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Internet money miner
Yury Kirillov
Strategy Tester Report
v68.158 002 R771200 ProCentReal Tick
RoboForex-ProCent (Build 735)
Символ EURUSD (Euro vs US Dollar)
Период 1 Минута (M1) 2014.09.01 00:00 - 2014.10.22 23:58 (2014.09.01 - 2014.10.23)
Модель Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры
...
Баров в истории 55261 Смоделировано тиков 2747124 Качество моделирования 25.00%
Ошибки рассогласования графиков 0
Начальный депозит 1600.00 Спред 15
Чистая прибыль 7491.67 Общая прибыль 8631.72 Общий убыток -1140.05
Прибыльность 7.57 Матожидание выигрыша 61.91
Абсолютная просадка 677.64 Максимальная просадка 2014.75 (31.52%) Относительная просадка 44.74% (746.64)
Всего сделок 121 Короткие позиции (% выигравших) 83 (90.36%) Длинные позиции (% выигравших) 38 (78.95%)
Прибыльные сделки (% от всех) 105 (86.78%) Убыточные сделки (% от всех) 16 (13.22%)
Самая большая прибыльная сделка 445.23 убыточная сделка -282.39
Средний прибыльная сделка 82.21 убыточная сделка -71.25
Максимальное количество непрерывных выигрышей (прибыль) 19 (797.34) непрерывных проигрышей (убыток) 1 (-282.39)
Максимальная непрерывная прибыль (число выигрышей) 3892.30 (15) непрерывный убыток (число проигрышей) -282.39 (1)
Средний непрерывный выигрыш 6 непрерывный проигрыш 1
Graph
v68.158 002 R771200 ProCentReal Tick
RoboForex-ProCent (Build 735)
Символ EURUSD (Euro vs US Dollar)
Период 1 Минута (M1) 2014.09.01 00:00 - 2014.10.22 23:58 (2014.09.01 - 2014.10.23)
Модель Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры
...
Баров в истории 55261 Смоделировано тиков 2747124 Качество моделирования 25.00%
Ошибки рассогласования графиков 0
Начальный депозит 1600.00 Спред 15
Чистая прибыль 7491.67 Общая прибыль 8631.72 Общий убыток -1140.05
Прибыльность 7.57 Матожидание выигрыша 61.91
Абсолютная просадка 677.64 Максимальная просадка 2014.75 (31.52%) Относительная просадка 44.74% (746.64)
Всего сделок 121 Короткие позиции (% выигравших) 83 (90.36%) Длинные позиции (% выигравших) 38 (78.95%)
Прибыльные сделки (% от всех) 105 (86.78%) Убыточные сделки (% от всех) 16 (13.22%)
Самая большая прибыльная сделка 445.23 убыточная сделка -282.39
Средний прибыльная сделка 82.21 убыточная сделка -71.25
Максимальное количество непрерывных выигрышей (прибыль) 19 (797.34) непрерывных проигрышей (убыток) 1 (-282.39)
Максимальная непрерывная прибыль (число выигрышей) 3892.30 (15) непрерывный убыток (число проигрышей) -282.39 (1)
Средний непрерывный выигрыш 6 непрерывный проигрыш 1
Graph
· 3
Yury Kirillov
Random error in the algorithm has led to an interesting result .
Error analysis showed that it is possible to use it is a good solution . :-)
Error analysis showed that it is possible to use it is a good solution . :-)
· 4
Yury Kirillov
Strategy Tester Report - Autotuning
v68.158 001 R771200 ProCentReal
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
...
SizeOfLot=0; MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 15
Total net profit -4955.28 Gross profit 82268.64 Gross loss -87223.92
Profit factor 0.94 Expected payoff -130.40
Absolute drawdown 7455.56 Maximal drawdown 88880.00 (94.63%) Relative drawdown 94.63% (88880.00)
Total trades 38 Short positions (won %) 0 (0.00%) Long positions (won %) 38 (94.74%)
Profit trades (% of total) 36 (94.74%) Loss trades (% of total) 2 (5.26%)
Largest profit trade 17400.00 loss trade -86200.00
Average profit trade 2285.24 loss trade -43611.96
Maximum consecutive wins (profit in money) 36 (82268.64) consecutive losses (loss in money) 2 (-87223.92)
Maximal consecutive profit (count of wins) 82268.64 (36) consecutive loss (count of losses) -87223.92 (2)
Average consecutive wins 36 consecutive losses 2
Graph
v68.158 001 R771200 ProCentReal
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
...
