Strategy Tester Report
QuantumTIO_v1.0
Tickmill-Live05 (Build 1280)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2020.01.02 02:00 - 2020.08.26 23:45 (2020.01.02 - 2020.08.27)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMagicNumber=81217; CommentStr="Quantum v1.2 TIO EURUSD m15 v1.1"; InpTradeMode=2; MoneyManagement_S="#======Money Management======#"; MMStartLot=0.01; MMRiskMode=0; MMAmountDivider=5000; MMMaxLot=0; MaxDDPerMinLot=100; LotIncrementor_S="======Lot Increment======"; UseLotIncrement=false; LIFirstLevelToMultiply=1; LILastLevelToMultiply=1; LIFactor=1; LIIncrementPercent=20; LIChangeEvery=5; LIChangeFactor=1.19; Separator_S1=""; MaxSpreadPips=3; TicksToAverageSpread=10; MultiOrder_S="#======== Multi-order =======#"; MaxOrdersOneType=1; PauseBars=1; GridNoSignal=false; GridTimeFrame=1; SpacerInitialPips=1.2; SpacerIncreaseEvery=0; SpacerIncrementPips=0; SpacerFactor=1; SpacerMethod=1; CommonTakesAndStops=false; Exit_S="#============ Exit ==========#"; StopLossPips=250; TakeProfitPips=3.5; TTLMinutes=75000; CloseMaxLossPips=0; Separator_S2=""; Trail_S="#======= Trailing stop =======#"; TrailingStopType=0; TrailCandleTimeFrame=240; TrailHiLoOffsetPips=1; TrailStartPips=0; TrailStopPips=8; TrailStepPips=1; MinProfitPips=0; MoveToBreakEvenPips=0; Separator_S3=""; TimeFilter_S="#===== Trade Time Filter ====#"; GMT_Offset=2; AutoGMT=false; BrokerDstMode=2; TargetGMTOffset=2; TargetDstMode=2; OpenOrdersInRollover=false; CloseOrdersInRollover=false; FreezeMinutesBeforeRollover=5; FreezeMinutesAfterRollover=15; TradeTime_S1="<- Time in GMT+2 (Tickmill) ->"; StartTradeHour=2; StartTradeMinute=0; DurationMinutes=600; SessionTargetDollars=0; DayChristmasBreakStarts=31; DayChristmasBreakStops=1; Strategy_S="#========= Strategy =========#"; TimeFrame=0; UseStochastic1=true; StochPriceField=1; StochMaMethod=0; Stoch1Line=1; Stoch1PeriodK=14; Stoch1PeriodD=3; Stoch1Slowing=3; Stoch1UpperLevel=95; Stoch1LowerLevel=5; UseStochastic2=true; Stoch2Line=1; Stoch2PeriodK=12; Stoch2PeriodD=3; Stoch2Slowing=3; Stoch2UpperLevel=96; Stoch2LowerLevel=4; UseBollingerBands=true; BandsPeriod=20; BandsDeviation=2.2; BandsPrice=0; UseRSISignals=true; RSIUpperLevel=70; RSILowerLevel=30; RSIPrice=0; RSIPeriod=14; RSIBandsPeriod=20; RSIBandsDeviation=2; TrendFilter_S1="<------- Trend Filter ------->"; TrendFilterPeriod1=0; TrendFilterPeriod2=0; TrendFilterPeriod3=0; ImpulseFilter_S1="<------ Impulse Filter ------>"; ImpulseTimeFrame=0; ImpulseTrendPeriod=0; ImpulseTriggerUp=0.7; ImpulseTriggerDown=-0.7; ImpulseSmoothLength=5; ImpulseSmoothPhase=0;
Баров в истории16408Смоделировано тиков21393537Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль-26.67Общая прибыль23.71Общий убыток-50.39
Прибыльность0.47Матожидание выигрыша-0.34
Абсолютная просадка55.20Максимальная просадка58.62 (0.59%)Относительная просадка0.59% (58.62)
Всего сделок78Короткие позиции (% выигравших)43 (100.00%)Длинные позиции (% выигравших)35 (94.29%)
Прибыльные сделки (% от всех)76 (97.44%)Убыточные сделки (% от всех)2 (2.56%)
