Strategy Tester Report
Mix Skalper v02.01
FXOpen-ECN Demo Server (Build 509)

СимволUSDJPY (US Dollar vs Japanese Yen)
Период1 Минута (M1) 2013.09.30 00:00 - 2013.10.11 23:59 (2013.09.30 - 2013.10.13)
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=false; 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=false; GenMatrWeigth=1; i24="Настройки к закрытию По Genesis Matrix M1 Системы весов"; UseCloseOnGenMatr=true; GenCloseHardSig=true; GenMatrCloseWeigth=1; i2="настройки к закрытию по индикатору Genesis Matrix M1"; CoseOnMatrix=false; GenMatrCloseShift=1; PointOnClose=3; i21="Настройки к закрытию 2хшагового ТП Genesis Matrix M1"; CloseOn2Steps=false; CloseOn2StepsShift=1; CloseOn2StepsPoint=2; i3="настройки к индикатору TMALine_2 M1"; UseTMAL2=true; TimeFrame="Current"; TMAPeriod=56; Price=0; ATRMultiplier=3; ATRPeriod=100; TrendThreshold=0.5; TMABuyPercent=20; TMASellPercent=80; TMAL2_Shift=0; LivTimeTMAL2=1; TMAL2HardSig=true; TMAL2Weigth=2; i25="Настройки к закрытию По TMALine_2 M1 Системы весов"; UseCloseOnTMAL2=false; TMAL2CloseHardSig=false; TMAL2CloseWeigth=1; i31="Настройки к контролю рабочего диапазона TMALine_2 M1"; ControlDiapTMA=true; MinDiapTMA=5; 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; ETMA040CloseHardSig=false; ETMA040CloseWeigth=1; i41="настройки к индикатору ExtremeTMA info 040 M5"; UseETMA040_High=false; TmaTF_High=1; ETMABuy_High=0.3; ETMASell_High=0.3; TmaPeriod_High=56; TmaAtrPeriod_High=100; TmaBandSize_High=3; LivTimeETMA040_High=1; ETMA040_HighHardSig=true; ETMA040_HighWeigth=2; i27="Настройки к закрытию По ExtremeTMA info 040 M5 Системы весов"; UseCloseOnETMA040_High=false; ETMA040_HighCloseHardSig=false; ETMA040_HighCloseWeigth=1; i5="Второстепенные индикаторы"; i6="настройки к индикатору Genesis Matrix M5"; Gen3on4_High=false; 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=false; Gen_HighWeigth=1; i28="Настройки к закрытию По Genesis Matrix M5 Системы весов"; UseCloseOnGenMatr_High=false; Gen_HighCloseHardSig=false; GenMatr_HighCloseWeigth=1; i7="настройки к индикатору TMALine_2 M5"; UseTMAL2_High=true; TimeFrame_High="Current"; TMAPeriod_High=56; Price_High=0; ATRMultiplier_High=3; ATRPeriod_High=100; TrendThreshold_High=0.5; TMAL2_Shift_High=0; TMABuyPercent_High=40; TMASellPercent_High=60; LivTimeTMAL2_High=1; TMAL2_HighHardSig=false; TMAL2_HighWeigth=1; i29="Настройки к закрытию По TMALine_2 M5 Системы весов"; UseCloseOnTMAL2_High=false; TMAL2_HighCloseHardSig=false; TMAL2_HighCloseWeigth=1; i8="Настройки к индикатору Stohastic M1"; UseStohNap=false; UseStohZone=false; UseStohCros=false; 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=false; StohZoneHardSig=false; StohCrosHardSig=false; StohNapWeigth=1; StohZoneWeigth=1; StohCrosWeigth=1; i210="Настройки к закрытию По Stohastic M1 Системы весов"; UseCloseOnStohNap=false; UseCloseOnStohZone=false; UseCloseOnStohCros=false; StohNapCloseHardSig=false; StohZoneCloseHardSig=false; StohCrosCloseHardSig=false; StohNapCloseWeigth=1; StohZoneCloseWeigth=1; StohCrosCloseWeigth=1; i9="Настройки к индикатору Stohastic M5"; UseStohNap_High=false; UseStohZone_High=false; UseStohCros_High=false; StohTF_High=5; KPeriod_High=15; DPeriod_High=3; Slowing_High=3; StohMethod_High=1; StohPrice_High=0; MA_TF=0;