SizeOfLot=0; MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 15
Total net profit -4955.28 Gross profit 82268.64 Gross loss -87223.92
Profit factor 0.94 Expected payoff -130.40
Absolute drawdown 7455.56 Maximal drawdown 88880.00 (94.63%) Relative drawdown 94.63% (88880.00)
Total trades 38 Short positions (won %) 0 (0.00%) Long positions (won %) 38 (94.74%)
Profit trades (% of total) 36 (94.74%) Loss trades (% of total) 2 (5.26%)
Largest profit trade 17400.00 loss trade -86200.00
Average profit trade 2285.24 loss trade -43611.96
Maximum consecutive wins (profit in money) 36 (82268.64) consecutive losses (loss in money) 2 (-87223.92)
Maximal consecutive profit (count of wins) 82268.64 (36) consecutive loss (count of losses) -87223.92 (2)
Average consecutive wins 36 consecutive losses 2
Graph
· 3
显示全部评论 (6)
Yury Kirillov
Strategy Tester Report
v68.157 004 R2190261 ProDemo
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
...
SizeOfLot=4; MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (18)
Total net profit 10773.60 Gross profit 10773.60 Gross loss -0.00
Profit factor Expected payoff 173.77
Absolute drawdown 2303.36 Maximal drawdown 9343.68 (54.83%) Relative drawdown 54.83% (9343.68)
Total trades 62 Short positions (won %) 0 (0.00%) Long positions (won %) 62 (100.00%)
Profit trades (% of total) 62 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 1140.00 loss trade -0.00
Average profit trade 173.77 loss trade -0.00
Maximum consecutive wins (profit in money) 62 (10773.60) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 10773.60 (62) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 62 consecutive losses 0
Graph
v68.157 004 R2190261 ProDemo
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
...
SizeOfLot=4; MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (18)
Total net profit 10773.60 Gross profit 10773.60 Gross loss -0.00
Profit factor Expected payoff 173.77
Absolute drawdown 2303.36 Maximal drawdown 9343.68 (54.83%) Relative drawdown 54.83% (9343.68)
Total trades 62 Short positions (won %) 0 (0.00%) Long positions (won %) 62 (100.00%)
Profit trades (% of total) 62 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 1140.00 loss trade -0.00
Average profit trade 173.77 loss trade -0.00
Maximum consecutive wins (profit in money) 62 (10773.60) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 10773.60 (62) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 62 consecutive losses 0
Graph
· 4
Yury Kirillov
2014.10.22
Goes setup and debugging strategies. Earlier versions placed on the demo / real. This version - preparing for deployment.
Yury Kirillov
Strategy Tester Report
v68.157 004 R2190261 ProDemo
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
...
SizeOfLot=2; MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (16)
Total net profit 4880.80 Gross profit 4880.80 Gross loss -0.00
Profit factor Expected payoff 85.63
Absolute drawdown 1597.68 Maximal drawdown 4669.84 (35.72%) Relative drawdown 35.72% (4669.84)
Total trades 57 Short positions (won %) 0 (0.00%) Long positions (won %) 57 (100.00%)
Profit trades (% of total) 57 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 574.00 loss trade -0.00
Average profit trade 85.63 loss trade -0.00
Maximum consecutive wins (profit in money) 57 (4880.80) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 4880.80 (57) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 57 consecutive losses 0
Graph
v68.157 004 R2190261 ProDemo
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
...
SizeOfLot=2; MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (16)
Total net profit 4880.80 Gross profit 4880.80 Gross loss -0.00
Profit factor Expected payoff 85.63
Absolute drawdown 1597.68 Maximal drawdown 4669.84 (35.72%) Relative drawdown 35.72% (4669.84)
Total trades 57 Short positions (won %) 0 (0.00%) Long positions (won %) 57 (100.00%)
Profit trades (% of total) 57 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 574.00 loss trade -0.00
Average profit trade 85.63 loss trade -0.00
Maximum consecutive wins (profit in money) 57 (4880.80) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 4880.80 (57) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 57 consecutive losses 0
Graph
· 3
Yury Kirillov
Strategy Tester Report
v68.157 004 R2190261 ProDemo
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
...
