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 прибыль28.80Общая прибыль369.07Общий убыток-340.28
Прибыльность1.08Матожидание выигрыша0.27
Абсолютная просадка31.44Максимальная просадка63.49 (6.15%)Относительная просадка6.15% (63.49)
Всего сделок106Короткие позиции (% выигравших)55 (72.73%)Длинные позиции (% выигравших)51 (70.59%)
Прибыльные сделки (% от всех)76 (71.70%)Убыточные сделки (% от всех)30 (28.30%)
Самая большаяприбыльная сделка8.93убыточная сделка-19.62
Средняяприбыльная сделка4.86убыточная сделка-11.34
Максимальное количествонепрерывных выигрышей (прибыль)11 (51.71)непрерывных проигрышей (убыток)3 (-39.28)
Максимальнаянепрерывная прибыль (число выигрышей)51.71 (11)непрерывный убыток (число проигрышей)-39.28 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.09.30 09:33sell10.1097.91198.01097.862
22013.09.30 09:38t/p10.1097.86298.01097.8625.011005.01
32013.09.30 09:53buy20.1097.81197.69797.868
42013.09.30 10:05t/p20.1097.86897.69797.8685.821010.83
52013.09.30 10:41sell30.1097.88498.01797.818
62013.09.30 12:01t/p30.1097.81898.01797.8186.741017.57
72013.09.30 13:06buy40.1097.83197.72597.884
82013.09.30 14:11s/l40.1097.72597.72597.884-10.851006.72
92013.09.30 14:19buy50.1097.74397.66297.784
102013.09.30 14:27s/l50.1097.66297.66297.784-8.30998.42
112013.09.30 15:33buy60.1097.53597.40697.599
122013.09.30 15:47t/p60.1097.59997.40697.5996.561004.98
132013.09.30 15:58sell70.1097.65097.78897.581
142013.09.30 16:44s/l70.1097.78897.78897.581-14.11990.87
152013.09.30 16:46sell80.1097.74997.88897.679
162013.09.30 16:49t/p80.1097.67997.88897.6797.17998.04
172013.09.30 18:49sell90.1098.25398.42398.168
182013.09.30 20:24s/l90.1098.42398.42398.168-17.27980.77
192013.09.30 21:01buy100.1098.28498.16798.342
202013.09.30 21:09t/p100.1098.34298.16798.3425.90986.67
212013.09.30 22:17buy110.1098.20898.08298.271
222013.09.30 22:45t/p110.1098.27198.08298.2716.41993.08
232013.09.30 22:58sell120.1098.29498.41598.234
242013.09.30 23:40t/p120.1098.23498.41598.2346.11999.19
252013.09.30 23:46buy130.1098.24698.12798.305
262013.10.01 00:28close130.1098.28998.12798.3054.211003.40
272013.10.01 11:11sell140.1097.99498.15597.914
282013.10.01 12:06s/l140.1098.15598.15597.914-16.40987.00
292013.10.01 15:06sell150.1097.85897.97097.802
302013.10.01 15:17t/p150.1097.80297.97097.8025.73992.73
312013.10.01 15:26buy160.1097.75997.63697.820
322013.10.01 15:31t/p160.1097.82097.63697.8206.24998.97
332013.10.01 16:02sell170.1097.94798.08797.877
342013.10.01 16:08t/p170.1097.87798.08797.8777.151006.12
352013.10.01 16:44sell180.1098.00998.16597.931
362013.10.01 17:00s/l180.1098.16598.16597.931-15.89990.23
372013.10.01 17:53buy190.1098.11697.91598.217
382013.10.01 19:18close190.1098.12597.91598.2170.92991.15
392013.10.01 19:18sell200.1098.12598.28398.046
402013.10.01 19:46t/p200.1098.04698.28398.0468.06999.21
412013.10.02 11:32buy210.1097.30897.13397.395
422013.10.02 11:42t/p210.1097.39597.13397.3958.931008.14
432013.10.02 12:16sell220.1097.44297.60097.363
