in profit ####################"; CloseProfit_min=1; CloseProfit_max=0; CloseProfit=0; CloseProfit_Points=80; CP_ATR_perc=0; CP_ATR_Period=14; CP_ATR_ED=0; CP_TS=false; mn01="######################## БЛОК ВЫБОРА ЛОТА ####################"; FixLot=0.01; PercentOfDepo=1; multip1=1.01; multip2=2; AccFreeMargin=100; mn02="======================= секция Classical ====================="; T1=0.1; T2=0.2; T3=0.5; T4=0.6; T5=0.7; T6=0.89; mn03="======================= секция Grid ====================="; drawgrid=false; grid1size=0; grid1inc=0; grid1maxtrades=0; grid1lots=0; grid2size=0; grid2inc=0; grid2maxtrades=0; grid2lots=0; grid3size=0; grid3inc=0; grid3maxtrades=0; grid3lots=0; grid4size=0; grid4inc=0; grid4maxtrades=0; grid4lots=0; mmn01="######################## БЛОК КОНТРОЛЯ СРЕДСТВ #############"; MaxPercDepo=25; MaxPercFree=100; mm01="######################## БЛОК НАСТРОЕК отложенного ордера ##"; Virt_Order_on=false; Virt_TS_on=true; Virt_Order_dist_perc=0; Virt_Order_Period=14; Virt_Order_color=Yellow; lmn0="######################## БЛОК НАСТРОЕК Quantum ###############"; qde_general=150; qde_bars=0; qde_points=0; qde_ATR_perc=0; qde_ATR_Period=14; qde_Line_color_buy=White; qde_Line_color_sell=White; qdc_general=22; ll50="#####################################################################"; ll51="====================================================================="; Stochastic_op_on=false; Stochastic_K_op=5; Stochastic_D_op=3; Stochastic_S_op=10; Stochastic_OS_op=20; Stochastic_OB_op=70; LL52="====================================================================="; Stochastic_cl_on=false; Stochastic_K_cl=5; Stochastic_D_cl=3; Stochastic_S_cl=3; Stochastic_OS_cl=20; Stochastic_OB_cl=75; ll73="############################ БЛОК НАСТРОЕК PFE ######################"; ll74="============================ ПОДБЛОК НАСТРОЕК PFE для ВХОДА ========"; Pfe_op_on=true; Pfe_Period_op=5; Pfe_UseAvarage_op=true; Pfe_MaPeriod_op=2; Pfe_Level_op=0.5; ll75="============================ ПОДБЛОК НАСТРОЕК PFE для ВЫХОДА ======="; Pfe_cl_on=true; Pfe_Period_cl=5; Pfe_UseAvarage_cl=true; Pfe_MaPeriod_cl=2; Pfe_Level_cl=0.5; qq2="-----------"; qq3="====================================================================="; MACD_Xtr_on=false; FastMA=12; SlowMA=26; Source=1; SourcePeriod=5; BackPeriod=444; xVolatility=0.5; Sens=0; qq4="====================================================================="; MACD_Xtr_cl_on=false; FastMA_cl=12; SlowMA_cl=26; Source_cl=1; SourcePeriod_cl=5; BackPeriod_cl=444; xVolatility_cl=0.5; Sens_cl=0; qq5="#####################################################################"; qq6="====================================================================="; Envelopes_on=true; MA_Period=65; MA_Shift=0; MA_Shift_cl=0;
Баров в истории149554Смоделировано тиков69059524Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит100.00Спред10
Чистая прибыль268.94Общая прибыль268.94Общий убыток-0.00
ПрибыльностьМатожидание выигрыша2.92
Абсолютная просадка35.43Максимальная просадка63.90 (19.30%)Относительная просадка49.72% (63.85)
Всего сделок92Короткие позиции (% выигравших)41 (100.00%)Длинные позиции (% выигравших)51 (100.00%)
Прибыльные сделки (% от всех)92 (100.00%)Убыточные сделки (% от всех)0 (0.00%)
Самая большаяприбыльная сделка4.00убыточная сделка-0.00
