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

СимволUSDJPY (US Dollar vs Japanese Yen)
Период1 Минута (M1) 2013.10.21 00:01 - 2013.10.25 23:59 (2013.10.21 - 2013.10.27)
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=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 истории8183Смоделировано тиков312028Качество моделирования25.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль111.89Общая прибыль499.65Общий убыток-387.76
Прибыльность1.29Матожидание выигрыша0.97
Абсолютная просадка94.68Максимальная просадка108.45 (9.18%)Относительная просадка10.44% (105.53)
Всего сделок115Короткие позиции (% выигравших)88 (77.27%)Длинные позиции (% выигравших)27 (74.07%)
Прибыльные сделки (% от всех)88 (76.52%)Убыточные сделки (% от всех)27 (23.48%)
Самая большаяприбыльная сделка32.98убыточная сделка-103.19
Средняяприбыльная сделка5.68убыточная сделка-14.36
Максимальное количествонепрерывных выигрышей (прибыль)19 (204.81)непрерывных проигрышей (убыток)3 (-198.84)
Максимальнаянепрерывная прибыль (число выигрышей)204.81 (19)непрерывный убыток (число проигрышей)-198.84 (3)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.10.21 00:07sell10.1097.84897.90097.822
22013.10.21 00:32t/p10.1097.82297.90097.8222.651002.65
32013.10.21 00:44sell20.1097.84397.90597.812
42013.10.21 00:52s/l20.1097.90597.90597.812-6.33996.32
52013.10.21 00:57sell30.1097.88597.95397.851
62013.10.21 00:58s/l30.1097.95397.95397.851-6.94989.38
72013.10.21 00:59sell40.1097.91797.98497.883
82013.10.21 01:01t/p40.1097.88397.98497.8833.47992.85
92013.10.21 01:02sell50.1097.90197.97197.866
102013.10.21 01:05t/p50.1097.86697.97197.8663.58996.43
112013.10.21 01:29sell60.1097.90097.99897.851
122013.10.21 01:33t/p60.1097.85197.99897.8515.011001.44
132013.10.21 02:17sell70.1097.88997.97697.846
142013.10.21 03:00s/l70.1097.97697.97697.846-8.88992.56
152013.10.21 03:13sell80.1098.07498.14098.041
162013.10.21 03:36t/p80.1098.04198.14098.0413.37995.93
172013.10.21 03:49sell90.1098.07498.15498.034
182013.10.21 03:56t/p90.1098.03498.15498.0344.081000.01
192013.10.21 04:02buy100.1098.02697.93898.070
202013.10.21 04:28s/l100.1097.93897.93898.070-8.99991.02
212013.10.21 04:31buy110.1097.95197.85098.002
222013.10.21 05:02close110.1097.97397.85098.0022.25993.27
232013.10.21 05:02sell120.1097.97398.06797.926
242013.10.21 07:32s/l120.1098.06798.06797.926-9.59983.68
252013.10.21 07:37sell130.1098.05098.11298.019
262013.10.21 07:38t/p130.1098.01998.11298.0193.16986.84
272013.10.21 07:39sell140.1098.01998.08197.988
282013.10.21 07:46close140.1097.98998.08197.9883.06989.90
292013.10.21 07:46buy150.1097.98997.92598.021
302013.10.21 08:04t/p150.1098.02197.92598.0213.26993.16
312013.10.21 08:10sell160.1098.02298.09097.988
322013.10.21 09:11s/l160.1098.09098.09097.988-6.93986.23
332013.10.21 09:15sell170.1098.07698.14998.040
342013.10.21 09:32s/l170.1098.14998.14998.040-7.44978.79
352013.10.21 09:36sell180.1098.13698.20898.100
362013.10.21 09:44t/p180.1098.10098.20898.1003.67982.46
372013.10.21 09:54buy190.1098.08498.00398.124
382013.10.21 10:02t/p190.1098.12498.00398.1244.08986.54
392013.10.21 10:07sell200.1098.11898.19598.080
402013.10.21 10:15t/p200.1098.08098.19598.0803.87990.41
412013.10.21 10:20buy210.1098.07897.99898.118
422013.10.21 11:09sell220.1098.0900.0000.000
432013.10.21 11:09modify210.1098.0780.0000.000
442013.10.21 11:09sell230.1098.09098.16898.051