Самая большаяприбыльная сделка0.37убыточная сделка-25.25
Средняяприбыльная сделка0.31убыточная сделка-25.19
Максимальное количествонепрерывных выигрышей (прибыль)53 (16.56)непрерывных проигрышей (убыток)2 (-50.39)
Макс.непрерывная прибыль (число выигрышей)16.56 (53)непрерывный убыток (число проигрышей)-50.39 (2)
Среднийнепрерывный выигрыш38непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12020.01.02 06:45buy10.011.120991.095991.12134
22020.01.02 10:02t/p10.011.121341.095991.121340.3110000.31
32020.01.06 11:15sell20.011.117811.142811.11746
42020.01.07 09:32t/p20.011.117451.142811.117460.3210000.63
52020.01.13 05:15sell30.011.112841.137841.11249
62020.01.13 09:25t/p30.011.112491.137841.112490.3110000.94
72020.02.05 04:30buy40.011.103621.078621.10397
82020.02.05 09:49t/p40.011.103981.078621.103970.3210001.26
92020.02.06 10:00sell50.011.100281.125281.09993
102020.02.06 10:21t/p50.011.099931.125281.099930.3110001.57
112020.02.10 03:00sell60.011.095261.120261.09491
122020.02.10 09:01t/p60.011.094911.120261.094910.3110001.88
132020.02.12 08:15buy70.011.090871.065871.09122
142020.02.12 09:34t/p70.011.091221.065871.091220.3110002.19
152020.02.13 10:00sell80.011.087921.112921.08757
162020.02.13 12:58t/p80.011.087571.112921.087570.3110002.50
172020.02.21 11:00sell90.011.081411.106411.08106
182020.02.21 11:59t/p90.011.081061.106411.081060.3110002.81
192020.02.25 05:30sell100.011.086611.111611.08626
202020.02.25 06:00t/p100.011.086261.111611.086260.3110003.12
212020.03.06 11:00sell110.011.127231.152231.12688
222020.03.06 11:05t/p110.011.126881.152231.126880.3010003.42
232020.03.06 11:05sell120.011.126841.151841.12649
242020.03.10 03:00buy130.011.139961.114961.14031
252020.03.10 03:03t/p130.011.140311.114961.140310.3010003.72
262020.03.10 03:03buy140.011.140371.115371.14072
272020.03.10 03:03t/p140.011.140721.115371.140720.3010004.02
282020.03.10 03:03buy150.011.140771.115771.14112
292020.03.10 03:09t/p150.011.141141.115771.141120.3210004.34
302020.03.10 03:09buy160.011.141171.116171.14152
312020.03.10 03:09t/p160.011.141521.116171.141520.3010004.64
322020.03.10 03:09buy170.011.141581.116581.14193
332020.03.10 03:11t/p170.011.141941.116581.141930.3110004.95
342020.03.10 03:11buy180.011.141961.116961.14231
352020.03.10 03:11t/p180.011.142381.116961.142310.3710005.32
362020.03.10 03:11buy190.011.142401.117401.14275
372020.03.11 18:39t/p120.011.126491.151841.126490.3010005.62
382020.03.12 04:45sell200.011.132911.157911.13256
392020.03.12 04:49t/p200.011.132561.157911.132560.3010005.92
402020.03.12 04:49sell210.011.132521.157521.13217
412020.03.12 04:50t/p210.011.132171.157521.132170.3010006.22
422020.03.12 04:50sell220.011.132131.157131.13178
432020.03.12 04:50t/p220.011.131771.157131.131780.3110006.53
442020.03.12 04:50sell230.011.131731.156731.13138
452020.03.12 04:52t/p230.011.131351.156731.131380.3310006.86
462020.03.12 04:52sell240.011.131261.156261.13091
472020.03.12 05:37t/p240.011.130911.156261.130910.3010007.16