Баров в истории15235Смоделировано тиков560422Качество моделирования25.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль0.01Общая прибыль314.01Общий убыток-314.01
Прибыльность1.00Матожидание выигрыша0.00
Абсолютная просадка51.31Максимальная просадка67.36 (6.63%)Относительная просадка6.63% (67.36)
Всего сделок106Короткие позиции (% выигравших)55 (74.55%)Длинные позиции (% выигравших)51 (74.51%)
Прибыльные сделки (% от всех)79 (74.53%)Убыточные сделки (% от всех)27 (25.47%)
Самая большаяприбыльная сделка8.52убыточная сделка-19.62
Средняяприбыльная сделка3.97убыточная сделка-11.63
Максимальное количествонепрерывных выигрышей (прибыль)11 (42.43)непрерывных проигрышей (убыток)3 (-39.28)
Максимальнаянепрерывная прибыль (число выигрышей)42.43 (11)непрерывный убыток (число проигрышей)-39.28 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.09.30 09:33sell10.1097.91198.01097.872
22013.09.30 09:38t/p10.1097.87298.01097.8723.991003.99
32013.09.30 09:53buy20.1097.81197.69797.858
42013.09.30 10:02t/p20.1097.85897.69797.8584.801008.79
52013.09.30 10:41sell30.1097.88498.01797.837
62013.09.30 10:47t/p30.1097.83798.01797.8374.811013.60
72013.09.30 13:06buy40.1097.83197.72597.871
82013.09.30 14:11s/l40.1097.72597.72597.871-10.851002.75
92013.09.30 14:19buy50.1097.74397.66297.773
102013.09.30 14:27s/l50.1097.66297.66297.773-8.30994.45
112013.09.30 15:33buy60.1097.53597.40697.583
122013.09.30 15:41t/p60.1097.58397.40697.5834.92999.37
132013.09.30 15:58sell70.1097.65097.78897.590
142013.09.30 16:44s/l70.1097.78897.78897.590-14.11985.26
152013.09.30 16:46sell80.1097.74997.88897.698
162013.09.30 16:48t/p80.1097.69897.88897.6985.22990.48
172013.09.30 18:49sell90.1098.25398.42398.184
182013.09.30 20:24s/l90.1098.42398.42398.184-17.27973.21
192013.09.30 21:01buy100.1098.28498.16798.351
202013.09.30 22:58close100.1098.29498.16798.3511.02974.23
212013.09.30 22:58sell110.1098.29498.41598.243
222013.09.30 23:39t/p110.1098.24398.41598.2435.19979.42
232013.09.30 23:46buy120.1098.24698.12798.291
242013.10.01 00:23t/p120.1098.29198.12798.2914.42983.84
252013.10.01 11:11sell130.1097.99498.15597.935
262013.10.01 12:06s/l130.1098.15598.15597.935-16.40967.44
272013.10.01 15:06sell140.1097.85897.97097.808
282013.10.01 15:16t/p140.1097.80897.97097.8085.11972.55
292013.10.01 15:26buy150.1097.75997.63697.815
302013.10.01 15:31t/p150.1097.81597.63697.8155.73978.28
312013.10.01 16:02sell160.1097.94798.08797.889
322013.10.01 16:08t/p160.1097.88998.08797.8895.93984.21
332013.10.01 16:44sell170.1098.00998.16597.941
342013.10.01 17:00s/l170.1098.16598.16597.941-15.89968.32
352013.10.01 17:53buy180.1098.11697.91598.199
362013.10.01 19:18close180.1098.12597.91598.1990.92969.24
372013.10.01 19:18sell190.1098.12598.28398.058
382013.10.01 19:45t/p190.1098.05898.28398.0586.83976.07