SizeOfLot=1.5; MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (15)
Total net profit 3852.60 Gross profit 3852.60 Gross loss -0.00
Profit factor Expected payoff 67.59
Absolute drawdown 1048.26 Maximal drawdown 3497.88 (28.10%) Relative drawdown 28.10% (3497.88)
Total trades 57 Short positions (won %) 0 (0.00%) Long positions (won %) 57 (100.00%)
Profit trades (% of total) 57 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 432.00 loss trade -0.00
Average profit trade 67.59 loss trade -0.00
Maximum consecutive wins (profit in money) 57 (3852.60) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 3852.60 (57) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 57 consecutive losses 0
Graph
v68.157 004 R2190261 ProDemo
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
...
SizeOfLot=1.5; MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (15)
Total net profit 3852.60 Gross profit 3852.60 Gross loss -0.00
Profit factor Expected payoff 67.59
Absolute drawdown 1048.26 Maximal drawdown 3497.88 (28.10%) Relative drawdown 28.10% (3497.88)
Total trades 57 Short positions (won %) 0 (0.00%) Long positions (won %) 57 (100.00%)
Profit trades (% of total) 57 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 432.00 loss trade -0.00
Average profit trade 67.59 loss trade -0.00
Maximum consecutive wins (profit in money) 57 (3852.60) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 3852.60 (57) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 57 consecutive losses 0
Graph
· 4
Yury Kirillov
Strategy Tester Report
v68.157 004 R2190261 ProDemo
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
...
SizeOfLot=1;
MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (15)
Total net profit 2568.40 Gross profit 2568.40 Gross loss -0.00
Profit factor Expected payoff 45.06
Absolute drawdown 698.84 Maximal drawdown 2331.92 (20.05%) Relative drawdown 20.05% (2331.92)
Total trades 57 Short positions (won %) 0 (0.00%) Long positions (won %) 57 (100.00%)
Profit trades (% of total) 57 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 288.00 loss trade -0.00
Average profit trade 45.06 loss trade -0.00
Maximum consecutive wins (profit in money) 57 (2568.40) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 2568.40 (57) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 57 consecutive losses 0
Graph
v68.157 004 R2190261 ProDemo
RoboForex-Demo (Build 711)
Symbol EURUSD.m (Euro vs US Dollar)
Period 1 Minute (M1) 2014.09.15 00:01 - 2014.10.20 23:58 (2014.09.13 - 2014.10.21)
Model Every tick (the most precise method based on all available least timeframes)
...
SizeOfLot=1;
MinLotOn=false;
...
Bars in test 38181 Ticks modelled 2088128 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (15)
Total net profit 2568.40 Gross profit 2568.40 Gross loss -0.00
Profit factor Expected payoff 45.06
Absolute drawdown 698.84 Maximal drawdown 2331.92 (20.05%) Relative drawdown 20.05% (2331.92)
Total trades 57 Short positions (won %) 0 (0.00%) Long positions (won %) 57 (100.00%)
Profit trades (% of total) 57 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 288.00 loss trade -0.00
Average profit trade 45.06 loss trade -0.00
Maximum consecutive wins (profit in money) 57 (2568.40) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 2568.40 (57) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 57 consecutive losses 0
