Strategy Tester Report
Mix Skalper v03.17
RVDMarkets-Demo ECN (Build 509)

СимволEURUSD (Euro vs US Dollar)
Период1 Минута (M1) 2013.11.04 00:00 - 2013.11.29 21:54 (2013.11.04 - 2013.11.30)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSetName="Введите здесь свое название сета"; q11="Режим рчного помошника"; TFForEA=1; q1="Это настройки для ММ"; FixLot=0.1; ProtsD=0; StepFromDepo=0; i1="настройки к индикатору Genesis Matrix M1"; Gen3on4=true; Gen4on4=false; TimeFrame.Period=0; TimeFrame.Auto=0; TVI.r=8; TVI.s=8; TVI.u=5; CCI.Period=8; CCI.Threshold=60; T3_8.Period=8; T3_8.BarCount=1500; GannHiLo.Period=8; GenMatrSift=1; LivTimeGenMatr=1; GenHardSig=true; GenMatrWeigth=2; i24="Настройки к закрытию По Genesis Matrix M1 Системы весов"; UseCloseOnGenMatr=false; GenMatrCloseWeigth=1; i3="настройки к индикатору TMALine_2 M1"; UseTMAL2=true; TimeFrame="Current"; TMAPeriod=56; Price=0; ATRMultiplier=3; ATRPeriod=100; TrendThreshold=0.5; TMABuyPercent=35; TMASellPercent=65; TMAL2_Shift=0; LivTimeTMAL2=1; TMAL2HardSig=false; TMAL2Weigth=1; i25="Настройки к закрытию По TMALine_2 M1 Системы весов"; UseCloseOnTMAL2=false; TMAL2CloseWeigth=1; i31="Настройки к контролю рабочего диапазона TMALine_2 M1"; ControlDiapTMA=true; MinDiapTMA=7; MaxDiapTMA=300; ControlDiapTMA_Shift=0; i4="настройки к индикатору ExtremeTMA info 040 M1"; UseETMA040=true; ETMABuy=0.4; ETMASell=0.4; TmaPeriod=56; TmaAtrPeriod=100; TmaBandSize=3; LivTimeETMA040=1; ETMA040HardSig=false; ETMA040Weigth=1; i26="Настройки к закрытию По ExtremeTMA info 040 M1 Системы весов"; UseCloseOnETMA040=false; ETMA040CloseWeigth=1; i41="настройки к индикатору ExtremeTMA info 040 M5"; UseETMA040_High=true; TmaTF_High=5; ETMABuy_High=0.3; ETMASell_High=0.3; TmaPeriod_High=56; TmaAtrPeriod_High=100; TmaBandSize_High=3; LivTimeETMA040_High=1; ETMA040_HighHardSig=false; ETMA040_HighWeigth=2; i27="Настройки к закрытию По ExtremeTMA info 040 M5 Системы весов"; UseCloseOnETMA040_High=false; ETMA040_HighCloseWeigth=1; i5="Второстепенные индикаторы"; i6="настройки к индикатору Genesis Matrix M5"; Gen3on4_High=true; Gen4on4_High=false; TimeFrame.Period_High=5; TimeFrame.Auto_High=0; TVI.r_High=12; TVI.s_High=12; TVI.u_High=5; CCI.Period_High=20; CCI.Threshold_High=60; T3_8.Period_High=8; T3_8.BarCount_High=1500; GannHiLo.Period_High=10; GenMatrSift_High=1; LivTimeGenMatr_High=1; Gen_HighHardSig=true; Gen_HighWeigth=2; i28="Настройки к закрытию По Genesis Matrix M5 Системы весов"; UseCloseOnGenMatr_High=true; GenMatr_HighCloseWeigth=2; i7="настройки к индикатору TMALine_2 M5"; UseTMAL2_High=true; TimeFrame_High="M5"; TMAPeriod_High=56; Price_High=0; ATRMultiplier_High=3; ATRPeriod_High=100; TrendThreshold_High=0.5; TMAL2_Shift_High=0; TMABuyPercent_High=70; TMASellPercent_High=30; LivTimeTMAL2_High=1; TMAL2_HighHardSig=true; TMAL2_HighWeigth=1; i29="Настройки к закрытию По TMALine_2 M5 Системы весов"; UseCloseOnTMAL2_High=false; TMAL2_HighCloseWeigth=1; i8="Настройки к