392013.10.02 11:32buy200.1097.30897.13397.378
402013.10.02 11:40t/p200.1097.37897.13397.3787.19983.26
412013.10.02 12:16sell210.1097.44297.60097.387
422013.10.02 13:55t/p210.1097.38797.60097.3875.65988.91
432013.10.02 14:01buy220.1097.38897.27297.429
442013.10.02 14:17t/p220.1097.42997.27297.4294.21993.12
452013.10.02 14:44sell230.1097.46697.57497.427
462013.10.02 15:15t/p230.1097.42797.57497.4274.00997.12
472013.10.02 15:23buy240.1097.32197.20697.404
482013.10.02 15:56t/p240.1097.40497.20697.4048.521005.64
492013.10.02 18:02sell250.1097.27997.43697.221
502013.10.02 19:10s/l250.1097.43697.43697.221-16.12989.52
512013.10.02 19:15sell260.1097.41397.52997.370
522013.10.02 20:08s/l260.1097.52997.52997.370-11.89977.63
532013.10.02 21:21buy270.1097.44097.33597.476
542013.10.03 00:03s/l270.1097.33597.33597.476-11.27966.35
552013.10.03 09:05buy280.1097.67597.59497.702
562013.10.03 09:08t/p280.1097.70297.59497.7022.76969.11
572013.10.03 09:22buy290.1097.64897.55897.678
582013.10.03 09:27t/p290.1097.67897.55897.6783.07972.18
592013.10.03 10:14sell300.1097.73597.83197.693
602013.10.03 10:26s/l300.1097.83197.83197.693-9.81962.37
612013.10.03 11:56buy310.1097.77997.68097.815
622013.10.03 12:00t/p310.1097.81597.68097.8153.68966.05
632013.10.03 13:00buy320.1097.74797.65997.776
642013.10.03 13:21t/p320.1097.77697.65997.7762.97969.02
652013.10.03 13:43buy330.1097.68397.58897.716
662013.10.03 13:58t/p330.1097.71697.58897.7163.38972.40
672013.10.03 14:38sell340.1097.71697.80097.681
682013.10.03 14:56t/p340.1097.68197.80097.6813.58975.98
692013.10.03 15:05buy350.1097.67197.58197.708
702013.10.03 15:09t/p350.1097.70897.58197.7083.79979.77
712013.10.03 16:03sell360.1097.66097.77897.607
722013.10.03 16:09t/p360.1097.60797.77897.6075.43985.20
732013.10.03 18:25buy370.1097.24297.08297.297
742013.10.03 18:56s/l370.1097.08297.08297.297-16.48968.72
752013.10.03 19:41sell380.1097.14797.33897.063
762013.10.03 20:30s/l380.1097.33897.33897.063-19.62949.10
772013.10.03 23:40sell390.1097.30797.41197.268
782013.10.03 23:56t/p390.1097.26897.41197.2684.01953.11
792013.10.04 09:41buy400.1097.01796.89797.058
802013.10.04 09:43t/p400.1097.05896.89797.0584.22957.33
812013.10.04 09:52sell410.1097.12797.26097.068
822013.10.04 10:10t/p410.1097.06897.26097.0686.07963.40
832013.10.04 11:39sell420.1097.21497.35597.157
842013.10.04 12:02t/p420.1097.15797.35597.1575.87969.27
852013.10.04 12:15buy430.1097.13297.01997.177
862013.10.04 12:18t/p430.1097.17797.01997.1774.63973.90
872013.10.04 14:16sell440.1097.22597.31497.190
882013.10.04 14:48t/p440.1097.19097.31497.1903.60977.50
892013.10.04 15:01buy450.1097.17797.09597.207
902013.10.04 15:26s/l450.1097.09597.09597.207-8.45969.05
912013.10.04 16:06sell460.1097.15197.24297.115
922013.10.04 16:11t/p460.1097.11597.24297.1153.71972.76
932013.10.04 16:36buy470.1097.06396.96097.100
942013.10.04 16:49t/p470.1097.10096.96097.1003.81976.57
952013.10.04 16:59sell480.1097.11597.23397.061
962013.10.04 17:35s/l480.1097.23397.23397.061-12.13964.44
972013.10.04 18:17buy490.1097.08296.93297.135