452013.10.21 11:11close210.1098.0930.0000.0001.53991.94
462013.10.21 11:40t/p230.1098.05198.16898.0513.98995.92
472013.10.21 11:44close220.1098.0560.0000.0003.47999.39
482013.10.21 11:44buy240.1098.05697.98398.093
492013.10.21 11:48t/p240.1098.09397.98398.0933.771003.16
502013.10.21 12:00sell250.1098.10298.17898.064
512013.10.21 12:20t/p250.1098.06498.17898.0643.881007.04
522013.10.21 12:54sell260.1098.07898.15098.042
532013.10.21 14:18s/l260.1098.15098.15098.042-7.34999.70
542013.10.21 14:20sell270.1098.11998.17298.093
552013.10.21 14:30s/l270.1098.17298.17298.093-5.40994.30
562013.10.21 14:34sell280.1098.14798.20398.119
572013.10.21 15:16s/l280.1098.20398.20398.119-5.70988.60
582013.10.21 15:21sell290.1098.20598.26398.176
592013.10.21 16:02close290.1098.18898.26398.1761.73990.33
602013.10.21 16:02buy300.1098.18898.11798.223
612013.10.21 16:16close300.1098.21398.11798.2232.55992.88
622013.10.21 16:16sell310.1098.21398.28198.179
632013.10.21 16:59t/p310.1098.17998.28198.1793.46996.34
642013.10.21 17:15buy320.1098.17798.09698.217
652013.10.21 18:40sell330.1098.1600.0000.000
662013.10.21 18:40modify320.1098.1770.0000.000
672013.10.21 18:40sell340.1098.16098.23898.121
682013.10.21 20:10t/p340.1098.12198.23898.1213.981000.32
692013.10.21 20:12close330.1098.1370.0000.0002.341002.66
702013.10.22 00:29close320.1098.1960.0000.0001.771004.43
712013.10.22 00:29sell350.1098.19698.24998.170
722013.10.22 00:41t/p350.1098.17098.24998.1702.651007.08
732013.10.22 01:19sell360.1098.19398.24698.166
742013.10.22 02:31t/p360.1098.16698.24698.1662.751009.83
752013.10.22 03:49sell370.1098.18898.24698.159
762013.10.22 04:04s/l370.1098.24698.24698.159-5.901003.93
772013.10.22 04:08sell380.1098.22698.28898.195
782013.10.22 04:23s/l380.1098.28898.28898.195-6.31997.62
792013.10.22 04:27sell390.1098.27798.34898.242
802013.10.22 04:40t/p390.1098.24298.34898.2423.561001.18
812013.10.22 05:05sell400.1098.26598.33498.231
822013.10.22 05:15s/l400.1098.33498.33498.231-7.02994.16
832013.10.22 05:17sell410.1098.32198.38698.289
842013.10.22 09:36t/p410.1098.28998.38698.2893.26997.42
852013.10.22 11:10sell420.1098.34598.39898.318
862013.10.22 12:36s/l420.1098.39898.39898.318-5.39992.03
872013.10.22 12:38sell430.1098.38698.44198.358
882013.10.22 14:04t/p430.1098.35898.44198.3582.85994.88
892013.10.22 15:12sell440.1098.36698.41698.341
902013.10.22 15:24t/p440.1098.34198.41698.3412.54997.42
912013.10.22 15:29buy450.1098.33998.28098.368
922013.10.22 15:29s/l450.1098.28098.28098.368-6.00991.42
932013.10.22 15:36buy460.1097.98797.92398.019
942013.10.22 15:43t/p460.1098.01997.92398.0193.26994.68
952013.10.22 15:44buy470.1098.07197.96298.126
962013.10.22 15:47t/p470.1098.12697.96298.1265.611000.29
972013.10.22 15:48buy480.1098.14498.02798.202
982013.10.22 15:53close480.1098.18298.02798.2023.871004.16
992013.10.22 15:53sell490.1098.18298.30898.119
1002013.10.22 16:08s/l490.1098.30898.30898.119-12.82991.34
1012013.10.22 16:18sell500.1098.42198.58598.339
1022013.10.22 17:20t/p500.1098.33998.58598.3398.34999.68
1032013.10.22 17:28buy510.1098.29298.13598.371
1042013.10.22 18:02s/l510.1098.13598.13598.371-16.00983.68
1052013.10.22 18:05buy520.1098.15298.02698.215
1062013.10.22 18:39sell530.1098.1580.0000.000
1072013.10.22 18:39modify520.1098.1520.0000.000
1082013.10.22 18:39sell540.1098.15898.27898.098
1092013.10.22 18:40close520.1098.1670.0000.0001.53985.21
1102013.10.22 19:12t/p540.1098.09898.27898.0986.12991.33
