Strategy Tester Report
SSS v1.08
NordGroupInv-Real (Build 225)

СимволEURUSD (Euro vs US Dollar)
Период30 Минут (M30) 2008.01.28 00:00 - 2008.05.30 22:30 (2008.01.26 - 2008.06.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыEntry_and_exit_conditions="----------------------------------------------------------------------"; PriceChannelStop="111H4"; Damiani="201H1"; DSSBressert="111H1"; PriceBeyondPivot=false; CancelAfterBars=1; OppositeSignalExit=false; ValidAfterBars=1; Order_settings="----------------------------------------------------------------------"; MaxOrders=3; TradesPerSession=3; MagicNumber=109070; TradeComment="SSS"; FibonacciSL=false; HighLowSL=false; BarsBack=0; MinimumSLPips=0; StopLossPips=0; StopLossAtrMultiplier=0; VisibleSL=0; TakeProfitPips1=0; TakeProfitPips2=0; TakeProfitAtrMultiplier1=1.43; TakeProfitAtrMultiplier2=0; VisibleTP=0; BreakEvenPips=0; BreakEvenAtrMultiplier=0; LockPips=0; LockAtrMultiplier=0; TrailingStopPips=0; TrailingStopAtrMultiplier=1.32; TrailingStopStartPips=0; TrailingStepPips=0; FibonacciExits=4; MinLevelDistance=3; MinOrdersDistance=0; MinOrdersDistanceAtrMultiplier=0.2; NewHighLow=3; CloseIfProfit=false; CloseAfterMinutes=0; CandleTimeFrame="H1"; LPMMEntries=1; TradesAfterLPMM=8; LPMMExitTimeFrame="M30"; LPMMExits=1; DisableStopLoss=3; DisableTakeProfit=3; DisableFibonacciExits=3; DisablePriceChannelStop=3; DisableDamiani=3; DisableDSSBressert=3; Hedge=false; Slippage=3; MaxSpread=0; ScreenShots=false; Alerts=0; AlertSound="alert.wav"; LongColour=MediumSeaGreen; ShortColour=IndianRed; CommentsCorner=0; Trading_hours_settings="----------------------------------------------------------------------"; AutoGMTOffset=true; ManualGMTOffset=2; DSTOffset=true; TradingSession1="09001200"; TradingSession2="13302000"; TradingSession3="21300100"; NewsFilter=true; MinutesBeforeNews=10; MinutesAfterNews=10; MondayOpenHour="0900"; FridayCloseHour="1200"; FridayCloseTrades=0; FridayModifyTP=false; FridayTakeProfit=0; FridayReduceTP=0; Money_management_settings="----------------------------------------------------------------------"; Lots=0; MinLots=0; MaxLots=0; PartialClose1=34; PartialClose2=33; PartialClose3=33; MoneyManagement=true; LeveragePercent=0.452; LotPercent=0; StartProgression=0; MaxProgression=0; CloseAllProfit=0.825; CloseAllLoss=0; CloseOneDirection=true; ATR_settings="----------------------------------------------------------------------"; ATRPeriod=11; PriceChannelStop_settings="----------------------------------------------------------------------"; ChannelPeriod=7; Risk=0.25; Signal=1; Line=1; Nbars=1000; Damiani_settings="----------------------------------------------------------------------"; Viscosity=9; Sedimentation=50; Threshold_level=1.36; lag_supressor=true; DSS_Bressert_settings="----------------------------------------------------------------------"; EMA_period=5; Stochastic_period=13; FFCal_settings="----------------------------------------------------------------------"; IncludeHigh=true; IncludeMedium=true; IncludeLow=false; IncludeSpeaks=true; ReportAllForUSD=false; sUrl="http://cdn.forexfactory.com/ffcal_week_this.xml";