индикатору Stohastic M1"; UseStohNap=true; UseStohZone=true; UseStohCros=true; KPeriod=15; DPeriod=3; Slowing=3; StohMethod=1; StohPrice=0; StohBarsNap=1; StohBarsZone=3; StohBarsCros=3; HighZone=80; LowZone=20; StohLookBac=0; LivTimeStohNap=1; LivTimeStohZone=1; LivTimeStohCros=1; StohNapHardSig=true; StohZoneHardSig=true; StohCrosHardSig=true; StohNapWeigth=1; StohZoneWeigth=1; StohCrosWeigth=1; i210="Настройки к закрытию По Stohastic M1 Системы весов"; UseCloseOnStohNap=false; UseCloseOnStohZone=false; UseCloseOnStohCros=false; StohNapCloseWeigth=1; StohZoneCloseWeigth=1; StohCrosCloseWeigth=1; i9="Настройки к индикатору Stohastic M5"; UseStohNap_High=true; UseStohZone_High=true; UseStohCros_High=true; StohTF_High=5; KPeriod_High=15; DPeriod_High=3; Slowing_High=3; StohMethod_High=1; StohPrice_High=0; StohBarsNap_High=1; StohBarsZone_High=3; StohBarsCros_High=3; HighZone_High=50; LowZone_High=50; StohLookBac_High=0; LivTimeStohNap_High=1; LivTimeStohZone_High=1; LivTimeStohCros_High=1; StohNap_HighHardSig=true; StohZone_HighHardSig=true; StohCros_HighHardSig=true; StohNap_HighWeigth=1; StohZone_HighWeigth=1; StohCros_HighWeigth=1; i211="Настройки к закрытию По Stohastic M5 Системы весов"; UseCloseOnStohNap_High=false; UseCloseOnStohZone_High=false; UseCloseOnStohCros_High=false; StohNap_HighCloseWeigth=1; MA_TF=0;
Баров в истории29564Смоделировано тиков807349Качество моделирования25.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль-286.42Общая прибыль345.00Общий убыток-631.42
Прибыльность0.55Матожидание выигрыша-2.56
Абсолютная просадка290.92Максимальная просадка350.62 (33.09%)Относительная просадка33.09% (350.62)
Всего сделок112Короткие позиции (% выигравших)71 (33.80%)Длинные позиции (% выигравших)41 (53.66%)
Прибыльные сделки (% от всех)46 (41.07%)Убыточные сделки (% от всех)66 (58.93%)
Самая большаяприбыльная сделка24.50убыточная сделка-15.70
Средняяприбыльная сделка7.50убыточная сделка-9.57
Максимальное количествонепрерывных выигрышей (прибыль)5 (24.40)непрерывных проигрышей (убыток)10 (-107.50)
Максимальнаянепрерывная прибыль (число выигрышей)40.40 (3)непрерывный убыток (число проигрышей)-107.50 (10)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.11.04 03:33sell10.101.347151.348651.34465
22013.11.04 04:49close10.101.348281.348651.34465-11.80988.20
32013.11.04 07:54sell20.101.349461.350961.34696
42013.11.04 08:43close20.101.349491.350961.34696-0.80987.40
52013.11.04 08:43buy30.101.349491.347991.35199
62013.11.04 09:04close30.101.350701.347991.3519911.60999.00
72013.11.04 09:04sell40.101.350701.352201.34820
82013.11.04 10:08close40.101.350081.352201.348205.701004.70
92013.11.04 10:08buy50.101.350081.348581.35258
102013.11.04 10:39close50.101.350811.348581.352586.801011.50
112013.11.04 10:39sell60.101.350811.352311.34831
122013.11.04 16:28s/l60.101.352311.352311.34831-15.50996.00
132013.11.04 17:14buy70.101.351191.349691.35369
142013.11.04 17:25close70.101.351151.349691.35369-0.90995.10