Средняяприбыльная сделка2.92убыточная сделка-0.00
Максимальное количествонепрерывных выигрышей (прибыль)92 (268.94)непрерывных проигрышей (убыток)0 (-0.00)
Макс.непрерывная прибыль (число выигрышей)268.94 (92)непрерывный убыток (число проигрышей)-0.00 (0)
Среднийнепрерывный выигрыш92непрерывный проигрыш0
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.16 16:20buy10.011.15720.00001.1612
22015.01.16 17:44buy20.011.14960.00001.1536
32015.01.16 19:07t/p20.011.15360.00001.15364.00104.00
42015.01.16 21:56close10.011.15830.00001.16121.10105.10
52015.01.22 20:27buy30.011.13740.00001.1414
62015.01.23 12:02buy40.011.12410.00001.1281
72015.01.23 17:34t/p40.011.12810.00001.12814.00109.10
82015.01.26 00:12buy50.011.11560.00001.1196
92015.01.26 02:15t/p50.011.11960.00001.11964.00113.10
102015.01.26 23:20buy60.011.12520.00001.1292
112015.01.27 10:37t/p60.011.12920.00001.12923.98117.08
122015.01.27 17:40close30.011.14040.00001.14142.96120.04
132015.02.03 20:15sell70.011.14990.00001.1459
142015.02.04 04:10close70.011.14660.00001.14593.29123.33
152015.02.26 17:31buy80.011.12140.00001.1254
162015.02.27 17:57close80.011.12250.00001.12541.09124.42
172015.03.06 13:56buy90.011.09410.00001.0981
182015.03.06 15:29t/p90.011.09810.00001.09814.00128.42
192015.03.10 01:33buy100.011.08480.00001.0888
202015.03.10 18:05buy110.011.07130.00001.0753
212015.03.18 20:16t/p110.011.07530.00001.07533.88132.30
222015.03.18 22:03t/p100.011.08880.00001.08883.88136.18
232015.03.23 16:22sell120.011.09450.00001.0905
242015.03.23 17:14t/p120.011.09050.00001.09054.00140.18
252015.03.23 21:39sell130.011.09620.00001.0922
262015.03.24 03:22close130.011.09410.00001.09222.09142.27
272015.03.27 10:00buy140.011.08200.00001.0860
282015.03.27 13:35close140.011.08540.00001.08603.40145.67
292015.04.09 19:19buy150.011.06650.00001.0705
302015.04.10 12:18buy160.011.06020.00001.0642
312015.04.13 13:30buy170.011.05340.00001.0574
322015.04.13 16:06t/p170.011.05740.00001.05744.00149.67
332015.04.14 15:50t/p160.011.06420.00001.06423.97153.64
342015.04.14 17:39t/p150.011.07050.00001.07053.96157.60
352015.04.29 17:20sell180.011.11330.00001.1093
362015.04.29 21:16t/p180.011.10930.00001.10934.00161.60
372015.04.30 10:51sell190.011.11810.00001.1141
382015.04.30 11:06sell200.011.12470.00001.1207
392015.04.30 11:43t/p200.011.12070.00001.12074.00165.60
402015.04.30 16:21t/p190.011.11410.00001.11414.00169.60
412015.05.01 09:50sell210.011.12350.00001.1195
422015.05.01 18:23t/p210.011.11950.00001.11954.00173.60
432015.05.12 02:07buy220.011.11570.00001.1197
442015.05.12 05:47close220.011.11660.00001.11970.90174.50
452015.05.20 09:38buy230.011.10930.00001.1133
462015.05.20 15:29t/p230.011.11330.00001.11334.00178.50
472015.05.26 09:55buy240.011.09060.00001.0946
482015.05.27 08:46close240.011.09150.00001.09460.89179.38
492015.06.23 16:23buy250.011.11480.00001.1188
502015.06.23 17:28t/p250.011.11880.00001.11884.00183.38
512015.06.26 16:10buy260.011.11810.00001.1221
522015.06.29 00:13buy270.011.10100.00001.1050
532015.06.29 09:29t/p270.011.10500.00001.10504.00187.38
542015.06.29 18:31close260.011.11900.00001.12210.89188.27
552015.07.07 11:25buy280.011.09970.00001.1037
562015.07.07 15:17buy290.011.09360.00001.0976
572015.07.07 19:14t/p290.011.09760.00001.09764.00192.27
582015.07.07 22:25close280.011.10110.00001.10371.40193.67