Graph
· 4
Yury Kirillov
FBS 639217 MT4-Cent 1:1000 Engine v68.157 004 History
https://www.mql5.com/en/signals/58840
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.20 Buy Stop 0.05 EURUSD 2014.10.20 cancelled
2014.10.20 Buy 0.05 EURUSD 2014.10.20 0.85
2014.10.20 Buy 0.05 EURUSD 2014.10.20 0.75
2014.10.20 Buy Stop 0.05 EURUSD 2014.10.20 cancelled
2014.10.20 Buy 0.05 EURUSD 2014.10.20 4.65
2014.10.20 Buy Stop 0.05 EURUSD 2014.10.20 cancelled
2014.10.20 Buy 0.05 EURUSD 2014.10.20 1.15
2014.10.20 Buy 0.05 EURUSD 2014.10.20 2.35
2014.10.20 Buy 0.05 EURUSD 2014.10.20 0.90
2014.10.08 09:39 Balance 100.00
https://www.mql5.com/en/signals/58840
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.21 Buy Stop 0.05 EURUSD 2014.10.21 cancelled
2014.10.20 Buy Stop 0.05 EURUSD 2014.10.20 cancelled
2014.10.20 Buy 0.05 EURUSD 2014.10.20 0.85
2014.10.20 Buy 0.05 EURUSD 2014.10.20 0.75
2014.10.20 Buy Stop 0.05 EURUSD 2014.10.20 cancelled
2014.10.20 Buy 0.05 EURUSD 2014.10.20 4.65
2014.10.20 Buy Stop 0.05 EURUSD 2014.10.20 cancelled
2014.10.20 Buy 0.05 EURUSD 2014.10.20 1.15
2014.10.20 Buy 0.05 EURUSD 2014.10.20 2.35
2014.10.20 Buy 0.05 EURUSD 2014.10.20 0.90
2014.10.08 09:39 Balance 100.00
· 4
Yury Kirillov
Fbs638576ProCentL1000v66155KirillovYV Engine v68.157 004 History
https://www.mql5.com/en/signals/59791
2014.10.21 10:18 Buy Stop 0.05 EURUSD 1.28353 2014.10.21 10:18 1.28332 cancelled
2014.10.21 07:55 Buy Stop 0.05 EURUSD 1.28254 2014.10.21 07:55 1.28231 cancelled
2014.10.21 07:26 Buy Stop 0.05 EURUSD 1.28184 2014.10.21 07:26 1.28160 cancelled
2014.10.20 19:03 Buy 0.05 EURUSD 1.27885 2014.10.20 19:55 1.27928 2.15
2014.10.20 17:36 Buy Stop 0.05 EURUSD 1.27789 2014.10.20 17:36 1.27768 cancelled
2014.10.20 06:07 Sell 0.01 EURUSD 1.27624 2014.10.20 06:25 1.27623 0.01
2014.10.08 10:01 Balance 100.00
https://www.mql5.com/en/signals/59791
2014.10.21 10:18 Buy Stop 0.05 EURUSD 1.28353 2014.10.21 10:18 1.28332 cancelled
2014.10.21 07:55 Buy Stop 0.05 EURUSD 1.28254 2014.10.21 07:55 1.28231 cancelled
2014.10.21 07:26 Buy Stop 0.05 EURUSD 1.28184 2014.10.21 07:26 1.28160 cancelled
2014.10.20 19:03 Buy 0.05 EURUSD 1.27885 2014.10.20 19:55 1.27928 2.15
2014.10.20 17:36 Buy Stop 0.05 EURUSD 1.27789 2014.10.20 17:36 1.27768 cancelled
2014.10.20 06:07 Sell 0.01 EURUSD 1.27624 2014.10.20 06:25 1.27623 0.01
2014.10.08 10:01 Balance 100.00
· 4
Yury Kirillov
Price $20 Robo772757ProCent v66153plus015 kinmax https://www.mql5.com/en/signals/58516
with v68.157 004 engine
Profit Trades: 19 (100.00%) Loss Trades: 0 (0.00%)
Best trade: 42.00 USD Worst trade: 0.00 USD
Gross Profit: 110.90 USD (551 pips) Gross Loss: 0.00 USD
Maximal consecutive profit: 110.90 USD (19)
Sharpe Ratio: 0.60 Recovery Factor: 0.00
Long Trades: 16 (84.21%) Short Trades: 3 (15.79%)
Expected Payoff: 5.84 USD Average Profit: 5.84 USD Average Loss: 0.00 USD
Monthly growth: 7.43%
with v68.157 004 engine
Profit Trades: 19 (100.00%) Loss Trades: 0 (0.00%)
Best trade: 42.00 USD Worst trade: 0.00 USD
Gross Profit: 110.90 USD (551 pips) Gross Loss: 0.00 USD
Maximal consecutive profit: 110.90 USD (19)
Sharpe Ratio: 0.60 Recovery Factor: 0.00
Long Trades: 16 (84.21%) Short Trades: 3 (15.79%)
Expected Payoff: 5.84 USD Average Profit: 5.84 USD Average Loss: 0.00 USD
Monthly growth: 7.43%
· 6
