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

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2008.01.28 00:00 - 2010.07.07 23:55 (2008.01.26 - 2010.07.08)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыEntry_and_exit_conditions="----------------------------------------------------------------------"; PriceChannelStop="101D1"; Damiani="201H4"; DSSBressert="101D1"; PriceBeyondPivot=false; CancelAfterBars=1; OppositeSignalExit=false; ValidAfterBars=1; Order_settings="----------------------------------------------------------------------"; MaxOrders=4; 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=2.88; TakeProfitAtrMultiplier2=0; VisibleTP=0; BreakEvenPips=0; BreakEvenAtrMultiplier=0; LockPips=0; LockAtrMultiplier=0; TrailingStopPips=0; TrailingStopAtrMultiplier=2.86; TrailingStopStartPips=0; TrailingStepPips=0; FibonacciExits=4; MinLevelDistance=2; MinOrdersDistance=0; MinOrdersDistanceAtrMultiplier=0.2; NewHighLow=1; CloseIfProfit=false; CloseAfterMinutes=0; CandleTimeFrame="H1"; LPMMEntries=1; TradesAfterLPMM=8; LPMMExitTimeFrame="H1"; LPMMExits=1; DisableStopLoss=3; DisableTakeProfit=3; DisableFibonacciExits=3; DisablePriceChannelStop=3; DisableDamiani=3; DisableDSSBressert=3; Hedge=false; Slippage=5; 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="02011100"; TradingSession2="13001600"; TradingSession3="18000159"; NewsFilter=false; MinutesBeforeNews=10; MinutesAfterNews=10; MondayOpenHour="1100"; FridayCloseHour=""; FridayCloseTrades=1; FridayModifyTP=false; FridayTakeProfit=0; FridayReduceTP=0; Money_management_settings="----------------------------------------------------------------------"; Lots=0.1; MinLots=0; MaxLots=0; PartialClose1=34; PartialClose2=33; PartialClose3=33; MoneyManagement=true; LeveragePercent=0.666; LotPercent=0; StartProgression=1; MaxProgression=3; CloseAllProfit=3.4; CloseAllLoss=0; CloseOneDirection=true; ATR_settings="----------------------------------------------------------------------"; ATRPeriod=6; PriceChannelStop_settings="----------------------------------------------------------------------"; ChannelPeriod=9; Risk=0.25; Signal=1; Line=1; Nbars=1000; Damiani_settings="----------------------------------------------------------------------"; Viscosity=9; Sedimentation=36; Threshold_level=1.82; 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 истории166961Смоделировано тиков18653249Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит300.00
Чистая прибыль-268.70Общая прибыль1191.90Общий убыток-1460.60
Прибыльность0.82Матожидание выигрыша-2.63
Абсолютная просадка268.70Максимальная просадка1463.60 (97.91%)Относительная просадка97.91% (1463.60)
Всего сделок102Короткие позиции (% выигравших)4 (100.00%)Длинные позиции (% выигравших)98 (98.98%)
Прибыльные сделки (% от всех)101 (99.02%)Убыточные сделки (% от всех)1 (0.98%)
Самая большаяприбыльная сделка47.60убыточная сделка-1460.60
Средняяприбыльная сделка11.80убыточная сделка-1460.60
Максимальное количествонепрерывных выигрышей (прибыль)101 (1191.90)непрерывных проигрышей (убыток)1 (-1460.60)
Максимальнаянепрерывная прибыль (число выигрышей)1191.90 (101)непрерывный убыток (число проигрышей)-1460.60 (1)
Среднийнепрерывный выигрыш101непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12008.01.31 08:04buy10.101.48910.00000.0000
22008.01.31 14:31close10.101.48950.00000.00004.00304.00
32008.01.31 15:00buy20.101.48670.00000.0000
42008.01.31 20:49buy30.101.48690.00000.0000
52008.01.31 20:58close20.101.48720.00000.00005.00309.00