Баров в истории5282Смоделировано тиков868444Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль-969.70Общая прибыль404.50Общий убыток-1374.20
Прибыльность0.29Матожидание выигрыша-12.12
Абсолютная просадка969.70Максимальная просадка1099.70 (97.32%)Относительная просадка97.32% (1099.70)
Всего сделок80Короткие позиции (% выигравших)49 (55.10%)Длинные позиции (% выигравших)31 (70.97%)
Прибыльные сделки (% от всех)49 (61.25%)Убыточные сделки (% от всех)31 (38.75%)
Самая большаяприбыльная сделка28.20убыточная сделка-652.90
Средняяприбыльная сделка8.26убыточная сделка-44.33
Максимальное количествонепрерывных выигрышей (прибыль)8 (63.00)непрерывных проигрышей (убыток)3 (-750.00)
Максимальнаянепрерывная прибыль (число выигрышей)64.00 (7)непрерывный убыток (число проигрышей)-750.00 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12008.01.28 16:00buy10.101.47840.00000.0000
22008.01.28 16:53close10.101.47930.00000.00009.001009.00
32008.01.28 17:00buy20.101.47970.00000.0000
42008.01.28 18:00buy30.101.47910.00000.0000
52008.01.28 19:00close30.101.47800.00000.0000-11.00998.00
62008.01.28 19:00close20.101.47800.00000.0000-17.00981.00
72008.01.30 12:00buy40.101.48090.00000.0000
82008.01.30 13:44buy50.101.48050.00000.0000
92008.01.30 14:06close50.101.48120.00000.00007.00988.00
102008.01.30 14:06close40.101.48120.00000.00003.00991.00
112008.01.30 21:00buy60.101.49000.00000.0000
122008.01.30 23:30buy70.101.48530.00000.0000
132008.01.31 00:23buy80.101.48470.00000.0000
142008.01.31 01:00close80.101.48280.00000.0000-19.00972.00
152008.01.31 06:44close70.101.48800.00000.000028.201000.20
162008.01.31 06:44close60.101.48800.00000.0000-18.80981.40
172008.01.31 13:00buy90.101.48760.00000.0000
182008.01.31 14:31close90.101.48860.00000.000010.00991.40
192008.01.31 15:30buy100.101.48190.00000.0000
202008.01.31 15:37close100.101.48280.00000.00009.001000.40
212008.01.31 20:00buy110.101.48510.00000.0000
222008.01.31 20:15close110.101.48600.00000.00009.001009.40
232008.02.05 11:00sell120.101.47200.00000.0000
242008.02.05 11:12close120.101.47110.00000.00009.001018.40
252008.02.05 12:00sell130.101.46810.00000.0000
262008.02.05 12:14close130.101.46720.00000.00009.001027.40
272008.02.05 13:00sell140.101.46790.00000.0000
282008.02.05 13:02close140.101.46700.00000.00009.001036.40
292008.02.05 17:00sell150.101.46410.00000.0000
302008.02.05 17:29close150.101.46320.00000.00009.001045.40
312008.02.05 18:00sell160.101.46370.00000.0000
322008.02.05 19:00close160.101.46490.00000.0000-12.001033.40
332008.02.07 15:30sell170.101.45230.00000.0000
342008.02.07 16:04sell180.101.45300.00000.0000
352008.02.07 16:46close180.101.45220.00000.00008.001041.40
362008.02.07 16:46close170.101.45220.00000.00001.001042.40
372008.02.07 17:00sell190.101.45020.00000.0000
382008.02.07 17:32close190.101.44930.00000.00009.001051.40
392008.02.12 15:30buy200.101.45980.00000.0000
402008.02.12 15:31close200.101.46070.00000.00009.001060.40
412008.02.12 16:00buy210.101.45870.00000.0000
422008.02.12 16:19close210.101.45960.00000.00009.001069.40
432008.02.12 17:00buy220.101.45920.00000.0000
442008.02.12 17:18close220.101.46010.00000.00009.001078.40
