Strategy Tester Report
Mix Skalper v03.39
RVDMarkets-Demo ECN (Build 670)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2014.01.13 00:00 - 2014.08.27 23:45 (2014.01.13 - 2014.08.28)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыo1="Настройка параметров советника"; n1="1 Общие настройки советника"; n11="1.1 Название SET-а"; SetName="Тренд"; n12="1.2 Служебные настройки"; Magic=12345678; Repeats=3; MaxSpread=200; CheckProlongationSignal=false; Alternation=false; IspolnenieECN=false; WorkOnlyNewBar=true; ColorForBuy=Blue; ColorForSell=Red; DeleyAtLoss=0; DelayAtProfit=0; DelayAtAll=0; DelayAtOpen=0; CommentToOrder="Ордер принадлежит Микс Скальперу"; timer=false; n13="1.3 Контрольные настройки к системе весов(сигналов)"; Porog=3; PorogClose=2; n2="2 Режим работы советника"; n21="2.1 Режим ручного помошника"; ModeSignal=0; n22="2.2 Стандартный режим"; n23="2.3 Локер"; LokerModeON=false; MaxLotsToSymbol=1; StepToProfit=20; n24="2.4 Усреднитель"; UsredOn=false; AllNap=false; OdrerLimitUsred=50; OsnTPForUsred=200; OsnSLForUsred=200; UsredSLLimit=5; UsredProgressMode=0; MinPointUsred=50; ProgresStartOrder=100; ProgresStep=30; ProgresMult=1; n3="3 Открытие сделки."; n31="3.1 Настройки ММ"; FixLot=0; ProtsD=0; StepFromDepo=100; ExpMart=false; KopLoss=false; MadMart=false; MadMartLimit=5; MartLimit=5; MartMult=2; CorrectUsredMult=false; HardMathUsred=false; n32="3.2 Открытие сделки по ИНДИКАТОРАМ"; n321="3.2.1 Genesis Matrix I"; Gen3on4=false; Gen4on4=false; n322="3.2.2 Genesis Matrix II"; Gen3on4_High=false; Gen4on4_High=false; n323="3.2.3 TMALine_2 I"; UseTMAL2=true; n324="3.2.4 TMALine_2 II"; UseTMAL2_High=true; n325="3.2.5 TMACG I"; UseTMACG=false; n326="3.2.6 TMACG II"; UseTMACG_High=false; n327="3.2.7 ExtremeTMAinfo040 I"; UseETMA040=false; n328="3.2.8 ExtremeTMAinfo040 II"; UseETMA040_High=false; n329="3.2.9 Stohastic I"; UseStohNap=false; UseStohZone=false; UseStohCros=false; n3210="3.2.10 Stohastic II"; UseStohNap_High=false; UseStohZone_High=false; UseStohCros_High=false; n3211="3.2.11 CrosMA"; UseCrosMA=false; n3212="3.2.12 ZWinnerColorSignal"; UseZWinnerColor=false; n3213="3.2.13 Adx Crossing"; UseAdxCrossing=false; n3214="3.2.14 adaptive Gann"; UseAdaptiveGann=false; n3215="3.2.15 rvmGann_sv8"; UseRVMGann=false; n3216="3.2.16 SSRC I"; UseSSRCNap=false; UseSSRCZone=false; UseSSRCCros=false; n3217="3.2.17 SSRC II"; UseSSRCNap_High=false; UseSSRCZone_High=false; UseSSRCCros_High=false; n3218="3.2.18 Ozymandias I"; UseOzymandias=false; n3219="3.2.19 Ozymandias II"; UseOzymandias_High=false; n33="3.3 Открытие сделки по системе ВЕСОВ"; n331="3.3.1 Genesis Matrix I"; GenHardSig=false; GenMatrWeigth=1; n332="3.3.2 Genesis Matrix II"; Gen_HighHardSig=false; Gen_HighWeigth=1; n333="3.3.3 TMALine_2 I"; TMAL2HardSig=false; TMAL2Weigth=2; n334="3.3.4 TMALine_2 II"; TMAL2_HighHardSig=false; TMAL2_HighWeigth=1; n335="3.3.5 