592015.07.27 05:18sell300.011.10040.00001.0964
602015.07.27 10:20sell310.011.10670.00001.1027
612015.07.29 18:06t/p310.011.10270.00001.10273.99197.66
622015.07.29 22:08close300.011.09950.00001.09640.89198.55
632015.08.05 04:21buy320.011.08750.00001.0915
642015.08.05 15:15t/p320.011.09150.00001.09154.00202.55
652015.08.12 11:06sell330.011.11220.00001.1082
662015.08.12 17:57sell340.011.11950.00001.1155
672015.08.13 04:55t/p340.011.11550.00001.11553.98206.53
682015.08.14 14:11sell350.011.11830.00001.1143
692015.08.14 16:22t/p350.011.11430.00001.11434.00210.53
702015.08.14 18:20close330.011.11110.00001.10821.08211.61
712015.08.24 01:47sell360.011.13910.00001.1351
722015.08.24 05:45sell370.011.14730.00001.1433
732015.08.24 09:02t/p370.011.14330.00001.14334.00215.61
742015.08.24 15:46sell380.011.15520.00001.1512
752015.08.24 16:10sell390.011.16150.00001.1575
762015.08.24 17:27t/p390.011.15750.00001.15754.00219.61
772015.08.25 13:21t/p380.011.15120.00001.15123.99223.61
782015.08.26 02:55sell400.011.15570.00001.1517
792015.08.26 03:49t/p400.011.15170.00001.15174.00227.61
802015.08.26 15:35close360.011.13710.00001.13511.99229.60
812015.09.21 17:59buy410.011.12050.00001.1245
822015.09.22 19:08buy420.011.11380.00001.1178
832015.09.23 16:51t/p420.011.11780.00001.11783.98233.58
842015.09.24 14:09t/p410.011.12450.00001.12453.92237.51
852015.10.14 10:27sell430.011.14220.00001.1382
862015.10.15 15:44t/p430.011.13820.00001.13823.98241.49
872015.10.23 15:35buy440.011.10510.00001.1091
882015.10.26 22:54close440.011.10600.00001.10910.89242.38
892015.11.12 10:47buy450.011.07020.00001.0742
902015.11.12 16:33t/p450.011.07420.00001.07424.00246.38
912015.12.08 20:25sell460.011.09010.00001.0861
922015.12.09 03:07close460.011.08900.00001.08611.09247.47
932015.12.14 17:27sell470.011.10280.00001.0988
942015.12.14 21:59close470.011.10090.00001.09881.90249.37
952015.12.17 18:24buy480.011.08260.00001.0866
962015.12.18 00:19close480.011.08350.00001.08660.89250.26
972015.12.22 15:24sell490.011.09580.00001.0918
982015.12.23 04:27close490.011.09460.00001.09181.19251.45
992016.01.04 18:15buy500.011.07950.00001.0835
1002016.01.04 22:13t/p500.011.08350.00001.08354.00255.45
1012016.01.05 10:50buy510.011.08060.00001.0846
1022016.01.05 17:25buy520.011.07380.00001.0778
1032016.01.06 21:03t/p520.011.07780.00001.07783.98259.44
1042016.01.07 05:02close510.011.08180.00001.08461.14260.58
1052016.01.20 07:43sell530.011.09600.00001.0920
1062016.01.20 13:25t/p530.011.09200.00001.09204.00264.58
1072016.01.28 17:27sell540.011.09430.00001.0903
1082016.01.29 05:40t/p540.011.09030.00001.09033.99268.57
1092016.02.04 15:27sell550.011.12200.00001.1180
1102016.02.04 17:37t/p550.011.11800.00001.11804.00272.57
1112016.02.18 13:58buy560.011.11080.00001.1148
1122016.02.18 20:00close560.011.11170.00001.11480.90273.47
1132016.02.22 15:58buy570.011.10210.00001.1061
1142016.02.23 17:55close570.011.10340.00001.10611.29274.76
1152016.02.29 13:33buy580.011.08950.00001.0935
1162016.03.03 14:38close580.011.09040.00001.09350.83275.58
1172016.03.07 19:06sell590.011.10170.00001.0977
1182016.03.09 03:30close590.011.09960.00001.09772.09277.67
1192016.03.17 12:01sell600.011.13120.00001.1272
1202016.03.18 08:55close600.011.13020.00001.12720.99278.66
1212016.03.31 11:44sell610.011.13570.00001.1317