1112013.10.22 19:16close530.1098.1170.0000.0004.18995.51
1122013.10.22 19:16buy550.1098.11798.00698.173
1132013.10.22 20:20s/l550.1098.00698.00698.173-11.33984.18
1142013.10.22 20:22buy560.1098.02797.94698.068
1152013.10.22 20:53t/p560.1098.06897.94698.0684.18988.36
1162013.10.22 20:57sell570.1098.06498.14698.023
1172013.10.22 22:06s/l570.1098.14698.14698.023-8.35980.01
1182013.10.22 22:08sell580.1098.13298.20598.096
1192013.10.22 22:18t/p580.1098.09698.20598.0963.67983.68
1202013.10.22 22:56sell590.1098.12898.18998.098
1212013.10.23 00:11buy600.1098.1210.0000.000
1222013.10.23 00:11modify590.1098.1280.0000.000
1232013.10.23 00:11buy610.1098.12198.06998.147
1242013.10.23 00:11close590.1098.1090.0000.0001.76985.44
1252013.10.23 00:11s/l610.1098.06998.06998.147-5.30980.14
1262013.10.23 01:00sell620.1098.1140.0000.000
1272013.10.23 01:00sell630.1098.11498.16898.087
1282013.10.23 01:11s/l630.1098.16898.16898.087-5.50974.64
1292013.10.23 01:14close600.1098.1460.0000.0002.55977.19
1302013.10.23 03:40buy640.1098.1000.0000.000
1312013.10.23 03:40buy650.1098.10098.04898.126
1322013.10.23 03:40close620.1098.0990.0000.0001.53978.72
1332013.10.23 03:42t/p650.1098.12698.04898.1262.65981.37
1342013.10.23 04:15sell660.1098.0850.0000.000
1352013.10.23 04:15sell670.1098.08598.16398.046
1362013.10.23 04:30t/p670.1098.04698.16398.0463.98985.35
1372013.10.23 04:37close660.1098.0330.0000.0005.30990.65
1382013.10.23 07:57sell680.1097.4100.0000.000
1392013.10.23 07:57sell690.1097.41097.58097.325
1402013.10.23 09:06close680.1097.3650.0000.0004.62995.27
1412013.10.23 09:06modify690.1097.4100.0000.000
1422013.10.23 09:06buy700.1097.36597.21397.441
1432013.10.23 09:07close690.1097.3640.0000.0004.72999.99
1442013.10.23 09:25close700.1097.42897.21397.4416.471006.46
1452013.10.23 09:25sell710.1097.4280.0000.000
1462013.10.23 09:25sell720.1097.42897.56797.358
1472013.10.23 09:43t/p720.1097.35897.56797.3587.191013.65
1482013.10.23 10:08sell730.1097.51697.62697.461
1492013.10.23 10:52t/p730.1097.46197.62697.4615.641019.29
1502013.10.23 10:59close710.1097.3950.0000.0003.391022.68
1512013.10.23 11:52sell740.1097.3080.0000.000
1522013.10.23 11:52sell750.1097.30897.43597.244
1532013.10.23 12:03close740.1097.2450.0000.0006.481029.16
1542013.10.23 12:03modify750.1097.3080.0000.000
1552013.10.23 12:03buy760.1097.24597.11997.308
1562013.10.23 12:03close750.1097.2430.0000.0006.681035.84
1572013.10.23 12:17t/p760.1097.30897.11997.3086.471042.31
1582013.10.23 12:22sell770.1097.3130.0000.000
1592013.10.23 12:22sell780.1097.31397.44497.248
1602013.10.23 13:39t/p780.1097.24897.44497.2486.681048.99
1612013.10.23 13:43close770.1097.2570.0000.0005.761054.75
1622013.10.23 13:52sell790.1097.3020.0000.000
1632013.10.23 13:52sell800.1097.30297.39497.256
1642013.10.23 14:45s/l800.1097.39497.39497.256-9.451045.30
1652013.10.23 14:51sell810.1097.41697.50197.373
1662013.10.23 15:41s/l810.1097.50197.50197.373-8.721036.58
1672013.10.23 15:46sell820.1097.48197.56797.438
1682013.10.23 15:59t/p820.1097.43897.56797.4384.411040.99
1692013.10.23 16:05buy830.1097.42797.33997.471
1702013.10.23 16:33sell840.1097.4280.0000.000
1712013.10.23 16:33modify830.1097.4270.0000.000
1722013.10.23 16:33sell850.1097.42897.52197.382
1732013.10.23 16:38t/p850.1097.38297.52197.3824.721045.71
1742013.10.23 16:44close840.1097.3790.0000.0005.031050.74
1752013.10.23 16:53close790.1097.2870.0000.0001.541052.28