TMACG I"; TMACGHardSig=false; TMACGWeigth=1; n336="3.3.6 TMACG II"; TMACG_HighHardSig=false; TMACGWeigth_High=1; n337="3.3.7 ExtremeTMAinfo040 I"; ETMA040HardSig=false; ETMA040Weigth=1; n338="3.3.8 ExtremeTMAinfo040 II"; ETMA040_HighHardSig=false; ETMA040_HighWeigth=2; n339="3.3.9 Stohastic I"; StohNapHardSig=false; StohZoneHardSig=false; StohCrosHardSig=false; StohNapWeigth=1; StohZoneWeigth=1; StohCrosWeigth=1; n3310="3.3.10 Stohastic II"; StohNap_HighHardSig=false; StohZone_HighHardSig=false; StohCros_HighHardSig=false; StohNap_HighWeigth=1; StohZone_HighWeigth=1; StohCros_HighWeigth=1; n3311="3.3.11 CrosMA"; CrosMAHardSig=false; CrosMAWeigth=1; n3312="3.3.12 ZWinnerColorSignal"; ZWinnerColorHardSig=false; ZWinnerColorWeigth=1; n3313="3.3.13 Adx crossing"; AdxCrossingHardSig=false; AdxCrossingWeigth=1; n3314="3.3.14 adaptive Gann"; AdaptiveGannHardSig=false; AdaptiveGannWeigth=1; n3315="3.3.15 rvmGann_sv8"; RVMGannHardSig=false; RVMGannWeigth=1; n3316="3.3.16 SSRC I"; SSRCNapHardSig=false; SSRCZoneHardSig=false; SSRCCrosHardSig=false; SSRCNapWeigth=1; SSRCZoneWeigth=1; SSRCZoneSmalWeigth=1; SSRCCrosWeigth=2; SSRCCrosSmalWeigth=2; n3317="3.3.17 SSRC II"; SSRCNap_HighHardSig=false; SSRCZone_HighHardSig=false; SSRCCros_HighHardSig=false; SSRCNap_HighWeigth=1; SSRCZone_HighWeigth=1; SSRCZoneSmal_HighWeigth=1; SSRCCros_HighWeigth=1; SSRCCrosSmal_HighWeigth=1; MinDiapTMA=6;
Баров в истории16645Смоделировано тиков15402552Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред5
Чистая прибыль543.38Общая прибыль1953.54Общий убыток-1410.16
Прибыльность1.39Матожидание выигрыша9.53
Абсолютная просадка150.89Максимальная просадка384.57 (25.22%)Относительная просадка25.22% (384.57)
Всего сделок57Короткие позиции (% выигравших)31 (67.74%)Длинные позиции (% выигравших)26 (57.69%)
Прибыльные сделки (% от всех)36 (63.16%)Убыточные сделки (% от всех)21 (36.84%)
Самая большаяприбыльная сделка78.22убыточная сделка-95.04
Среднийприбыльная сделка54.27убыточная сделка-67.15
Максимальное количествонепрерывных выигрышей (прибыль)6 (412.05)непрерывных проигрышей (убыток)4 (-306.19)
Максимальнаянепрерывная прибыль (число выигрышей)412.05 (6)непрерывный убыток (число проигрышей)-306.19 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.15 08:30buy10.101.362601.357101.36760
22014.01.17 13:16s/l10.101.357101.357101.36760-57.13942.87
32014.01.23 20:30sell20.091.369311.374811.36431
42014.01.28 10:04t/p20.091.364311.374811.3643144.00986.87
52014.01.30 08:45buy30.091.362001.356501.36700
62014.01.30 15:45s/l30.091.356501.356501.36700-49.95936.92
72014.02.06 18:30sell40.091.359081.364581.35408
82014.02.10 08:10s/l40.091.364581.364581.35408-50.32886.60
92014.02.10 08:15sell50.081.364211.369711.35921
102014.02.12 11:39t/p50.081.359211.369711.3592139.27925.87
112014.02.12 16:15buy60.091.359021.353521.36402