62008.01.31 21:00buy40.101.48790.00000.0000
72008.02.01 08:47close40.101.48790.00000.00000.40309.40
82008.02.01 08:47close30.101.48790.00000.000010.40319.80
92008.02.01 15:00buy50.101.49010.00000.0000
102008.02.01 15:02close50.101.49120.00000.000011.00330.80
112008.02.01 16:01buy60.101.48140.00000.0000
122008.02.01 16:21close60.101.48260.00000.000012.00342.80
132008.02.01 17:00buy70.101.48250.00000.0000
142008.02.01 17:09close70.101.48370.00000.000012.00354.80
152008.02.01 20:00buy80.101.48140.00000.0000
162008.02.04 05:07close80.101.48160.00000.00002.40357.20
172008.02.05 12:00buy90.101.46830.00000.0000
182008.02.05 14:59close90.101.46960.00000.000013.00370.20
192008.02.05 15:00buy100.101.46900.00000.0000
202008.02.15 16:01close100.101.46980.00000.000012.80383.00
212008.02.21 12:00buy110.101.47410.00000.0000
222008.02.21 14:33close110.101.47460.00000.00005.00388.00
232008.02.21 15:00buy120.101.47390.00000.0000
242008.02.21 16:00buy130.101.47410.00000.0000
252008.02.21 16:26close120.101.47460.00000.00007.00395.00
262008.02.21 16:39close130.101.47530.00000.000012.00407.00
272008.02.21 17:00buy140.101.47900.00000.0000
282008.02.21 17:42close140.101.48040.00000.000014.00421.00
292008.02.21 20:00buy150.101.48310.00000.0000
302008.02.22 10:02buy160.101.48330.00000.0000
312008.02.22 10:05close160.101.48390.00000.00006.00427.00
322008.02.22 10:05close150.101.48390.00000.00008.40435.40
332008.02.22 11:00buy170.101.48320.00000.0000
342008.02.22 11:00close170.101.48350.00000.00003.00438.40
352008.02.22 12:00buy180.101.48370.00000.0000
362008.02.22 14:09close180.101.48520.00000.000015.00453.40
372008.02.22 15:00buy190.101.48250.00000.0000
382008.02.22 15:07close190.101.48360.00000.000011.00464.40
392008.02.22 16:00buy200.101.48430.00000.0000
402008.02.26 10:15close200.101.48430.00000.00000.80465.20
412008.02.26 20:00buy210.101.49320.00000.0000
422008.02.26 20:31close210.101.49480.00000.000016.00481.20
432008.02.26 21:00buy220.101.49670.00000.0000
442008.02.26 22:00buy230.101.49680.00000.0000
452008.02.26 22:19close230.101.49720.00000.00004.00485.20
462008.02.26 22:30close220.101.49840.00000.000017.00502.20
472008.02.27 04:02buy240.101.49960.00000.0000
482008.02.27 05:45buy250.101.49970.00000.0000
492008.02.27 06:29buy260.101.49980.00000.0000
502008.02.27 06:31close250.101.50010.00000.00004.00506.20
512008.02.27 07:04close260.101.50050.00000.00007.00513.20
522008.02.27 07:40close240.101.50140.00000.000018.00531.20
532008.02.27 15:00buy270.101.50350.00000.0000
542008.02.27 15:02close270.101.50390.00000.00004.00535.20
552008.02.27 16:00buy280.101.50870.00000.0000
562008.02.27 16:54close280.101.51060.00000.000019.00554.20
572008.02.28 03:00buy290.101.51020.00000.0000
582008.02.28 03:43close290.101.51070.00000.00005.00559.20
592008.02.28 04:01buy300.101.51020.00000.0000
602008.02.28 04:14close300.101.51070.00000.00005.00564.20
612008.02.28 05:00buy310.101.51080.00000.0000
622008.02.28 05:22close310.101.51120.00000.00004.00568.20
632008.02.28 06:00buy320.101.51130.00000.0000
642008.02.28 14:30close320.101.51330.00000.000020.00588.20
652008.02.28 20:45buy330.101.52150.00000.0000
662008.02.28 20:46close330.101.52180.00000.00003.00591.20
672008.02.28 21:00buy340.101.52150.00000.0000
682008.02.28 22:00buy350.101.52160.00000.0000
692008.02.29 08:45close340.101.52150.00000.00000.40591.60
702008.02.29 08:45close350.101.52170.00000.00001.40593.00
712008.03.06 09:14buy360.101.53240.00000.0000
722008.03.06 10:00buy370.101.53420.00000.0000
732008.03.06 10:01close370.101.53440.00000.00002.00595.00