1762013.10.23 17:11sell860.2097.3460.0000.000
1772013.10.23 17:11sell870.1097.34697.44997.295
1782013.10.23 17:26t/p870.1097.29597.44997.2955.241057.52
1792013.10.23 17:33close860.2097.2840.0000.00012.741070.26
1802013.10.23 18:06sell880.2097.3480.0000.000
1812013.10.23 18:06sell890.1097.34897.48297.281
1822013.10.23 18:29t/p890.1097.28197.48297.2816.891077.15
1832013.10.23 18:33close880.2097.2750.0000.00015.001092.15
1842013.10.23 19:45sell900.2097.2930.0000.000
1852013.10.23 19:45sell910.1097.29397.39997.240
1862013.10.23 20:12t/p910.1097.24097.39997.2405.451097.60
1872013.10.23 20:22sell920.1097.29197.37597.249
1882013.10.23 20:50close900.2097.2760.0000.0003.491101.09
1892013.10.23 20:50close920.1097.27497.37597.2491.751102.84
1902013.10.23 21:08sell930.2097.3100.0000.000
1912013.10.23 21:08sell940.1097.31097.38597.273
1922013.10.23 21:24close930.2097.2770.0000.0006.771109.61
1932013.10.23 21:27close940.1097.27597.38597.2733.601113.21
1942013.10.23 21:47sell950.2097.3280.0000.000
1952013.10.23 21:47sell960.1097.32897.39997.292
1962013.10.23 23:22s/l960.1097.39997.39997.292-7.291105.92
1972013.10.23 23:26sell970.1097.38997.45397.357
1982013.10.24 00:00t/p970.1097.35797.45397.3572.751108.67
1992013.10.24 00:06buy980.1097.36097.30497.388
2002013.10.24 00:48sell990.1097.3630.0000.000
2012013.10.24 00:48modify980.1097.3600.0000.000
2022013.10.24 01:15close980.1097.3780.0000.0001.851110.52
2032013.10.24 02:18buy1000.1097.3610.0000.000
2042013.10.24 02:31close1000.1097.3830.0000.0002.261112.78
2052013.10.24 03:17close830.1097.4810.0000.0005.061117.83
2062013.10.24 03:55buy1010.2097.4450.0000.000
2072013.10.24 04:05close950.2097.2750.0000.0009.801127.64
2082013.10.24 04:05close990.1097.2770.0000.0008.841136.48
2092013.10.24 04:52sell1020.3097.3110.0000.000
2102013.10.24 06:13close1020.3097.2950.0000.0004.921141.40
2112013.10.24 07:13sell1030.3097.3560.0000.000
2122013.10.24 08:47close1010.2097.5420.0000.00019.881161.28
2132013.10.24 09:27buy1040.2097.4960.0000.000
2142013.10.24 11:54close1030.3097.3400.0000.0004.921166.20
2152013.10.24 12:20sell1050.3097.4040.0000.000
2162013.10.24 12:50close1050.3097.3600.0000.00013.551179.75
2172013.10.24 13:08sell1060.3097.3960.0000.000
2182013.10.24 13:24close1060.3097.3610.0000.00010.771190.52
2192013.10.24 13:59sell1070.3097.3600.0000.000
2202013.10.24 14:14close1070.3097.3210.0000.00012.011202.53
2212013.10.24 15:43sell1080.3097.3980.0000.000
2222013.10.24 16:09close1080.3097.2910.0000.00032.981235.51
2232013.10.24 16:56sell1090.3097.3170.0000.000
2242013.10.24 22:31close1090.3097.2970.0000.0006.161241.67
2252013.10.25 00:36sell1100.3097.3200.0000.000
2262013.10.25 03:36close1100.3097.2780.0000.00012.941254.61
2272013.10.25 04:05sell1110.3097.3030.0000.000
2282013.10.25 04:38close1110.3097.2710.0000.0009.861264.47
2292013.10.25 04:46sell1120.3097.3190.0000.000
2302013.10.25 05:27close1120.3097.2900.0000.0008.931273.40
2312013.10.25 05:40sell1130.3097.3380.0000.000
2322013.10.25 06:37close1130.3097.2320.0000.00032.701306.10
2332013.10.25 08:11sell1140.3097.0580.0000.000
2342013.10.25 09:58close1140.3097.0430.0000.0004.631310.73
2352013.10.25 10:17sell1150.3097.0630.0000.000
2362013.10.26 17:11close at stop1150.3097.3980.0000.000-103.191207.54
2372013.10.26 17:11close at stop1040.2097.3900.0000.000-22.101185.43
2382013.10.26 17:11close at stop640.1097.3900.0000.000-73.541111.89