1222016.04.01 14:22sell620.011.14180.00001.1378
1232016.04.01 17:00t/p620.011.13780.00001.13784.00282.66
1242016.04.01 17:13close610.011.13480.00001.13170.89283.56
1252016.04.14 04:17buy630.011.12680.00001.1308
1262016.04.15 17:04t/p630.011.13080.00001.13083.98287.54
1272016.05.02 12:38sell640.011.14890.00001.1449
1282016.05.03 09:05sell650.011.15580.00001.1518
1292016.05.03 18:12t/p650.011.15180.00001.15184.00291.54
1302016.05.05 11:20close640.011.14520.00001.14493.67295.22
1312016.05.24 10:51buy660.011.11930.00001.1233
1322016.05.26 16:01close660.011.12100.00001.12331.64296.86
1332016.06.14 17:06buy670.011.12050.00001.1245
1342016.06.15 02:20close670.011.12140.00001.12450.89297.74
1352016.06.24 06:46buy680.011.09440.00001.0984
1362016.06.24 06:55t/p680.011.09840.00001.09844.00301.74
1372016.06.27 14:45buy690.011.10060.00001.1046
1382016.06.27 19:00close690.011.10220.00001.10461.60303.34
1392016.07.29 12:53sell700.011.11120.00001.1072
1402016.07.29 17:24sell710.011.11760.00001.1136
1412016.08.04 12:38t/p710.011.11360.00001.11363.97307.31
1422016.08.05 15:35close700.011.11030.00001.10720.86308.18
1432016.08.16 06:08sell720.011.11910.00001.1151
1442016.08.16 10:59sell730.011.12720.00001.1232
1452016.08.18 21:07sell740.011.13530.00001.1313
1462016.08.22 02:46t/p740.011.13130.00001.13133.99312.17
1472016.08.23 08:11sell750.011.13380.00001.1298
1482016.08.24 08:54t/p750.011.12980.00001.12983.99316.16
1492016.08.26 19:09t/p730.011.12320.00001.12323.94320.10
1502016.08.30 04:31close720.011.11820.00001.11510.83320.93
1512016.09.30 13:56buy760.011.11810.00001.1221
1522016.09.30 16:15close760.011.11900.00001.12210.90321.83
1532016.10.12 13:16buy770.011.10220.00001.1062
1542016.10.12 17:05close770.011.10410.00001.10621.90323.73
1552016.10.24 04:43buy780.011.08710.00001.0911
1562016.10.24 09:45close780.011.08870.00001.09111.60325.33
1572016.11.01 13:43sell790.011.10190.00001.0979
1582016.11.02 10:10sell800.011.10940.00001.1054
1592016.11.07 17:01t/p800.011.10540.00001.10543.97329.30
1602016.11.09 04:21sell810.011.11160.00001.1076
1612016.11.09 05:25sell820.011.11990.00001.1159
1622016.11.09 07:05sell830.011.12860.00001.1246
1632016.11.09 08:13t/p830.011.12460.00001.12464.00333.30
1642016.11.09 09:54t/p820.011.11590.00001.11594.00337.30
1652016.11.09 11:31t/p810.011.10760.00001.10764.00341.30
1662016.11.09 16:05close790.011.10000.00001.09791.86343.16
1672016.11.14 10:38buy840.011.07620.00001.0802
1682016.11.15 09:15close840.011.07740.00001.08021.19344.34
1692016.11.17 22:12buy850.011.06310.00001.0671
1702016.11.21 23:16close850.011.06400.00001.06710.87345.21
1712016.12.05 00:56buy860.011.05480.00001.0588
1722016.12.05 01:00t/p860.011.05880.00001.05884.00349.21
1732016.12.09 14:30buy870.011.05700.00001.0610
1742016.12.12 11:20close870.011.05860.00001.06101.59350.80
1752016.12.15 09:15buy880.011.04900.00001.0530
1762016.12.15 13:37buy890.011.04260.00001.0466
1772016.12.16 11:55t/p890.011.04660.00001.04663.98354.78
1782016.12.19 15:20buy900.011.04260.00001.0466
1792016.12.20 14:43buy910.011.03640.00001.0404
1802016.12.20 20:05t/p910.011.04040.00001.04044.00358.78
1812016.12.22 12:23t/p900.011.04660.00001.04663.92362.71
1822016.12.28 13:23buy920.011.04290.00001.0469
1832016.12.29 11:39t/p920.011.04690.00001.04693.96366.66
1842016.12.30 01:25close880.011.05150.00001.05302.27368.94