742008.03.06 10:01close360.101.53440.00000.000020.00615.00
752008.03.06 11:00buy380.101.53320.00000.0000
762008.03.06 11:03close380.101.53350.00000.00003.00618.00
772008.03.06 15:00buy390.101.53510.00000.0000
782008.03.06 16:00buy400.101.53540.00000.0000
792008.03.06 16:19close400.101.53640.00000.000010.00628.00
802008.03.06 16:19close390.101.53640.00000.000013.00641.00
812008.03.06 17:00buy410.101.53580.00000.0000
822008.03.06 20:00buy420.101.53720.00000.0000
832008.03.06 21:15buy430.101.53750.00000.0000
842008.03.06 21:50close430.101.53760.00000.00001.00642.00
852008.03.06 21:50close420.101.53760.00000.00004.00646.00
862008.03.06 21:50close410.101.53760.00000.000018.00664.00
872008.03.07 16:15buy440.101.53440.00000.0000
882008.03.07 16:17close440.101.53510.00000.00007.00671.00
892008.03.07 17:00buy450.101.53580.00000.0000
902008.03.10 00:00close450.101.53990.00000.000041.40712.40
912008.03.17 15:00buy460.101.57260.00000.0000
922008.03.17 15:07close460.101.57510.00000.000025.00737.40
932008.03.17 16:00buy470.101.57640.00000.0000
942008.03.17 16:27close470.101.57860.00000.000022.00759.40
952008.03.17 17:00buy480.101.57660.00000.0000
962008.03.18 10:47close480.101.57920.00000.000026.40785.80
972008.03.25 15:06sell490.101.55990.00000.0000
982008.03.25 15:07close490.101.55980.00000.00001.00786.80
992008.03.25 16:02sell500.101.55900.00000.0000
1002008.03.25 16:02close500.101.55890.00000.00001.00787.80
1012008.03.25 17:00sell510.101.55950.00000.0000
1022008.03.25 17:01close510.101.55950.00000.00000.00787.80
1032008.03.25 20:32sell520.101.56070.00000.0000
1042008.04.01 16:25close520.101.55710.00000.000028.30816.10
1052008.04.01 16:25buy530.101.55720.00000.0000
1062008.04.01 16:29close530.101.55910.00000.000019.00835.10
1072008.04.01 17:00buy540.101.55970.00000.0000
1082008.04.01 18:00buy550.101.56160.00000.0000
1092008.04.01 18:03close550.101.56210.00000.00005.00840.10
1102008.04.01 18:03close540.101.56210.00000.000024.00864.10
1112008.04.01 21:00buy560.101.56010.00000.0000
1122008.04.01 21:45close560.101.56060.00000.00005.00869.10
1132008.04.01 22:00buy570.101.56000.00000.0000
1142008.04.01 22:20close570.101.56060.00000.00006.00875.10
1152008.04.01 23:00buy580.101.56160.00000.0000
1162008.04.01 23:52close580.101.56200.00000.00004.00879.10
1172008.04.03 13:31buy590.101.55230.00000.0000
1182008.04.03 14:30close590.101.55530.00000.000030.00909.10
1192008.04.03 16:01buy600.101.55970.00000.0000
1202008.04.03 16:56close600.101.56290.00000.000032.00941.10
1212008.04.03 17:00buy610.101.56340.00000.0000
1222008.04.03 17:15close610.101.56660.00000.000032.00973.10
1232008.04.03 18:00buy620.101.56660.00000.0000
1242008.04.03 21:00buy630.101.56770.00000.0000
1252008.04.03 22:38buy640.101.56780.00000.0000
1262008.04.03 23:00buy650.101.56850.00000.0000
1272008.04.04 04:16close620.101.56660.00000.00000.40973.50
1282008.04.04 04:44close640.101.56780.00000.00000.40973.90
1292008.04.04 04:44close630.101.56780.00000.00001.40975.30
1302008.04.04 09:49close650.101.57180.00000.000033.401008.70
1312008.04.04 12:00buy660.101.57310.00000.0000
1322008.04.04 13:00buy670.101.57350.00000.0000
1332008.04.04 14:30close670.101.57410.00000.00006.001014.70
1342008.04.04 14:34close660.101.57660.00000.000035.001049.70
1352008.04.04 16:00buy680.101.57210.00000.0000
1362008.04.04 17:00buy690.101.57440.00000.0000
1372008.04.08 02:11close690.101.57500.00000.00006.801056.50
1382008.04.08 02:11close680.101.57500.00000.000029.801086.30
1392008.04.09 21:00buy700.101.58280.00000.0000