452008.02.13 15:30buy230.101.45460.00000.0000
462008.02.13 15:31close230.101.45550.00000.00009.001087.40
472008.02.13 19:00buy240.101.45750.00000.0000
482008.02.13 19:19close240.101.45840.00000.00009.001096.40
492008.02.13 20:01buy250.101.45880.00000.0000
502008.02.14 00:00close250.101.45700.00000.0000-16.801079.60
512008.02.14 11:00buy260.101.46180.00000.0000
522008.02.14 11:47close260.101.46270.00000.00009.001088.60
532008.02.14 12:01buy270.101.46190.00000.0000
542008.02.14 13:00buy280.101.46110.00000.0000
552008.02.14 13:15close280.101.46160.00000.00005.001093.60
562008.02.14 14:07close270.101.46290.00000.000010.001103.60
572008.02.14 18:00buy290.101.46360.00000.0000
582008.02.14 19:00buy300.101.46310.00000.0000
592008.02.14 19:58close300.101.46380.00000.00007.001110.60
602008.02.14 20:48buy310.101.46320.00000.0000
612008.02.14 21:19close310.101.46380.00000.00006.001116.60
622008.02.15 02:00close290.101.46320.00000.0000-3.601113.00
632008.02.18 12:23sell320.101.46250.00000.0000
642008.02.18 12:38close320.101.46150.00000.000010.001123.00
652008.02.18 13:00sell330.101.46260.00000.0000
662008.02.18 14:00close330.101.46440.00000.0000-18.001105.00
672008.02.19 12:00buy340.101.47430.00000.0000
682008.02.19 12:47close340.101.47530.00000.000010.001115.00
692008.02.19 13:00buy350.101.47460.00000.0000
702008.02.19 13:54close350.101.47560.00000.000010.001125.00
712008.02.20 12:53buy360.101.46780.00000.0000
722008.02.20 13:00buy370.101.46690.00000.0000
732008.02.20 14:00close370.101.46450.00000.0000-24.001101.00
742008.02.20 14:00close360.101.46450.00000.0000-33.001068.00
752008.02.21 17:00buy380.101.47910.00000.0000
762008.02.21 17:07close380.101.48000.00000.00009.001077.00
772008.02.21 18:00buy390.101.48140.00000.0000
782008.02.21 19:16close390.101.48240.00000.000010.001087.00
792008.02.21 19:16buy400.101.48320.00000.0000
802008.02.21 23:31buy410.101.48240.00000.0000
812008.02.22 02:00close410.101.48020.00000.0000-21.601065.40
822008.02.22 10:05close400.101.48410.00000.00009.401074.80
832008.03.04 18:00sell420.101.52090.00000.0000
842008.03.04 19:00sell430.101.52280.00000.0000
852008.03.04 19:23close430.101.52200.00000.00008.001082.80
862008.03.04 20:13close420.101.52050.00000.00004.001086.80
872008.03.04 20:18sell440.101.51950.00000.0000
882008.03.05 07:03close440.101.51910.00000.00002.901089.70
892008.03.10 15:30sell450.101.53450.00000.0000
902008.03.10 16:00sell460.101.53530.00000.0000
912008.03.10 17:00close460.101.53710.00000.0000-18.001071.70
922008.03.10 17:00close450.101.53710.00000.0000-26.001045.70
932008.03.10 18:00sell470.101.53410.00000.0000
942008.03.10 18:01close470.101.53400.00000.00001.001046.70
952008.03.11 16:00sell480.101.52830.00000.0000
962008.03.11 17:00sell490.101.53260.00000.0000
972008.03.11 18:00sell500.101.53350.00000.0000
982008.03.11 18:00close500.101.53350.00000.00000.001046.70
992008.03.11 23:00close490.101.53420.00000.0000-16.001030.70
1002008.03.11 23:00close480.101.53420.00000.0000-59.00971.70
1012008.03.14 13:00sell510.101.55550.00000.0000
1022008.03.14 13:42close510.101.55460.00000.00009.00980.70