442013.10.02 14:01close220.1097.38897.60097.3635.541013.68
452013.10.02 14:01buy230.1097.38897.27297.446
462013.10.02 14:17t/p230.1097.44697.27297.4465.951019.63
472013.10.02 14:44sell240.1097.46697.57497.412
482013.10.02 15:15t/p240.1097.41297.57497.4125.551025.18
492013.10.02 15:23buy250.1097.32197.20697.378
502013.10.02 15:55t/p250.1097.37897.20697.3785.851031.03
512013.10.02 18:02sell260.1097.27997.43697.201
522013.10.02 19:10s/l260.1097.43697.43697.201-16.121014.91
532013.10.02 19:15sell270.1097.41397.52997.355
542013.10.02 20:08s/l270.1097.52997.52997.355-11.891003.02
552013.10.02 21:21buy280.1097.44097.33597.493
562013.10.03 00:03s/l280.1097.33597.33597.493-11.27991.74
572013.10.03 09:05buy290.1097.67597.59497.715
582013.10.03 09:08t/p290.1097.71597.59497.7154.09995.83
592013.10.03 09:22buy300.1097.64897.55897.693
602013.10.03 09:37t/p300.1097.69397.55897.6934.611000.44
612013.10.03 10:14sell310.1097.73597.83197.687
622013.10.03 10:26s/l310.1097.83197.83197.687-9.81990.63
632013.10.03 11:56buy320.1097.77997.68097.829
642013.10.03 12:00t/p320.1097.82997.68097.8295.11995.74
652013.10.03 13:00buy330.1097.74797.65997.791
662013.10.03 13:38s/l330.1097.65997.65997.791-9.01986.73
672013.10.03 13:43buy340.1097.68397.58897.730
682013.10.03 14:38close340.1097.71697.58897.7303.38990.11
692013.10.03 14:38sell350.1097.71697.80097.674
702013.10.03 14:57t/p350.1097.67497.80097.6744.30994.41
712013.10.03 15:05buy360.1097.67197.58197.716
722013.10.03 15:09t/p360.1097.71697.58197.7164.61999.02
732013.10.03 16:03sell370.1097.66097.77897.601
742013.10.03 16:09t/p370.1097.60197.77897.6016.051005.07
752013.10.03 18:25buy380.1097.24297.08297.322
762013.10.03 18:56s/l380.1097.08297.08297.322-16.48988.59
772013.10.03 19:41sell390.1097.14797.33897.052
782013.10.03 20:30s/l390.1097.33897.33897.052-19.62968.97
792013.10.03 23:40sell400.1097.30797.41197.255
802013.10.03 23:59t/p400.1097.25597.41197.2555.35974.32
812013.10.04 09:41buy410.1097.01796.89797.077
822013.10.04 09:44t/p410.1097.07796.89797.0776.18980.50
832013.10.04 09:52sell420.1097.12797.26097.061
842013.10.04 10:10t/p420.1097.06197.26097.0616.80987.30
852013.10.04 11:39sell430.1097.21497.35597.144
862013.10.04 12:02t/p430.1097.14497.35597.1447.21994.51
872013.10.04 12:15buy440.1097.13297.01997.188
882013.10.04 12:22t/p440.1097.18897.01997.1885.761000.27
892013.10.04 14:16sell450.1097.22597.31497.180
902013.10.04 14:58t/p450.1097.18097.31497.1804.631004.90
912013.10.04 15:01buy460.1097.17797.09597.218
922013.10.04 15:26s/l460.1097.09597.09597.218-8.45996.45
932013.10.04 16:06sell470.1097.15197.24297.105
942013.10.04 16:11t/p470.1097.10597.24297.1054.741001.19
952013.10.04 16:36buy480.1097.06396.96097.114
962013.10.04 16:50t/p480.1097.11496.96097.1145.251006.44
972013.10.04 16:59sell490.1097.11597.23397.056
982013.10.04 17:35s/l490.1097.23397.23397.056-12.13994.31
992013.10.04 18:17buy500.1097.08296.93297.157
1002013.10.04 18:47t/p500.1097.15796.93297.1577.721002.03