152013.11.05 02:13sell80.101.350701.352201.34820
162013.11.05 05:51close80.101.350201.352201.348204.50999.60
172013.11.05 08:40sell90.101.348931.350431.34643
182013.11.05 09:57close90.101.348871.350431.346430.10999.70
192013.11.05 10:43buy100.101.349471.347971.35197
202013.11.05 10:59close100.101.350221.347971.351977.001006.70
212013.11.05 10:59sell110.101.350221.351721.34772
222013.11.05 11:21close110.101.349091.351721.3477210.801017.50
232013.11.05 11:21buy120.101.349091.347591.35159
242013.11.05 11:59close120.101.349341.347591.351592.001019.50
252013.11.05 11:59sell130.101.349341.350841.34684
262013.11.05 12:44close130.101.349371.350841.34684-0.801018.70
272013.11.05 12:52sell140.101.349511.351011.34701
282013.11.05 13:43t/p140.101.347011.351011.3470124.501043.20
292013.11.05 17:02buy150.101.346961.345461.34946
302013.11.05 18:30close150.101.347341.345461.349463.301046.50
312013.11.05 18:30sell160.101.347341.348841.34484
322013.11.05 20:21close160.101.347621.348841.34484-3.301043.20
332013.11.06 05:53sell170.101.350581.352081.34808
342013.11.06 08:09close170.101.349701.352081.348088.301051.50
352013.11.06 08:09buy180.101.349701.348201.35220
362013.11.06 08:23close180.101.349391.348201.35220-3.601047.90
372013.11.06 08:48sell190.101.349841.351341.34734
382013.11.06 09:35s/l190.101.351341.351341.34734-15.501032.40
392013.11.06 11:10sell200.101.352091.353591.34959
402013.11.06 11:44close200.101.351781.353591.349592.601035.00
412013.11.06 11:44buy210.101.351781.350281.35428
422013.11.06 12:58close210.101.351891.350281.354280.601035.60
432013.11.06 12:58sell220.101.351891.353391.34939
442013.11.06 13:40close220.101.351401.353391.349394.401040.00
452013.11.06 13:40buy230.101.351401.349901.35390
462013.11.06 14:23close230.101.351251.349901.35390-2.001038.00
472013.11.06 14:23sell240.101.351251.352751.34875
482013.11.06 14:52s/l240.101.352751.352751.34875-15.501022.50
492013.11.06 17:44sell250.101.352731.354231.35023
502013.11.06 18:26close250.101.352481.354231.350232.001024.50
512013.11.06 18:26buy260.101.352481.350981.35498
522013.11.06 19:03close260.101.352111.350981.35498-4.201020.30
532013.11.07 01:19sell270.101.350921.352421.34842
542013.11.07 02:06close270.101.351511.352421.34842-6.401013.90
552013.11.07 02:19sell280.101.351701.353201.34920
562013.11.07 08:58close280.101.352281.353201.34920-6.301007.60
572013.11.07 09:05sell290.101.352241.353741.34974
582013.11.07 12:07close290.101.350951.353741.3497412.401020.00
592013.11.07 12:07buy300.101.350951.349451.35345
602013.11.07 12:18close300.101.351351.349451.353453.501023.50
612013.11.07 12:18sell310.101.351351.352851.34885
622013.11.07 12:45t/p310.101.348851.352851.3488524.501048.00
632013.11.07 14:20sell320.101.334711.336211.33221
642013.11.07 14:29s/l320.101.336211.336211.33221-15.501032.50
652013.11.07 15:39sell330.101.336881.338381.33438
662013.11.07 15:59s/l330.101.338381.338381.33438-15.501017.00
672013.11.07 16:02sell340.101.337721.339221.33522