982013.10.04 18:41t/p490.1097.13596.93297.1355.46969.90
992013.10.04 19:02sell500.1097.18997.32097.143
1002013.10.04 19:22s/l500.1097.32097.32097.143-13.46956.44
1012013.10.04 20:25sell510.1097.41397.53097.366
1022013.10.04 22:13t/p510.1097.36697.53097.3664.83961.27
1032013.10.04 22:18buy520.1097.37497.30697.397
1042013.10.04 22:23t/p520.1097.39797.30697.3972.36963.63
1052013.10.04 22:51sell530.1097.43397.49897.409
1062013.10.04 23:34t/p530.1097.40997.49897.4092.46966.09
1072013.10.07 09:02buy540.1097.10597.03997.129
1082013.10.07 09:26t/p540.1097.12997.03997.1292.47968.56
1092013.10.07 09:57sell550.1097.12697.20897.095
1102013.10.07 10:07t/p550.1097.09597.20897.0953.19971.75
1112013.10.07 12:30sell560.1096.98497.07896.952
1122013.10.07 13:12t/p560.1096.95297.07896.9523.30975.05
1132013.10.07 13:22buy570.1096.93596.84796.966
1142013.10.07 14:49s/l570.1096.84796.84796.966-9.09965.96
1152013.10.07 15:08buy580.1096.86496.80096.886
1162013.10.07 15:16t/p580.1096.88696.80096.8862.27968.23
1172013.10.07 15:50sell590.1096.89796.97796.866
1182013.10.07 16:24t/p590.1096.86696.97796.8663.20971.43
1192013.10.07 16:32buy600.1096.86496.76696.903
1202013.10.07 17:00t/p600.1096.90396.76696.9034.03975.46
1212013.10.07 17:50buy610.1097.05596.90297.131
1222013.10.07 19:39s/l610.1096.90296.90297.131-15.79959.67
1232013.10.07 20:10buy620.1096.88296.78096.917
1242013.10.07 20:11t/p620.1096.91796.78096.9173.61963.28
1252013.10.07 21:06sell630.1096.95397.05596.912
1262013.10.07 21:19t/p630.1096.91297.05596.9124.23967.51
1272013.10.07 22:55buy640.1096.86696.79096.891
1282013.10.07 23:06s/l640.1096.79096.79096.891-7.86959.65
1292013.10.07 23:58buy650.1096.71696.64796.742
1302013.10.08 00:07t/p650.1096.74296.64796.7422.53962.18
1312013.10.08 10:19buy660.1097.09796.99497.135
1322013.10.08 10:27t/p660.1097.13596.99497.1353.91966.09
1332013.10.08 11:59buy670.1097.03296.94897.073
1342013.10.08 12:54t/p670.1097.07396.94897.0734.22970.31
1352013.10.08 13:01sell680.1097.07197.16397.041
1362013.10.08 13:15t/p680.1097.04197.16397.0413.09973.40
1372013.10.08 14:01sell690.1097.09197.17097.061
1382013.10.08 14:21t/p690.1097.06197.17097.0613.09976.49
1392013.10.08 16:36buy700.1097.10797.00697.141
1402013.10.08 17:38s/l700.1097.00697.00697.141-10.41966.08
1412013.10.08 17:54buy710.1096.96696.81997.024
1422013.10.08 18:24t/p710.1097.02496.81997.0245.98972.06
1432013.10.08 18:41buy720.1096.90496.75996.957
1442013.10.08 19:12t/p720.1096.95796.75996.9575.47977.53
1452013.10.08 21:37sell730.1096.96897.08296.927
1462013.10.08 22:53close730.1096.93797.08296.9273.20980.73
1472013.10.08 22:53buy740.1096.93796.81996.982
1482013.10.09 01:08close740.1096.90096.81996.982-3.98976.75
1492013.10.09 09:14sell750.1097.44197.53197.407
1502013.10.09 09:46t/p750.1097.40797.53197.4073.49980.24
1512013.10.09 10:00buy760.1097.38297.28697.416
1522013.10.09 10:15s/l760.1097.28697.28697.416-9.87970.37
1532013.10.09 11:40sell770.1097.37997.46097.350
1542013.10.09 11:45t/p770.1097.35097.46097.3502.98973.35
1552013.10.09 12:20sell780.1097.43297.50797.402