1032008.03.18 20:07sell520.101.56970.00000.0000
1042008.03.18 20:10close520.101.56870.00000.000010.00990.70
1052008.03.18 21:00sell530.101.56370.00000.0000
1062008.03.18 21:34close530.101.56280.00000.00009.00999.70
1072008.03.18 23:30sell540.101.56430.00000.0000
1082008.03.19 00:43sell550.101.56510.00000.0000
1092008.03.19 01:01sell560.101.56570.00000.0000
1102008.03.19 02:00close560.101.56630.00000.0000-6.00993.70
1112008.03.19 02:00close550.101.56630.00000.0000-12.00981.70
1122008.03.19 02:00close540.101.56630.00000.0000-21.10960.60
1132008.03.19 13:23sell570.101.57290.00000.0000
1142008.03.19 13:44close570.101.57220.00000.00007.00967.60
1152008.03.19 15:30sell580.101.57160.00000.0000
1162008.03.19 15:45close580.101.57140.00000.00002.00969.60
1172008.03.19 16:00sell590.101.57010.00000.0000
1182008.03.19 16:04close590.101.56960.00000.00005.00974.60
1192008.03.19 17:00sell600.101.56430.00000.0000
1202008.03.19 17:05close600.101.56340.00000.00009.00983.60
1212008.03.19 23:31sell610.101.56410.00000.0000
1222008.03.20 00:00close610.101.56450.00000.0000-7.30976.30
1232008.03.20 13:13sell620.101.54400.00000.0000
1242008.03.20 13:20close620.101.54310.00000.00009.00985.30
1252008.03.20 15:30sell630.101.54040.00000.0000
1262008.03.20 16:00close630.101.54350.00000.0000-31.00954.30
1272008.03.24 16:00sell640.101.53700.00000.0000
1282008.03.24 17:00sell650.101.53940.00000.0000
1292008.03.24 18:00sell660.101.54190.00000.0000
1302008.03.24 19:00close650.101.54230.00000.0000-29.00925.30
1312008.03.24 19:02close660.101.54190.00000.00000.00925.30
1322008.03.25 00:00sell670.101.54090.00000.0000
1332008.03.25 01:00close670.101.54370.00000.0000-28.00897.30
1342008.04.01 00:35sell680.101.57520.00000.0000
1352008.04.01 01:00sell690.101.57580.00000.0000
1362008.04.01 03:00close690.101.57760.00000.0000-18.00879.30
1372008.04.01 03:00close680.101.57760.00000.0000-24.00855.30
1382008.04.01 12:00sell700.101.56340.00000.0000
1392008.04.01 12:00close700.101.56310.00000.00003.00858.30
1402008.04.01 13:00sell710.101.56380.00000.0000
1412008.04.01 13:02close710.101.56310.00000.00007.00865.30
1422008.04.01 16:30sell720.101.55890.00000.0000
1432008.04.01 17:00sell730.101.55950.00000.0000
1442008.04.01 18:00close730.101.56170.00000.0000-22.00843.30
1452008.04.01 18:00close720.101.56170.00000.0000-28.00815.30
1462008.04.02 16:30sell740.101.56090.00000.0000
1472008.04.02 16:30close740.101.56050.00000.00004.00819.30
1482008.04.02 17:00sell750.101.56090.00000.0000
1492008.04.02 18:00sell760.101.56150.00000.0000
1502008.04.02 19:00close760.101.56540.00000.0000-39.00780.30
1512008.04.02 19:00close750.101.56540.00000.0000-45.00735.30
1522008.04.03 12:00sell770.101.55520.00000.0000
1532008.04.03 13:00sell780.101.55610.00000.0000
1542008.04.03 13:30close780.101.55340.00000.000027.00762.30
1552008.04.03 13:30close770.101.55340.00000.000018.00780.30
1562008.04.03 14:00sell790.101.55290.00000.0000
1572008.04.03 15:00close790.101.55950.00000.0000-66.00714.30
1582008.04.10 20:00sell800.101.57290.00000.0000
1592008.04.11 02:00close800.101.57590.00000.0000-31.10683.20
1602008.04.22 16:28close at stop640.101.59910.00000.0000-652.9030.30