1012013.10.04 19:02sell510.1097.18997.32097.124
1022013.10.04 19:22s/l510.1097.32097.32097.124-13.46988.57
1032013.10.04 20:25sell520.1097.41397.53097.354
1042013.10.04 22:18close520.1097.37497.53097.3544.01992.58
1052013.10.04 22:18buy530.1097.37497.30697.408
1062013.10.04 22:28t/p530.1097.40897.30697.4083.49996.07
1072013.10.04 22:51sell540.1097.43397.49897.401
1082013.10.04 23:34t/p540.1097.40197.49897.4013.29999.36
1092013.10.07 09:02buy550.1097.10597.03997.138
1102013.10.07 09:52t/p550.1097.13897.03997.1383.401002.76
1112013.10.07 09:57sell560.1097.12697.20897.085
1122013.10.07 10:08t/p560.1097.08597.20897.0854.221006.98
1132013.10.07 12:30sell570.1096.98497.07896.937
1142013.10.07 13:12t/p570.1096.93797.07896.9374.841011.82
1152013.10.07 13:22buy580.1096.93596.84796.979
1162013.10.07 14:49s/l580.1096.84796.84796.979-9.091002.73
1172013.10.07 15:08buy590.1096.86496.80096.896
1182013.10.07 15:17t/p590.1096.89696.80096.8963.301006.03
1192013.10.07 15:50sell600.1096.89796.97796.857
1202013.10.07 16:24t/p600.1096.85796.97796.8574.131010.16
1212013.10.07 16:32buy610.1096.86496.76696.913
1222013.10.07 17:00t/p610.1096.91396.76696.9135.061015.22
1232013.10.07 17:50buy620.1097.05596.90297.131
1242013.10.07 19:39s/l620.1096.90296.90297.131-15.79999.43
1252013.10.07 20:10buy630.1096.88296.78096.933
1262013.10.07 20:19t/p630.1096.93396.78096.9335.261004.69
1272013.10.07 21:06sell640.1096.95397.05596.902
1282013.10.07 21:26t/p640.1096.90297.05596.9025.261009.95
1292013.10.07 22:55buy650.1096.86696.79096.904
1302013.10.07 23:06s/l650.1096.79096.79096.904-7.861002.09
1312013.10.07 23:58buy660.1096.71696.64796.751
1322013.10.08 00:10t/p660.1096.75196.64796.7513.461005.55
1332013.10.08 10:19buy670.1097.09796.99497.149
1342013.10.08 10:27t/p670.1097.14996.99497.1495.351010.90
1352013.10.08 11:59buy680.1097.03296.94897.074
1362013.10.08 12:54t/p680.1097.07496.94897.0744.321015.22
1372013.10.08 13:01sell690.1097.07197.16397.025
1382013.10.08 13:34t/p690.1097.02597.16397.0254.741019.96
1392013.10.08 14:01sell700.1097.09197.17097.052
1402013.10.08 14:22t/p700.1097.05297.17097.0524.021023.98
1412013.10.08 16:36buy710.1097.10797.00697.157
1422013.10.08 17:38s/l710.1097.00697.00697.157-10.411013.57
1432013.10.08 17:54buy720.1096.96696.81997.040
1442013.10.08 21:37close720.1096.96896.81997.0400.211013.78
1452013.10.08 21:37sell730.1096.96897.08296.911
1462013.10.08 22:53close730.1096.93797.08296.9113.201016.98
1472013.10.08 22:53buy740.1096.93796.81996.996
1482013.10.09 01:08close740.1096.90096.81996.996-3.981013.00
1492013.10.09 09:14sell750.1097.44197.53197.396
1502013.10.09 09:50t/p750.1097.39697.53197.3964.621017.62
1512013.10.09 10:00buy760.1097.38297.28697.430
1522013.10.09 10:15s/l760.1097.28697.28697.430-9.871007.75
1532013.10.09 11:40sell770.1097.37997.46097.339
1542013.10.09 11:48t/p770.1097.33997.46097.3394.111011.86
1552013.10.09 12:20sell780.1097.43297.50797.395
1562013.10.09 12:32t/p780.1097.39597.50797.3953.791015.65
