Strategy Tester Report
Mix v2.30
EGlobal-Demo (Build 1065)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2017.01.05 19:55 - 2017.04.19 23:50 (2017.01.02 - 2017.04.20)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыmgNumber=334455; Slpg=10; Slpg_Close=3; comm="MIX"; Vol=0.01; Max_Open_Orders=0; Distance=0; str1="======Запись в Журнал======="; multiplier=0; multi_close_by=false; SL=0; TP=100; close_by=false; Safe=0; str2="==!!!При включенном Сейф и БУ>0 => БУ=БУ+Сейф!!!=="; BU=0; Proc_close_BU=0; Perevod_BU_Dolivki=true; Hour_Start=9; Hour_End=9; CloseOpenOrder_AfterHourEnd=false; Reverse=false; str3="=============Фильтрация входов============"; VLC1=0; VLC2=0; VLC3=0; DSS11=21; DSS12=12; DSS21=150; DSS22=90; WPR_Per=277; str4="Множитель лота не работает при Сейф>0 и Противоположный сигнал=true"; switch_DSS1_cross=true; filter_DSS1=true; DSS1_Level_Buy=20; DSS1_Level_Sell=80; filter_DSS2=true; DSS2_Level_Buy=20; DSS2_Level_Sell=80; filter_WPR=false; WPR_Level_Buy=-50; WPR_Level_Sell=-50; pr_Vinin=false; str5="=====Вытягивающая сетка======="; Net_Work=true; Dis_On=10; NetFactorLots=1; str6="======Запись в Журнал======="; Parameters_Input=0; Parameters_NewBar=0;
Баров в истории21055Смоделировано тиков492028Качество моделирования72.47%
Ошибки рассогласования графиков1
Начальный депозит10000.00СпредТекущий (2)
Чистая прибыль165.13Общая прибыль204.53Общий убыток-39.39
Прибыльность5.19Матожидание выигрыша3.84
Абсолютная просадка14.31Максимальная просадка112.29 (1.11%)Относительная просадка1.11% (112.29)
Всего сделок43Короткие позиции (% выигравших)20 (75.00%)Длинные позиции (% выигравших)23 (73.91%)
Прибыльные сделки (% от всех)32 (74.42%)Убыточные сделки (% от всех)11 (25.58%)
Самая большаяприбыльная сделка10.04убыточная сделка-11.69
Средняяприбыльная сделка6.39убыточная сделка-3.58
Максимальное количествонепрерывных выигрышей (прибыль)9 (57.86)непрерывных проигрышей (убыток)3 (-19.32)
Макс.непрерывная прибыль (число выигрышей)57.86 (9)непрерывный убыток (число проигрышей)-19.32 (3)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.05 22:05sell10.011.05990.00001.0499
22017.01.10 04:26sell20.011.06080.00001.0508
32017.01.10 04:26modify10.011.05990.00001.0508
42017.01.11 13:04t/p10.011.05080.00001.05089.1310009.13
52017.01.11 13:04t/p20.011.05080.00001.050810.0110019.13
62017.01.12 03:50sell30.011.06070.00001.0507
72017.01.12 07:50sell40.011.06330.00001.0533
82017.01.12 07:50modify30.011.06070.00001.0533
92017.01.12 12:45sell50.011.06430.00001.0543
102017.01.12 12:45modify40.011.06330.00001.0543
112017.01.12 12:45modify30.011.06070.00001.0543
122017.01.17 10:05sell60.011.06620.00001.0562
132017.01.17 10:05modify50.011.06430.00001.0562
142017.01.17 10:05modify40.011.06330.00001.0562
152017.01.17 10:05modify30.011.06070.00001.0562
162017.01.17 13:00sell70.011.07100.00001.0610
172017.01.17 13:00modify60.011.06620.00001.0610
182017.01.17 13:00modify50.011.06430.00001.0610
192017.01.17 13:00modify40.011.06330.00001.0610
202017.01.17 13:00modify30.011.06070.00001.0610
212017.01.19 14:38t/p30.011.06100.00001.0610-0.2610018.88
222017.01.19 14:38t/p40.011.06100.00001.06102.3410021.22
232017.01.19 14:38t/p50.011.06100.00001.06103.3410024.56
242017.01.19 14:38t/p60.011.06100.00001.06105.2310029.79
252017.01.19 14:38t/p70.011.06100.00001.061010.0310039.81
262017.01.20 02:35sell80.011.06710.00001.0571
272017.01.20 04:30sell90.011.06910.00001.0591
282017.01.20 04:30modify80.011.06710.00001.0591
292017.01.23 07:40sell100.011.07470.00001.0647