1402008.04.09 21:32close700.101.58340.00000.00006.001092.30
1412008.04.09 22:00buy710.101.58240.00000.0000
1422008.04.09 22:45close710.101.58270.00000.00003.001095.30
1432008.04.09 23:00buy720.101.58310.00000.0000
1442008.04.10 05:53buy730.101.58480.00000.0000
1452008.04.10 06:45buy740.101.58490.00000.0000
1462008.04.10 06:48close740.101.58560.00000.00007.001102.30
1472008.04.10 06:48close730.101.58560.00000.00008.001110.30
1482008.04.10 06:48close720.101.58560.00000.000026.201136.50
1492008.04.10 07:00buy750.101.58460.00000.0000
1502008.04.10 09:59close750.101.58460.00000.00000.001136.50
1512008.04.10 16:00buy760.101.58360.00000.0000
1522008.04.11 09:32buy770.101.58390.00000.0000
1532008.04.11 11:01buy780.101.58410.00000.0000
1542008.04.11 13:16buy790.101.58440.00000.0000
1552008.04.11 13:22close790.101.58500.00000.00006.001142.50
1562008.04.11 13:22close780.101.58500.00000.00009.001151.50
1572008.04.11 13:22close770.101.58500.00000.000011.001162.50
1582008.04.11 13:22close760.101.58500.00000.000014.401176.90
1592008.04.11 16:00buy800.101.58260.00000.0000
1602008.04.11 16:02close800.101.58340.00000.00008.001184.90
1612008.04.11 17:00buy810.101.58220.00000.0000
1622008.04.11 17:03close810.101.58280.00000.00006.001190.90
1632008.04.11 18:00buy820.101.57960.00000.0000
1642008.04.11 18:11close820.101.58090.00000.000013.001203.90
1652008.04.11 21:00buy830.101.58360.00000.0000
1662008.04.14 14:01close830.101.58780.00000.000042.401246.30
1672008.04.14 16:00buy840.101.58360.00000.0000
1682008.04.14 16:00close840.101.58410.00000.00005.001251.30
1692008.04.14 17:00buy850.101.58430.00000.0000
1702008.04.14 17:28close850.101.58490.00000.00006.001257.30
1712008.04.14 18:01buy860.101.58300.00000.0000
1722008.04.14 18:20close860.101.58360.00000.00006.001263.30
1732008.04.14 21:00buy870.101.58060.00000.0000
1742008.04.14 22:00buy880.101.58130.00000.0000
1752008.04.14 22:00close870.101.58130.00000.00007.001270.30
1762008.04.14 22:10close880.101.58190.00000.00006.001276.30
1772008.04.14 23:00buy890.101.58320.00000.0000
1782008.04.15 06:04buy900.101.58330.00000.0000
1792008.04.15 07:29buy910.101.58340.00000.0000
1802008.04.15 07:53close910.101.58480.00000.000014.001290.30
1812008.04.15 07:53close900.101.58480.00000.000015.001305.30
1822008.04.15 07:53close890.101.58480.00000.000016.401321.70
1832008.04.17 00:00buy920.101.59430.00000.0000
1842008.04.17 00:49close920.101.59490.00000.00006.001327.70
1852008.04.17 01:00buy930.101.59540.00000.0000
1862008.04.17 09:44close930.101.59540.00000.00000.001327.70
1872008.04.17 09:44buy940.101.59560.00000.0000
1882008.04.17 09:59close940.101.59750.00000.000019.001346.70
1892008.04.17 10:00buy950.101.59730.00000.0000
1902008.04.17 11:19buy960.101.59760.00000.0000
1912008.04.22 16:25buy970.101.59800.00000.0000
1922008.04.22 16:29close970.101.59910.00000.000011.001357.70
1932008.04.22 16:29close960.101.59910.00000.000016.201373.90
1942008.04.22 16:29close950.101.59910.00000.000019.201393.10
1952008.04.22 17:00buy980.101.59800.00000.0000
1962008.04.22 18:00buy990.101.60110.00000.0000
1972008.04.23 03:08close980.101.59800.00000.00000.401393.50
1982008.07.15 11:19close990.101.60250.00000.000047.601441.10
1992008.07.15 17:26buy1000.101.59170.00000.0000
2002008.07.15 18:00buy1010.101.59250.00000.0000
2012008.07.16 12:19close1010.101.59460.00000.000021.401462.50
2022008.07.16 12:19close1000.101.59460.00000.000029.401491.90
2032008.07.22 17:14buy1020.101.58170.00000.0000
2042008.09.04 17:18close at stop1020.101.43380.00000.0000-1460.6031.30