| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 5 Minutes (M5) 2017.01.10 00:00 - 2018.05.07 18:30 (2017.01.10 - 2018.05.08) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | mn=176; comm=""; manual=false;
wait=0; onlylowerhigher=true;
xdist=70; multi_xdist=1; exponent_factor_xdist=1; stop=false;
xcandles=1; reverse=false;
MaxWaiting=30; Slip=10; Spred=11; ber=false;
percbedd=0; ll80="######################## ÁËÎÊ Ìèíèìàëüíîãî ðàññòîÿíèÿ ïåðåä âõîäîì ####################"; GX_on=false;
_GX_time_="Âðåìÿ ôèêñàöèè öåíû"; GX_hour=10; 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="======================== Ïàðàìåòðû äëÿ ðåæèìà 'PivotEnvelope' ===================="; PE_op_dm=false;
PE_i_maPeriod_op_old=1; PE_i_maShift_op_old=0; PE_i_indBarsCount_op_old=1000; PE_i_shift_op_old=1; ll83="------------------------ Ïàðàìåòðû 'PivotEnvelope' ìëàäøåãî 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="######################## ÁËÎÊ SL/TP ####################"; pointstp=0; dollartp=0; percequitytp=0; pointssl=0; dollarsl=-1350; percequitysl=0; indivtp=0; indivsl=0; indiv_Period_tp=13; indiv_Period_sl=13; stop_sl=false;
mnn10="######################## ÁËÎÊ Close only in profit ####################"; CloseProfit_min=2; CloseProfit_max=8; CloseProfit=0; CloseProfit_Points=5; CP_ATR_perc=0; CP_ATR_Period=0; CP_ATR_ED=0; CP_TS=false;
mn01="######################## ÁËÎÊ ÂÛÁÎÐÀ ËÎÒÀ ####################"; FixLot=0.1; PercentOfDepo=1; multip1=1.01; multip2=1.11; AccFreeMargin=0; mn02="======================= ñåêöèÿ Classical ====================="; T1=0.01; T2=0.02; T3=0.05; T4=0.13; T5=0.34; T6=0.89; mn03="======================= ñåêöèÿ 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="######################## ÁËÎÊ ÊÎÍÒÐÎËß ÑÐÅÄÑÒÂ #############"; MaxPercDepo=30; MaxPercFree=100; mm01="######################## ÁËÎÊ ÍÀÑÒÐÎÅÊ îòëîæåííîãî îðäåðà ##"; Virt_Order_on=false;
Virt_TS_on=false;
Virt_Order_dist_perc=0; Virt_Order_Period=14; Virt_Order_color=Yellow; lmn0="######################## ÁËÎÊ ÍÀÑÒÐÎÅÊ Quantum ###############"; qde_general=325; 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=325; tma28="####################### TMA #########################"; TMA_op_on=false;
TMA_cl_on=false;
FastHalfLength=110; SlowHalfLength=750; s01=""; BB_On=true;
BB_ChgColor=true;
BB_CrossBands=false;
BandsPeriod=100; BandsDeviations=1.5; BandsShift=0; s02=""; Tresh_On=true;
Tresh_Period=500; s03=""; MAtma_On=false;
MAtma_Tresh_On=true;
MAtma_Period=34; MAtma_Shift=0; TMAHistory=2440; ll50="######################## ÁËÎÊ ÍÀÑÒÐÎÅÊ Stochastic ############"; ll51="======================== ÏÎÄÁËÎÊ Stochastic äëÿ ÂÕÎÄÀ ==========="; Stochastic_op_on=true;
Stochastic_K_op=5; Stochastic_D_op=3; Stochastic_S_op=3; Stochastic_OS_op=30; Stochastic_OB_op=70; LL52="======================== ÏÎÄÁËÎÊ Stochastic äëÿ ÂÛÕÎÄÀ ==========="; Stochastic_cl_on=false;
Stochastic_K_cl=5; Stochastic_D_cl=3; Stochastic_S_cl=3; Stochastic_OS_cl=20; Stochastic_OB_cl=80; ll73="############################ ÁËÎÊ ÍÀÑÒÐÎÅÊ PFE ######################"; ll74="============================ ÏÎÄÁËÎÊ ÍÀÑÒÐÎÅÊ PFE äëÿ ÂÕÎÄÀ ========"; Pfe_op_on=false;
Pfe_Period_op=5; Pfe_UseAvarage_op=true;
Pfe_MaPeriod_op=2; Pfe_Level_op=0.5; ll75="============================ ÏÎÄÁËÎÊ ÍÀÑÒÐÎÅÊ PFE äëÿ ÂÛÕÎÄÀ ======="; Pfe_cl_on=false;
Pfe_Period_cl=16; Pfe_UseAvarage_cl=true;
Pfe_MaPeriod_cl=4; Pfe_Level_cl=0; qq2="######################### ÁËÎÊ ÍÀÑÒÐÎÅÊ _MACD_Xtr #################"; qq3="======================== ÏÎÄÁËÎÊ _MACD_Xtr äëÿ ÂÕÎÄÀ ==========="; MACD_Xtr_on=false;
FastMA=12; SlowMA=26; Source=1; SourcePeriod=5; Sens=0; |
|
| Bars in test | 99403 | Ticks modelled | 34409434 | Modelling quality | 90.00% |
| Mismatched charts errors | 9 | | | | |
|
| Initial deposit | 10000.00 | | | Spread | 11 |
| Total net profit | 784.79 | Gross profit | 1411.94 | Gross loss | -627.15 |
| Profit factor | 2.25 | Expected payoff | 46.16 | | |
| Absolute drawdown | 30.00 | Maximal drawdown | 866.65 (7.67%) | Relative drawdown | 7.67% (866.65) |
|
| Total trades | 17 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) |
| Largest | profit trade | 283.99 | loss trade | -277.86 |
| Average | profit trade | 108.61 | loss trade | -156.79 |
| Maximum | consecutive wins (profit in money) | 8 (590.07) | consecutive losses (loss in money) | 2 (-348.88) |
| Maximal | consecutive profit (count of wins) | 678.52 (4) | consecutive loss (count of losses) | -348.88 (2) |
| Average | consecutive wins | 4 | consecutive losses | 1 |