682013.11.07 16:14s/l340.101.339221.339221.33522-15.501001.50
692013.11.07 17:31sell350.101.339571.341071.33707
702013.11.07 17:41s/l350.101.341071.341071.33707-15.50986.00
712013.11.07 17:46sell360.101.340641.342141.33814
722013.11.07 18:27s/l360.101.342141.342141.33814-15.50970.50
732013.11.07 19:36sell370.101.343731.345231.34123
742013.11.07 19:57close370.101.342751.345231.341239.30979.80
752013.11.07 19:57buy380.101.342751.341251.34525
762013.11.07 20:34close380.101.342141.341251.34525-6.60973.20
772013.11.07 21:30sell390.101.341961.343461.33946
782013.11.07 22:24close390.101.342251.343461.33946-3.40969.80
792013.11.07 23:45buy400.101.341241.339741.34374
802013.11.08 01:35close400.101.341541.339741.343742.20972.00
812013.11.08 01:35sell410.101.341541.343041.33904
822013.11.08 06:04t/p410.101.339041.343041.3390424.50996.50
832013.11.08 07:06sell420.101.340611.342111.33811
842013.11.08 07:31close420.101.340881.342111.33811-3.20993.30
852013.11.08 07:49sell430.101.341431.342931.33893
862013.11.08 08:12close430.101.340971.342931.338934.10997.40
872013.11.08 08:12buy440.101.340971.339471.34347
882013.11.08 08:42close440.101.341401.339471.343473.801001.20
892013.11.08 08:42sell450.101.341401.342901.33890
902013.11.08 09:54s/l450.101.342901.342901.33890-15.50985.70
912013.11.08 10:00sell460.101.342611.344111.34011
922013.11.08 10:23close460.101.342071.344111.340114.90990.60
932013.11.08 10:23buy470.101.342071.340571.34457
942013.11.08 11:14close470.101.342461.340571.344573.40994.00
952013.11.08 11:14sell480.101.342461.343961.33996
962013.11.08 12:08close480.101.342091.343961.339963.20997.20
972013.11.08 12:08buy490.101.342091.340591.34459
982013.11.08 12:56close490.101.341751.340591.34459-3.90993.30
992013.11.08 13:23sell500.101.342661.344161.34016
1002013.11.08 13:30t/p500.101.340161.344161.3401624.501017.80
1012013.11.08 14:55buy510.101.335181.333681.33768
1022013.11.08 15:14s/l510.101.333681.333681.33768-15.501002.30
1032013.11.08 15:54sell520.101.334021.335521.33152
1042013.11.08 16:03s/l520.101.335521.335521.33152-15.50986.80
1052013.11.08 16:48sell530.101.335781.337281.33328
1062013.11.08 19:20close530.101.335541.337281.333281.90988.70
1072013.11.08 19:20buy540.101.335541.334041.33804
1082013.11.11 02:26close540.101.336011.334041.338043.90992.60
1092013.11.11 02:26sell550.101.336011.337511.33351
1102013.11.11 03:36close550.101.336111.337511.33351-1.50991.10
1112013.11.11 08:30sell560.101.337461.338961.33496
1122013.11.11 09:23s/l560.101.338961.338961.33496-15.50975.60
1132013.11.11 09:28sell570.101.338701.340201.33620
1142013.11.11 10:23s/l570.101.340201.340201.33620-15.50960.10
1152013.11.11 14:38buy580.101.340241.338741.34274
1162013.11.11 15:30close580.101.340521.338741.342742.30962.40
1172013.11.11 15:30sell590.101.340521.342021.33802
1182013.11.11 18:05close590.101.340481.342021.33802-0.10962.30
1192013.11.11 18:35sell600.101.340761.342261.33826
1202013.11.11 23:16close600.101.340841.342261.33826-1.30961.00