482020.03.12 17:08s/l190.011.117401.117401.14275-25.259981.91
492020.03.17 10:30buy250.011.114191.089191.11454
502020.03.18 17:34s/l250.011.089141.089191.11454-25.149956.77
512020.03.20 04:45sell260.011.071281.096281.07093
522020.03.20 04:58t/p260.011.070881.096281.070930.369957.13
532020.03.20 04:58sell270.011.070851.095851.07050
542020.03.20 14:21t/p270.011.070481.095851.070500.339957.46
552020.03.23 11:15buy280.011.069231.044231.06958
562020.03.23 11:17t/p280.011.069631.044231.069580.369957.82
572020.03.23 11:17buy290.011.069651.044651.07000
582020.03.23 11:22t/p290.011.070001.044651.070000.319958.13
592020.03.23 11:22buy300.011.070011.045011.07036
602020.03.23 11:23t/p300.011.070381.045011.070360.339958.46
612020.03.23 11:23buy310.011.070391.045391.07074
622020.03.23 11:24t/p310.011.070741.045391.070740.319958.77
632020.03.23 11:24buy320.011.070801.045801.07115
642020.03.23 15:00t/p320.011.071201.045801.071150.369959.13
652020.03.27 07:00sell330.011.107891.132891.10754
662020.03.27 07:00t/p330.011.107541.132891.107540.319959.44
672020.03.27 07:00sell340.011.107481.132481.10713
682020.03.27 07:05t/p340.011.107121.132481.107130.329959.76
692020.03.27 07:05sell350.011.107061.132061.10671
702020.03.27 07:06t/p350.011.106711.132061.106710.319960.07
712020.03.27 07:06sell360.011.106701.131701.10635
722020.03.27 07:15t/p360.011.106341.131701.106350.329960.39
732020.04.03 10:45buy370.011.080321.055321.08067
742020.04.03 10:45t/p370.011.080671.055321.080670.319960.70
752020.04.03 10:45buy380.011.080681.055681.08103
762020.04.03 12:56t/p380.011.081031.055681.081030.319961.01
772020.04.09 04:00sell390.011.087131.112131.08678
782020.04.09 04:09t/p390.011.086781.112131.086780.319961.32
792020.04.09 04:09sell400.011.086741.111741.08639
802020.04.09 04:32t/p400.011.086391.111741.086390.319961.63
812020.04.10 07:00sell410.011.094271.119271.09392
822020.04.10 07:00t/p410.011.093921.119271.093920.319961.94
832020.04.10 07:00sell420.011.093821.118821.09347
842020.04.10 08:00t/p420.011.093471.118821.093470.319962.25
852020.04.14 10:00buy430.011.092901.067901.09325
862020.04.14 10:06t/p430.011.093251.067901.093250.319962.56
872020.04.14 10:06buy440.011.093271.068271.09362
882020.04.14 10:07t/p440.011.093651.068271.093620.349962.90
892020.04.14 10:07buy450.011.093671.068671.09402
902020.04.14 12:29t/p450.011.094021.068671.094020.319963.21
912020.04.28 11:30sell460.011.085111.110111.08476
922020.04.28 11:55t/p460.011.084751.110111.084760.329963.53
932020.05.01 02:00buy470.011.094351.069351.09470
942020.05.01 02:05t/p470.011.094701.069351.094700.319963.84
952020.05.01 02:05buy480.011.094741.069741.09509
962020.05.01 03:57t/p480.011.095101.069741.095090.329964.16
972020.05.19 09:30sell490.011.093601.118601.09325
982020.05.19 10:31t/p490.011.093251.118601.093250.319964.47
992020.05.21 04:45buy500.011.096161.071161.09651
1002020.05.21 09:51t/p500.011.096511.071161.096510.319964.78
1012020.05.27 05:45buy510.011.095571.070571.09592
1022020.05.27 05:54t/p510.011.095921.070571.095920.319965.09
