Strategy Tester Report
Mix Skalper v03.01
Alpari-ECN-Demo (Build 509)

СимволEURUSD (Euro vs US Dollar)
Период1 Минута (M1) 2013.10.01 00:00 - 2013.10.18 23:59 (2013.10.01 - 2013.10.20)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
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=false; GenCloseHardSig=true; 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=30; TMASellPercent=70; TMAL2_Shift=0; LivTimeTMAL2=1; TMAL2HardSig=false; 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=false; 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=false; 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; 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=false; StohZone_HighHardSig=false; Lvl=2;
Баров в истории21149Смоделировано тиков41207Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль-38.84Общая прибыль348.32Общий убыток-387.16
Прибыльность0.90Матожидание выигрыша-0.52
Абсолютная просадка100.35Максимальная просадка171.58 (1.70%)Относительная просадка1.70% (171.58)
Всего сделок75Короткие позиции (% выигравших)38 (81.58%)Длинные позиции (% выигравших)37 (75.68%)
Прибыльные сделки (% от всех)59 (78.67%)Убыточные сделки (% от всех)16 (21.33%)
Самая большаяприбыльная сделка34.20убыточная сделка-154.77
Средняяприбыльная сделка5.90убыточная сделка-24.20
Максимальное количествонепрерывных выигрышей (прибыль)15 (117.50)непрерывных проигрышей (убыток)3 (-254.37)
Максимальнаянепрерывная прибыль (число выигрышей)117.50 (15)непрерывный убыток (число проигрышей)-254.37 (3)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
792013.10.01 22:57buy400.201.353070.000000.00000
812013.10.01 22:57buy410.101.353071.352431.35339
802013.10.01 22:57modify390.101.352880.000000.00000
772013.10.01 21:26sell390.101.352881.353661.35249
762013.10.01 21:26sell380.101.352880.000000.00000
752013.10.01 21:26close370.101.352881.351651.353003.3010052.40
732013.10.01 21:10buy370.101.352551.351651.35300
742013.10.01 21:11close360.101.352520.000000.000002.0010049.10
722013.10.01 21:10modify360.101.352720.000000.00000
702013.10.01 19:56sell360.101.352721.353951.35211
712013.10.01 21:10close350.101.352550.000000.000001.7010047.10
692013.10.01 19:56sell350.101.352720.000000.00000
682013.10.01 19:15s/l340.101.351781.351781.35398-14.7010045.40
662013.10.01 19:03buy340.101.353251.351781.35398
782013.10.01 22:39close330.101.353430.000000.000001.8010054.20
642013.10.01 19:03buy330.101.353250.000000.00000
672013.10.01 19:06close320.101.353030.000000.000002.4010060.10
652013.10.01 19:03modify320.101.353270.000000.00000
632013.10.01 18:09sell320.101.353271.355191.35231
622013.10.01 18:09close310.101.353271.350831.353605.9010057.70
612013.10.01 17:27buy310.101.352681.350831.35360
602013.10.01 17:09t/p300.101.354501.352461.354506.8010051.80
592013.10.01 17:04buy300.101.353821.352461.35450
582013.10.01 17:04t/p290.101.354141.352131.354146.7010045.00
572013.10.01 17:03buy290.101.353471.352131.35414
562013.10.01 16:58s/l280.101.354091.354091.35597-12.5010038.30
552013.10.01 16:43buy280.101.355341.354091.35597
542013.10.01 16:40t/p270.101.355131.356651.355135.1010050.80
532013.10.01 16:06sell270.101.355641.356651.35513
522013.10.01 16:01t/p260.101.355071.353601.355074.9010045.70
512013.10.01 15:59buy260.101.354581.353601.35507
502013.10.01 15:55t/p250.101.354911.356201.354914.3010040.80
492013.10.01 15:17sell250.101.355341.356201.35491
482013.10.01 15:03t/p240.101.354111.355521.354114.7010036.50