1212013.11.12 01:51sell610.101.339981.341481.33748
1222013.11.12 02:13close610.101.339471.341481.337484.60965.60
1232013.11.12 02:13buy620.101.339471.337971.34197
1242013.11.12 05:39close620.101.339261.337971.34197-2.60963.00
1252013.11.12 07:25sell630.101.338691.340191.33619
1262013.11.12 08:07close630.101.338681.340191.33619-0.40962.60
1272013.11.12 08:07buy640.101.338681.337181.34118
1282013.11.12 08:35close640.101.338141.337181.34118-5.90956.70
1292013.11.12 08:49buy650.101.337891.336391.34039
1302013.11.12 09:34s/l650.101.336391.336391.34039-15.50941.20
1312013.11.12 09:55sell660.101.337541.339041.33504
1322013.11.12 10:20s/l660.101.339041.339041.33504-15.50925.70
1332013.11.12 12:19sell670.101.339221.340721.33672
1342013.11.12 12:30s/l670.101.340721.340721.33672-15.50910.20
1352013.11.12 13:52sell680.101.343131.344631.34063
1362013.11.12 14:04s/l680.101.344631.344631.34063-15.50894.70
1372013.11.12 14:50sell690.101.343871.345371.34137
1382013.11.12 14:53s/l690.101.345371.345371.34137-15.50879.20
1392013.11.12 16:09buy700.101.343751.342251.34625
1402013.11.12 17:24close700.101.343241.342251.34625-5.60873.60
1412013.11.12 17:24sell710.101.343241.344741.34074
1422013.11.12 17:32s/l710.101.344741.344741.34074-15.50858.10
1432013.11.12 19:40buy720.101.342931.341431.34543
1442013.11.12 19:49close720.101.343201.341431.345432.20860.30
1452013.11.12 19:54sell730.101.343171.344671.34067
1462013.11.12 20:12close730.101.342641.344671.340674.80865.10
1472013.11.12 20:12buy740.101.342641.341141.34514
1482013.11.12 20:32close740.101.342961.341141.345142.70867.80
1492013.11.12 20:32sell750.101.342961.344461.34046
1502013.11.13 02:16s/l750.101.344461.344461.34046-15.70852.10
1512013.11.13 08:08buy760.101.342931.341431.34543
1522013.11.13 08:33close760.101.343461.341431.345434.80856.90
1532013.11.13 08:33sell770.101.343461.344961.34096
1542013.11.13 08:47close770.101.343511.344961.34096-1.00855.90
1552013.11.13 09:18buy780.101.343031.341531.34553
1562013.11.13 09:33close780.101.342891.341531.34553-1.90854.00
1572013.11.13 09:49buy790.101.342421.340921.34492
1582013.11.13 10:32s/l790.101.340921.340921.34492-15.50838.50
1592013.11.13 11:10sell800.101.342031.343531.33953
1602013.11.13 11:44close800.101.342021.343531.33953-0.40838.10
1612013.11.13 11:51sell810.101.341931.343431.33943
1622013.11.13 12:37close810.101.342561.343431.33943-6.80831.30
1632013.11.13 12:55buy820.101.341931.340431.34443
1642013.11.13 13:51t/p820.101.344431.340431.3444324.50855.80
1652013.11.13 16:18sell830.101.341361.342861.33886
1662013.11.13 16:25s/l830.101.342861.342861.33886-15.50840.30
1672013.11.13 18:11buy840.101.344991.343491.34749
1682013.11.13 18:37close840.101.345261.343491.347492.20842.50
1692013.11.13 18:37sell850.101.345261.346761.34276
1702013.11.13 20:57close850.101.346061.346761.34276-8.50834.00
1712013.11.13 20:57buy860.101.346061.344561.34856
1722013.11.13 21:49t/p860.101.348561.344561.3485624.50858.50