1032020.05.27 05:54buy520.011.095951.070951.09630
1042020.05.27 06:37t/p520.011.096301.070951.096300.319965.40
1052020.06.08 02:45sell530.011.131671.156671.13132
1062020.06.08 02:46t/p530.011.131321.156671.131320.309965.70
1072020.06.08 02:46sell540.011.131281.156281.13093
1082020.06.08 03:12t/p540.011.130931.156281.130930.309966.00
1092020.06.09 03:15sell550.011.131211.156211.13086
1102020.06.09 03:22t/p550.011.130851.156211.130860.319966.31
1112020.06.09 03:22sell560.011.130831.155831.13048
1122020.06.09 03:24t/p560.011.130461.155831.130480.329966.63
1132020.06.09 03:24sell570.011.130451.155451.13010
1142020.06.09 03:38t/p570.011.130091.155451.130100.319966.94
1152020.06.10 08:45sell580.011.136551.161551.13620
1162020.06.10 08:57t/p580.011.136201.161551.136200.309967.24
1172020.06.10 08:57sell590.011.136171.161171.13582
1182020.06.10 09:06t/p590.011.135821.161171.135820.309967.54
1192020.06.11 07:30buy600.011.134761.109761.13511
1202020.06.11 07:39t/p600.011.135131.109761.135110.329967.86
1212020.06.11 07:39buy610.011.135141.110141.13549
1222020.06.11 09:17t/p610.011.135491.110141.135490.309968.16
1232020.06.17 09:15sell620.011.128111.153111.12776
1242020.06.17 09:18t/p620.011.127761.153111.127760.309968.46
1252020.06.17 09:18sell630.011.127741.152741.12739
1262020.06.17 10:58t/p630.011.127391.152741.127390.309968.76
1272020.06.23 02:00sell640.011.127271.152271.12692
1282020.06.23 02:15t/p640.011.126921.152271.126920.309969.06
1292020.06.23 10:45sell650.011.128901.153901.12855
1302020.06.23 11:19t/p650.011.128541.153901.128550.319969.37
1312020.07.01 08:00buy660.011.121831.096831.12218
1322020.07.01 08:05t/p660.011.122181.096831.122180.319969.68
1332020.07.01 08:05buy670.011.122201.097201.12255
1342020.07.01 08:55t/p670.011.122551.097201.122550.319969.99
1352020.07.06 04:00sell680.011.126411.151411.12606
1362020.07.07 12:04t/p680.011.126031.151411.126060.339970.32
1372020.07.09 07:15sell690.011.136601.161601.13625
1382020.07.09 07:25t/p690.011.136251.161601.136250.309970.62
1392020.07.09 07:25sell700.011.136231.161231.13588
1402020.07.09 08:48t/p700.011.135871.161231.135880.319970.93
1412020.07.15 06:45buy710.011.139591.114591.13994
1422020.07.15 07:32t/p710.011.139971.114591.139940.339971.26
1432020.07.27 04:00sell720.011.168851.193851.16850
1442020.07.27 12:19t/p720.011.168501.193851.168500.309971.56
1452020.07.28 06:30buy730.011.173731.148731.17408
1462020.07.28 06:35t/p730.011.174081.148731.174080.309971.86
1472020.07.28 06:35buy740.011.174111.149111.17446
1482020.07.29 09:32t/p740.011.174481.149111.174460.279972.13
1492020.08.13 03:30sell750.011.180751.205751.18040
1502020.08.13 07:45t/p750.011.180401.205751.180400.309972.43
1512020.08.18 03:45sell760.011.188201.213201.18785
1522020.08.19 19:19t/p760.011.187801.213201.187850.359972.78
1532020.08.21 10:45buy770.011.183971.158971.18432
1542020.08.21 10:47t/p770.011.184321.158971.184320.309973.08
1552020.08.21 10:47buy780.011.184371.159371.18472
1562020.08.24 15:04t/p780.011.184721.159371.184720.259973.33