122014.02.13 09:22t/p60.091.364021.353521.3640243.45969.32
132014.02.13 12:15sell70.091.365811.371311.36081
142014.02.14 08:01s/l70.091.371311.371311.36081-50.13919.19
152014.02.14 08:15sell80.091.369931.375431.36493
162014.02.18 14:08s/l80.091.375431.375431.36493-50.32868.87
172014.02.18 16:00sell90.081.374961.380461.36996
182014.02.20 08:28t/p90.081.369961.380461.3699638.95907.82
192014.02.20 12:45buy100.091.370391.364891.37539
202014.02.21 15:01t/p100.091.375391.364891.3753944.18952.00
212014.02.24 09:30sell110.091.375911.381411.37091
222014.02.24 15:01t/p110.091.370911.381411.3709144.55996.55
232014.02.27 08:00buy120.091.367441.361941.37244
242014.02.27 17:00t/p120.091.372441.361941.3724444.551041.10
252014.02.28 07:45sell130.101.372421.377921.36742
262014.02.28 10:00s/l130.101.377921.377921.36742-55.50985.60
272014.02.28 18:00sell140.091.380951.386451.37595
282014.03.02 22:00t/p140.091.375951.386451.3759544.551030.15
292014.03.03 21:00buy150.101.373021.367521.37802
302014.03.04 13:42t/p150.101.378021.367521.3780249.091079.24
312014.03.06 22:00sell160.101.386051.391551.38105
322014.03.07 11:33s/l160.101.391551.391551.38105-55.701023.54
332014.03.07 13:00sell170.101.389941.395441.38494
342014.03.11 07:55t/p170.101.384941.395441.3849449.091072.63
352014.03.12 18:00sell180.101.390261.395761.38526
362014.03.13 09:20s/l180.101.395761.395761.38526-56.111016.52
372014.03.13 10:15sell190.101.395351.400851.39035
382014.03.13 16:52t/p190.101.390351.400851.3903549.501066.02
392014.03.13 22:30buy200.101.387121.381621.39212
402014.03.14 14:00t/p200.101.392121.381621.3921249.091115.11
412014.03.21 08:00buy210.111.376951.371451.38195
422014.03.24 08:00t/p210.111.381951.371451.3819554.001169.11
432014.03.24 22:15sell220.111.383501.389001.37850
442014.03.25 12:55t/p220.111.378501.389001.3785054.231223.34
452014.03.27 08:45buy230.121.376051.370551.38105
462014.03.28 09:00s/l230.121.370551.370551.38105-67.091156.25
472014.03.28 09:30buy240.111.372301.366801.37730
482014.03.28 14:01t/p240.111.377301.366801.3773054.451210.70
492014.03.31 14:15sell250.121.378851.384351.37385
502014.04.03 15:05t/p250.121.373851.384351.3738558.181268.87
512014.04.04 08:15buy260.121.370081.364581.37508
522014.04.08 09:20t/p260.121.375081.364581.3750858.421327.30
532014.04.08 09:45sell270.131.375681.381181.37068
542014.04.08 18:22s/l270.131.381181.381181.37068-72.151255.15
552014.04.08 19:00sell280.121.379571.385071.37457
562014.04.09 20:29s/l280.121.385071.385071.37457-66.841188.30
572014.04.10 01:00sell290.111.385321.390821.38032
582014.04.15 09:27t/p290.111.380321.390821.3803253.781242.08
592014.04.15 09:30buy300.121.380311.374811.38531
602014.04.17 11:18t/p300.121.385311.374811.3853157.441299.52
612014.04.17 12:15sell310.121.385571.391071.38057
622014.04.21 03:09t/p310.121.380571.391071.3805758.911358.43
632014.04.23 08:45sell320.131.382721.388221.37772