1562013.10.09 12:26t/p780.1097.40297.50797.4023.08976.43
1572013.10.09 12:38buy790.1097.37997.30097.416
1582013.10.09 14:00s/l790.1097.30097.30097.416-8.12968.31
1592013.10.09 14:08buy800.1097.29997.22797.326
1602013.10.09 14:08t/p800.1097.32697.22797.3262.78971.09
1612013.10.09 15:20sell810.1097.34197.42597.309
1622013.10.09 16:07t/p810.1097.30997.42597.3093.29974.38
1632013.10.09 17:53buy820.1097.22797.09997.275
1642013.10.09 18:53close820.1097.23097.09997.2750.31974.69
1652013.10.09 18:53sell830.1097.23097.36397.179
1662013.10.09 20:31s/l830.1097.36397.36397.179-13.66961.03
1672013.10.09 20:34sell840.1097.33397.42997.300
1682013.10.09 20:48t/p840.1097.30097.42997.3003.39964.42
1692013.10.09 21:51buy850.1097.36197.20197.414
1702013.10.10 00:13t/p850.1097.41497.20197.4144.96969.38
1712013.10.10 11:29sell860.1097.73597.80297.712
1722013.10.10 11:39s/l860.1097.80297.80297.712-6.85962.53
1732013.10.10 15:13sell870.1097.82297.90497.790
1742013.10.10 15:17t/p870.1097.79097.90497.7903.27965.80
1752013.10.10 15:36buy880.1097.74097.65297.783
1762013.10.10 15:38t/p880.1097.78397.65297.7834.40970.20
1772013.10.10 15:40buy890.1097.75397.65697.791
1782013.10.10 15:44t/p890.1097.79197.65697.7913.89974.09
1792013.10.10 16:44sell900.1098.16498.33398.104
1802013.10.10 17:12t/p900.1098.10498.33398.1046.12980.21
1812013.10.10 18:11buy910.1098.01497.88498.066
1822013.10.10 18:16t/p910.1098.06697.88498.0665.30985.51
1832013.10.10 18:51sell920.1098.12498.25798.067
1842013.10.10 19:06t/p920.1098.06798.25798.0675.81991.32
1852013.10.10 20:39sell930.1098.14898.23998.113
1862013.10.10 21:59close930.1098.14498.23998.1130.41991.73
1872013.10.10 21:59buy940.1098.14498.06598.177
1882013.10.10 22:03t/p940.1098.17798.06598.1773.36995.09
1892013.10.10 22:16sell950.1098.24098.32498.200
1902013.10.10 22:51t/p950.1098.20098.32498.2004.07999.16
1912013.10.11 09:01sell960.1098.41898.48998.390
1922013.10.11 09:03t/p960.1098.39098.48998.3902.851002.01
1932013.10.11 09:51sell970.1098.44698.52198.417
1942013.10.11 09:59t/p970.1098.41798.52198.4172.951004.96
1952013.10.11 10:12buy980.1098.34998.27098.387
1962013.10.11 11:23s/l980.1098.27098.27098.387-8.04996.92
1972013.10.11 12:18sell990.1098.36098.45498.328
1982013.10.11 13:25t/p990.1098.32898.45498.3283.251000.17
1992013.10.11 13:53buy1000.1098.27698.19098.308
2002013.10.11 14:08t/p1000.1098.30898.19098.3083.261003.43
2012013.10.11 14:19sell1010.1098.32598.41598.287
2022013.10.11 15:18t/p1010.1098.28798.41598.2873.871007.30
2032013.10.11 15:54sell1020.1098.29998.38198.261
2042013.10.11 16:16t/p1020.1098.26198.38198.2613.871011.17
2052013.10.11 17:42buy1030.1098.30598.19198.350
2062013.10.11 18:33t/p1030.1098.35098.19198.3504.581015.75
2072013.10.11 18:40sell1040.1098.34498.46398.299
2082013.10.11 19:02s/l1040.1098.46398.46398.299-12.091003.66
2092013.10.11 22:43sell1050.1098.51498.57598.490
2102013.10.11 23:34s/l1050.1098.57598.57598.490-6.19997.47
2112013.10.11 23:45sell1060.1098.57298.64198.547
2122013.10.11 23:53t/p1060.1098.54798.64198.5472.541000.01