302017.01.23 07:40modify90.011.06910.00001.0647
312017.01.23 07:40modify80.011.06710.00001.0647
322017.01.30 13:08t/p80.011.06470.00001.06472.4510042.26
332017.01.30 13:08t/p90.011.06470.00001.06474.4510046.72
342017.01.30 13:08t/p100.011.06470.00001.064710.0410056.76
352017.01.30 18:20buy110.011.06890.00001.0789
362017.01.31 15:53t/p110.011.07890.00001.07899.9510066.71
372017.02.01 00:40sell120.011.07990.00001.0699
382017.02.03 22:59t/p120.011.06990.00001.069910.0310076.74
392017.02.06 19:15buy130.011.07340.00001.0834
402017.02.07 14:50buy140.011.06750.00001.0775
412017.02.07 14:50modify130.011.07340.00001.0775
422017.02.09 23:26buy150.011.06580.00001.0758
432017.02.09 23:26modify140.011.06750.00001.0758
442017.02.09 23:26modify130.011.07340.00001.0758
452017.02.13 21:50buy160.011.05980.00001.0698
462017.02.13 21:50modify150.011.06580.00001.0698
472017.02.13 21:50modify140.011.06750.00001.0698
482017.02.13 21:50modify130.011.07340.00001.0698
492017.02.14 23:55buy170.011.05780.00001.0678
502017.02.14 23:55modify160.011.05980.00001.0678
512017.02.14 23:55modify150.011.06580.00001.0678
522017.02.14 23:55modify140.011.06750.00001.0678
532017.02.14 23:55modify130.011.07340.00001.0678
542017.02.16 17:08t/p130.011.06780.00001.0678-6.1710070.57
552017.02.16 17:08t/p140.011.06780.00001.0678-0.2210070.34
562017.02.16 17:08t/p150.011.06780.00001.06781.6710072.01
572017.02.16 17:08t/p160.011.06780.00001.06787.7610079.77
582017.02.16 17:08t/p170.011.06780.00001.06789.8110089.58
592017.02.17 16:30buy180.011.06310.00001.0731
602017.02.20 01:55buy190.011.06180.00001.0718
612017.02.20 01:55modify180.011.06310.00001.0718
622017.02.21 08:45buy200.011.05780.00001.0678
632017.02.21 08:45modify190.011.06180.00001.0678
642017.02.21 08:45modify180.011.06310.00001.0678
652017.02.22 16:20buy210.011.05100.00001.0610
662017.02.22 16:20modify200.011.05780.00001.0610
672017.02.22 16:20modify190.011.06180.00001.0610
682017.02.22 16:20modify180.011.06310.00001.0610
692017.02.24 13:32t/p180.011.06100.00001.0610-2.4310087.15
702017.02.24 13:32t/p190.011.06100.00001.0610-1.0910086.06
712017.02.24 13:32t/p200.011.06100.00001.06102.9610089.02
722017.02.24 13:32t/p210.011.06100.00001.06109.8110098.83
732017.02.27 04:10buy220.011.05650.00001.0665
742017.03.01 09:05buy230.011.05320.00001.0632
752017.03.01 09:05modify220.011.05650.00001.0632
762017.03.06 09:26t/p220.011.06320.00001.06326.3710105.20
772017.03.06 09:26t/p230.011.06320.00001.06329.7610114.96
782017.03.06 16:35buy240.011.06010.00001.0701
792017.03.06 17:11buy250.011.05930.00001.0693
802017.03.06 17:11modify240.011.06010.00001.0693
812017.03.07 00:25buy260.011.05770.00001.0677
822017.03.07 00:25modify250.011.05930.00001.0677
832017.03.07 00:25modify240.011.06010.00001.0677
842017.03.07 23:36buy270.011.05650.00001.0665
852017.03.07 23:36modify260.011.05770.00001.0665
862017.03.07 23:36modify250.011.05930.00001.0665
872017.03.07 23:36modify240.011.06010.00001.0665
882017.03.09 04:45buy280.011.05310.00001.0631
892017.03.09 04:45modify270.011.05650.00001.0631
902017.03.09 04:45modify260.011.05770.00001.0631
912017.03.09 04:45modify250.011.05930.00001.0631
922017.03.09 04:45modify240.011.06010.00001.0631
932017.03.10 14:33t/p240.011.06310.00001.06312.7110117.68
942017.03.10 14:33t/p250.011.06310.00001.06313.5110121.19
952017.03.10 14:33t/p260.011.06310.00001.06315.1610126.35
962017.03.10 14:33t/p270.011.06310.00001.06316.3610132.71
972017.03.10 14:33t/p280.011.06310.00001.06319.9510142.67