1572013.10.09 12:38buy790.1097.37997.30097.418
1582013.10.09 14:00s/l790.1097.30097.30097.418-8.121007.53
1592013.10.09 14:08buy800.1097.29997.22797.335
1602013.10.09 14:39s/l800.1097.22797.22797.335-7.411000.12
1612013.10.09 15:20sell810.1097.34197.42597.299
1622013.10.09 16:30t/p810.1097.29997.42597.2994.321004.44
1632013.10.09 17:53buy820.1097.22797.09997.291
1642013.10.09 18:53close820.1097.23097.09997.2910.311004.75
1652013.10.09 18:53sell830.1097.23097.36397.164
1662013.10.09 20:31s/l830.1097.36397.36397.164-13.66991.09
1672013.10.09 20:34sell840.1097.33397.42997.285
1682013.10.09 21:00s/l840.1097.42997.42997.285-9.85981.24
1692013.10.09 21:51buy850.1097.36197.20197.441
1702013.10.10 00:16close850.1097.38497.20197.4411.88983.12
1712013.10.10 11:29sell860.1097.73597.80297.702
1722013.10.10 11:39s/l860.1097.80297.80297.702-6.85976.27
1732013.10.10 15:13sell870.1097.82297.90497.781
1742013.10.10 15:19t/p870.1097.78197.90497.7814.19980.46
1752013.10.10 15:36buy880.1097.74097.65297.784
1762013.10.10 15:38t/p880.1097.78497.65297.7844.50984.96
1772013.10.10 15:40buy890.1097.75397.65697.802
1782013.10.10 15:45t/p890.1097.80297.65697.8025.01989.97
1792013.10.10 16:44sell900.1098.16498.33398.080
1802013.10.10 18:01t/p900.1098.08098.33398.0808.57998.54
1812013.10.10 18:11buy910.1098.01497.88498.079
1822013.10.10 18:36t/p910.1098.07997.88498.0796.631005.17
1832013.10.10 18:51sell920.1098.12498.25798.058
1842013.10.10 19:07t/p920.1098.05898.25798.0586.731011.90
1852013.10.10 20:39sell930.1098.14898.23998.102
1862013.10.10 21:59close930.1098.14498.23998.1020.411012.31
1872013.10.10 21:59buy940.1098.14498.06598.184
1882013.10.10 22:03t/p940.1098.18498.06598.1844.071016.38
1892013.10.10 22:16sell950.1098.24098.32498.198
1902013.10.10 22:51t/p950.1098.19898.32498.1984.281020.66
1912013.10.11 09:01sell960.1098.41898.48998.383
1922013.10.11 09:03t/p960.1098.38398.48998.3833.561024.22
1932013.10.11 09:51sell970.1098.44698.52198.409
1942013.10.11 09:59t/p970.1098.40998.52198.4093.761027.98
1952013.10.11 10:12buy980.1098.34998.27098.389
1962013.10.11 11:23s/l980.1098.27098.27098.389-8.041019.94
1972013.10.11 12:18sell990.1098.36098.45498.313
1982013.10.11 13:27t/p990.1098.31398.45498.3134.781024.72
1992013.10.11 13:53buy1000.1098.27698.19098.319
2002013.10.11 14:09t/p1000.1098.31998.19098.3194.371029.09
2012013.10.11 14:19sell1010.1098.32598.41598.280
2022013.10.11 15:18t/p1010.1098.28098.41598.2804.581033.67
2032013.10.11 15:54sell1020.1098.29998.38198.258
2042013.10.11 16:16t/p1020.1098.25898.38198.2584.171037.84
2052013.10.11 17:42buy1030.1098.30598.19198.362
2062013.10.11 18:33t/p1030.1098.36298.19198.3625.791043.63
2072013.10.11 18:40sell1040.1098.34498.46398.285
2082013.10.11 19:02s/l1040.1098.46398.46398.285-12.091031.54
2092013.10.11 22:43sell1050.1098.51498.57598.484
2102013.10.11 23:34s/l1050.1098.57598.57598.484-6.191025.35
2112013.10.11 23:45sell1060.1098.57298.64198.538
2122013.10.11 23:53t/p1060.1098.53898.64198.5383.451028.80