472013.10.01 14:44sell240.101.354581.355521.35411
462013.10.01 14:44close230.101.354581.353051.354644.7010031.80
452013.10.01 14:16buy230.101.354111.353051.35464
442013.10.01 14:11t/p220.101.354071.356111.354076.8010027.10
432013.10.01 13:35sell220.101.354751.356111.35407
422013.10.01 13:35close210.101.354751.352851.354915.3010020.30
412013.10.01 12:44buy210.101.354221.352851.35491
402013.10.01 12:34t/p200.101.354981.357091.354987.0010015.00
392013.10.01 12:24sell200.101.355681.357091.35498
382013.10.01 12:19t/p190.101.355471.353431.355476.8010008.00
372013.10.01 12:15buy190.101.354791.353431.35547
362013.10.01 12:13s/l180.101.353961.353961.35600-13.6010001.20
352013.10.01 11:53buy180.101.355321.353961.35600
342013.10.01 11:51s/l170.101.355211.355211.35758-15.8010014.80
332013.10.01 11:00buy170.101.356791.355211.35758
322013.10.01 10:51t/p160.101.357681.355381.357687.7010030.60
312013.10.01 10:42buy160.101.356911.355381.35768
302013.10.01 10:14t/p150.101.356811.358671.356816.2010022.90
292013.10.01 10:08sell150.101.357431.358671.35681
282013.10.01 10:08t/p140.101.357391.359131.357395.8010016.70
272013.10.01 10:03sell140.101.357971.359131.35739
262013.10.01 10:03t/p130.101.357731.359391.357735.5010010.90
252013.10.01 09:59sell130.101.358281.359391.35773
242013.10.01 09:55s/l120.101.358331.358331.35704-8.6010005.40
232013.10.01 09:46sell120.101.357471.358331.35704
222013.10.01 09:36s/l110.101.355821.355821.35457-8.3010014.00
212013.10.01 09:33sell110.101.354991.355821.35457
202013.10.01 09:26t/p100.101.354671.353071.354675.3010022.30
192013.10.01 08:38buy100.101.354141.353071.35467
182013.10.01 08:34t/p90.101.354191.355791.354195.3010017.00
172013.10.01 07:57sell90.101.354721.355791.35419
162013.10.01 07:56s/l80.101.354991.354991.35354-9.7010011.70
152013.10.01 07:36sell80.101.354021.354991.35354
142013.10.01 07:18t/p70.101.353441.354561.353443.7010021.40
132013.10.01 07:09sell70.101.353811.354561.35344
122013.10.01 07:00t/p60.101.353491.352421.353493.6010017.70
112013.10.01 06:56buy60.101.353131.352421.35349
102013.10.01 06:56t/p50.101.353121.354081.353123.2010014.10
92013.10.01 06:42sell50.101.353441.354081.35312
82013.10.01 06:40t/p40.101.353431.352481.353433.2010010.90
72013.10.01 06:33buy40.101.353111.352481.35343
62013.10.01 06:25t/p30.101.353281.354051.353282.6010007.70
52013.10.01 06:07sell30.101.353541.354051.35328
42013.10.01 01:27t/p20.101.352591.351811.352592.6010005.10
32013.10.01 00:36buy20.101.352331.351811.35259
22013.10.01 00:06t/p10.101.352481.353231.352482.5010002.50
12013.10.01 00:05sell10.101.352731.353231.35248
822013.10.01 23:28close380.101.352690.000000.000001.9010056.10
832013.10.01 23:28close390.101.352690.000000.000001.9010058.00
842013.10.02 00:43s/l410.101.352431.352431.35339-6.4910051.51
852013.10.02 04:17sell420.201.351490.000000.00000
862013.10.02 04:17sell430.101.351491.352141.35117
872013.10.02 04:31t/p430.101.351171.352141.351173.2010054.71
882013.10.02 04:35close420.201.351170.000000.000006.4010061.11
892013.10.02 05:25sell440.201.351470.000000.00000
902013.10.02 05:25sell450.101.351471.352121.35114
912013.10.02 06:00s/l450.101.352121.352121.35114-6.5010054.61
922013.10.02 06:08sell460.101.352171.352681.35192
932013.10.02 06:49t/p460.101.351921.352681.351922.5010057.11
942013.10.02 10:04buy470.101.351571.351051.35183
952013.10.02 10:05t/p470.101.351831.351051.351832.6010059.71