982017.03.10 15:15sell290.011.06390.00001.0539
992017.03.10 21:20sell300.011.06970.00001.0597
1002017.03.10 21:20modify290.011.06390.00001.0597
1012017.03.16 01:35sell310.011.07390.00001.0639
1022017.03.16 01:35modify300.011.06970.00001.0639
1032017.03.16 01:35modify290.011.06390.00001.0639
1042017.03.17 03:45sell320.011.07720.00001.0672
1052017.03.17 03:45modify310.011.07390.00001.0672
1062017.03.17 03:45modify300.011.06970.00001.0672
1072017.03.17 03:45modify290.011.06390.00001.0672
1082017.03.21 12:50sell330.011.08070.00001.0707
1092017.03.21 12:50modify320.011.07720.00001.0707
1102017.03.21 12:50modify310.011.07390.00001.0707
1112017.03.21 12:50modify300.011.06970.00001.0707
1122017.03.21 12:50modify290.011.06390.00001.0707
1132017.03.27 00:55sell340.011.08460.00001.0746
1142017.03.27 00:55modify330.011.08070.00001.0746
1152017.03.27 00:55modify320.011.07720.00001.0746
1162017.03.27 00:55modify310.011.07390.00001.0746
1172017.03.27 00:55modify300.011.06970.00001.0746
1182017.03.27 00:55modify290.011.06390.00001.0746
1192017.03.27 08:35sell350.011.08570.00001.0757
1202017.03.27 08:35modify340.011.08460.00001.0757
1212017.03.27 08:35modify330.011.08070.00001.0757
1222017.03.27 08:35modify320.011.07720.00001.0757
1232017.03.27 08:35modify310.011.07390.00001.0757
1242017.03.27 08:35modify300.011.06970.00001.0757
1252017.03.27 08:35modify290.011.06390.00001.0757
1262017.03.29 13:51t/p290.011.07570.00001.0757-11.6910130.97
1272017.03.29 13:51t/p300.011.07570.00001.0757-5.8910125.08
1282017.03.29 13:51t/p310.011.07570.00001.0757-1.7310123.35
1292017.03.29 13:51t/p320.011.07570.00001.07571.5610124.91
1302017.03.29 13:51t/p330.011.07570.00001.07575.0510129.96
1312017.03.29 13:51t/p340.011.07570.00001.07578.9110138.88
1322017.03.29 13:51t/p350.011.07570.00001.075710.0110148.89
1332017.03.29 19:11buy360.011.07540.00001.0854
1342017.03.31 03:00buy370.011.06840.00001.0784
1352017.03.31 03:00modify360.011.07540.00001.0784
1362017.04.05 18:45buy380.011.06510.00001.0751
1372017.04.05 18:45modify370.011.06840.00001.0751
1382017.04.05 18:45modify360.011.07540.00001.0751
1392017.04.07 15:45buy390.011.06250.00001.0725
1402017.04.07 15:45modify380.011.06510.00001.0725
1412017.04.07 15:45modify370.011.06840.00001.0725
1422017.04.07 15:45modify360.011.07540.00001.0725
1432017.04.07 18:55buy400.011.06020.00001.0702
1442017.04.07 18:55modify390.011.06250.00001.0702
1452017.04.07 18:55modify380.011.06510.00001.0702
1462017.04.07 18:55modify370.011.06840.00001.0702
1472017.04.07 18:55modify360.011.07540.00001.0702
1482017.04.10 00:41buy410.011.05810.00001.0681
1492017.04.10 00:41modify400.011.06020.00001.0681
1502017.04.10 00:41modify390.011.06250.00001.0681
1512017.04.10 00:41modify380.011.06510.00001.0681
1522017.04.10 00:41modify370.011.06840.00001.0681
1532017.04.10 00:41modify360.011.07540.00001.0681
1542017.04.18 13:41t/p360.011.06810.00001.0681-8.2510140.64
1552017.04.18 13:41t/p370.011.06810.00001.0681-1.0610139.58
1562017.04.18 13:41t/p380.011.06810.00001.06812.3810141.96
1572017.04.18 13:41t/p390.011.06810.00001.06815.1710147.13
1582017.04.18 13:41t/p400.011.06810.00001.06817.4710154.60
1592017.04.18 13:41t/p410.011.06810.00001.06819.6210164.22
1602017.04.18 17:40sell420.011.07060.00001.0606
1612017.04.18 20:25sell430.011.07270.00001.0627
1622017.04.18 20:25modify420.011.07060.00001.0627
1632017.04.19 23:54close at stop430.011.07120.00001.06271.5110165.73
1642017.04.19 23:54close at stop420.011.07120.00001.0627-0.5910165.13