642014.04.30 11:00t/p320.131.377721.388221.3777262.491420.92
652014.04.30 19:30sell330.141.386761.392261.38176
662014.05.02 14:43t/p330.141.381761.392261.3817668.161489.08
672014.05.06 16:30sell340.141.393261.398761.38826
682014.05.08 14:33s/l340.141.398761.398761.38826-78.841410.24
692014.05.13 15:30buy350.141.372901.367401.37790
702014.05.15 09:52s/l350.141.367401.367401.37790-79.981330.25
712014.05.21 18:15buy360.131.366711.361211.37171
722014.05.28 13:17s/l360.131.361211.361211.37171-75.861254.39
732014.05.28 13:30buy370.121.361131.355631.36613
742014.06.05 14:31s/l370.121.355631.355631.36613-71.501182.89
752014.06.05 23:45sell380.111.366261.371761.36126
762014.06.09 13:18t/p380.111.361261.371761.3612654.001236.90
772014.06.09 20:45buy390.121.358771.353271.36377
782014.06.11 02:23s/l390.121.353271.353271.36377-67.581169.32
792014.06.11 02:45buy400.111.353071.347571.35807
802014.06.17 02:26t/p400.111.358071.347571.3580751.761221.07
812014.06.17 02:30sell410.121.358631.364131.35363
822014.06.19 10:20s/l410.121.364131.364131.35363-67.581153.49
832014.06.19 12:30sell420.111.362911.368411.35791
842014.06.20 14:31t/p420.111.357911.368411.3579154.231207.72
852014.06.25 17:15sell430.121.363341.368841.35834
862014.06.26 15:44t/p430.121.358341.368841.3583458.671266.39
872014.06.27 21:30sell440.121.364621.370121.35962
882014.07.04 09:40t/p440.121.359621.370121.3596257.691324.07
892014.07.07 01:15buy450.131.358601.353101.36360
902014.07.09 16:21t/p450.131.363601.353101.3636063.291387.36
912014.07.09 23:00sell460.131.364101.369601.35910
922014.07.10 16:06t/p460.131.359101.369601.3591063.551450.92
932014.07.10 17:15buy470.141.360471.354971.36547
942014.07.16 10:20s/l470.141.354971.354971.36547-79.981370.93
952014.07.25 15:45buy480.131.344011.338511.34901
962014.07.30 14:30s/l480.131.338511.338511.34901-73.741297.19
972014.07.31 14:45buy490.121.337681.332181.34268
982014.08.01 14:30t/p490.121.342681.332181.3426858.911356.10
992014.08.01 19:45sell500.131.342811.348311.33781
1002014.08.05 15:56t/p500.131.337811.348311.3378163.821419.92
1012014.08.07 18:45buy510.141.334721.329221.33972
1022014.08.08 08:45t/p510.141.339721.329221.3397268.731488.65
1032014.08.08 13:00sell520.141.339291.344791.33429
1042014.08.12 11:27t/p520.141.334291.344791.3342968.731557.38
1052014.08.12 14:15buy530.151.334601.329101.33960
1062014.08.13 14:37t/p530.151.339601.329101.3396073.641631.02
1072014.08.14 16:30sell540.161.339471.344971.33447
1082014.08.19 08:22t/p540.161.334471.344971.3344778.221709.24
1092014.08.19 13:15buy550.171.334391.328891.33939
1102014.08.20 09:44s/l550.171.328891.328891.33939-95.041614.19
1112014.08.22 21:00buy560.161.324261.318761.32926
1122014.08.24 23:40s/l560.161.318761.318761.32926-88.801525.39
1132014.08.26 01:30buy570.151.318101.312601.32310
1142014.08.27 23:59close at stop570.151.319391.312601.3231017.991543.38