962013.10.02 10:07buy480.101.351751.351211.35202
972013.10.02 10:15s/l480.101.351211.351211.35202-5.4010054.31
982013.10.02 10:18buy490.101.351371.350721.35170
992013.10.02 10:23close440.201.351290.000000.000003.6010057.91
1002013.10.02 10:42t/p490.101.351701.350721.351703.3010061.21
1012013.10.02 10:49sell500.201.352560.000000.00000
1022013.10.02 10:49sell510.101.352561.353471.35210
1032013.10.02 11:12s/l510.101.353471.353471.35210-9.1010052.11
1042013.10.02 11:15close400.201.353270.000000.000003.8210055.93
1052013.10.02 12:58buy520.201.352980.000000.00000
1062013.10.02 12:58buy530.101.352981.351931.35350
1072013.10.02 13:39close500.201.352260.000000.000006.0010061.93
1082013.10.02 13:49s/l530.101.351931.351931.35350-10.5010051.43
1092013.10.02 14:56sell540.201.352270.000000.00000
1102013.10.02 14:56sell550.101.352271.353281.35177
1112013.10.02 15:07t/p550.101.351771.353281.351775.0010056.43
1122013.10.02 15:12close540.201.351600.000000.0000013.4010069.83
1132013.10.02 15:22sell560.201.352790.000000.00000
1142013.10.02 15:22sell570.101.352791.353901.35223
1152013.10.02 15:29t/p570.101.352231.353901.352235.6010075.43
1162013.10.02 15:45close520.201.354690.000000.0000034.2010109.63
1172013.10.02 19:14buy580.201.358880.000000.00000
1182013.10.02 19:14buy590.101.358881.357721.35946
1192013.10.02 20:09s/l590.101.357721.357721.35946-11.6010098.03
1202013.10.02 20:12buy600.101.357961.356981.35845
1212013.10.02 20:38t/p600.101.358451.356981.358454.9010102.93
1222013.10.02 20:43sell610.101.358561.359471.35811
1232013.10.02 21:01t/p610.101.358111.359471.358114.5010107.43
1242013.10.02 21:05buy620.101.358161.357361.35856
1252013.10.02 21:22t/p620.101.358561.357361.358564.0010111.43
1262013.10.02 21:46buy630.101.358081.357341.35845
1272013.10.02 22:16t/p630.101.358451.357341.358453.7010115.13
1282013.10.02 22:19sell640.101.358431.359091.35810
1292013.10.02 23:15buy650.101.358420.000000.00000
1302013.10.02 23:15modify640.101.358430.000000.00000
1312013.10.03 03:43close640.101.358280.000000.000001.4110116.54
1322013.10.03 04:02sell660.101.358460.000000.00000
1332013.10.03 04:44close650.101.358960.000000.000005.1310121.67
1342013.10.03 04:55close580.201.359140.000000.000004.6610126.33
1352013.10.03 05:49buy670.301.360760.000000.00000
1362013.10.03 12:16close670.301.361310.000000.0000016.5010142.83
1372013.10.03 13:02buy680.301.360680.000000.00000
1382013.10.03 15:41close680.301.360870.000000.000005.7010148.53
1392013.10.03 16:07buy690.301.359380.000000.00000
1402013.10.03 16:57close690.301.360160.000000.0000023.4010171.93
1412013.10.03 17:36buy700.301.360270.000000.00000
1422013.10.03 17:50close700.301.361380.000000.0000033.3010205.23
1432013.10.03 19:33buy710.301.362920.000000.00000
1442013.10.04 05:20close710.301.363070.000000.000004.2310209.46
1452013.10.04 09:48buy720.301.362430.000000.00000
1462013.10.04 16:53close660.101.358280.000000.000001.7710211.23
1472013.10.04 17:32sell730.101.359200.000000.00000
1482013.10.04 18:47close730.101.359040.000000.000001.6010212.83
1492013.10.04 20:05sell740.101.355380.000000.00000
1502013.10.04 23:06close740.101.355110.000000.000002.7010215.53
1512013.10.07 00:05sell750.101.356390.000000.00000
1522013.10.07 10:32close at stop750.101.357300.000000.00000-9.1010206.43
1532013.10.07 10:32close at stop720.301.357280.000000.00000-154.7710051.66
1542013.10.07 10:32close at stop560.201.357300.000000.00000-90.509961.16