1732013.11.13 23:28sell870.101.348541.350041.34604
1742013.11.14 00:25close870.101.349451.350041.34604-10.21848.28
1752013.11.14 00:28sell880.101.348821.350321.34632
1762013.11.14 02:34close880.101.346981.350321.3463217.90866.18
1772013.11.14 02:35buy890.101.347001.345501.34950
1782013.11.14 04:01close890.101.346741.345501.34950-3.10863.08
1792013.11.14 04:03sell900.101.346731.348231.34423
1802013.11.14 08:53close900.101.346301.348231.344233.80866.88
1812013.11.14 08:53buy910.101.346301.344801.34880
1822013.11.14 09:37s/l910.101.344801.344801.34880-15.50851.38
1832013.11.14 09:45buy920.101.344821.343321.34732
1842013.11.14 10:35s/l920.101.343321.343321.34732-15.50835.88
1852013.11.14 10:39buy930.101.343621.342121.34612
1862013.11.14 11:20s/l930.101.342121.342121.34612-15.50820.38
1872013.11.14 11:24buy940.101.342651.341151.34515
1882013.11.14 11:44close940.101.342931.341151.345152.30822.68
1892013.11.14 11:44sell950.101.342931.344431.34043
1902013.11.14 12:12s/l950.101.344431.344431.34043-15.50807.18
1912013.11.14 13:11sell960.101.343921.345421.34142
1922013.11.14 13:30s/l960.101.345421.345421.34142-15.50791.68
1932013.11.14 14:26buy970.101.344431.342931.34693
1942013.11.14 15:04close970.101.345411.342931.346939.30800.98
1952013.11.14 15:04sell980.101.345411.346911.34291
1962013.11.14 15:22s/l980.101.346911.346911.34291-15.50785.48
1972013.11.14 15:58sell990.101.346491.347991.34399
1982013.11.14 16:18s/l990.101.347991.347991.34399-15.50769.98
1992013.11.14 17:00buy1000.101.346681.345181.34918
2002013.11.14 17:44close1000.101.347851.345181.3491811.20781.18
2012013.11.14 17:44sell1010.101.347861.349361.34536
2022013.11.14 18:08close1010.101.347371.349361.345364.40785.58
2032013.11.14 18:08buy1020.101.347371.345871.34987
2042013.11.14 18:17s/l1020.101.345871.345871.34987-15.50770.08
2052013.11.14 19:27sell1030.101.345321.346821.34282
2062013.11.15 01:00close1030.101.345311.346821.34282-0.60769.48
2072013.11.15 01:07sell1040.101.345251.346751.34275
2082013.11.15 03:39close1040.101.345521.346751.34275-3.20766.28
2092013.11.15 08:25sell1050.101.345291.346791.34279
2102013.11.15 09:23close1050.101.345121.346791.342791.20767.48
2112013.11.15 10:40sell1060.101.344431.345931.34193
2122013.11.15 10:58close1060.101.345131.345931.34193-7.50759.98
2132013.11.15 11:30sell1070.101.344921.346421.34242
2142013.11.15 13:09s/l1070.101.346421.346421.34242-15.50744.48
2152013.11.15 13:15sell1080.101.346031.347531.34353
2162013.11.15 13:45s/l1080.101.347531.347531.34353-15.50728.98
2172013.11.15 16:24sell1090.101.348111.349611.34561
2182013.11.15 19:04close1090.101.348681.349611.34561-6.20722.78
2192013.11.18 06:59buy1100.101.349531.348031.35203
2202013.11.18 07:32close1100.101.349471.348031.35203-1.10721.68
2212013.11.18 07:32sell1110.101.349471.350971.34697
2222013.11.18 08:11close1110.101.350431.350971.34697-10.10711.58
2232013.11.18 09:57buy1120.101.350611.349111.35311
2242013.11.18 10:05close at stop1120.101.350861.349111.353112.00713.58