Эксперимент, работа скальпера с небольшим тейк-профитом

Эксперимент, работа скальпера с небольшим тейк-профитом

16 октября 2015, 18:12
Alexey Volchanskiy
11
1 983

Мой скальпер ScalpHunter открывал и закрывал ордера по своим внутренним сигналам. И иногда бывало так, что при резком изменении направления цены сигнал на закрытие на успевал срабатывать. Сегодня утром добавил тейк-профит, немного потестировал, вот результаты. Стейт привожу ниже.






Statement: 895922 - Volchanskiy Alexey Grigorievich
RoboTrade Ltd.

Account: 895922 Name: Volchanskiy Alexey Grigorievich Currency: USD Leverage: 1:300 2015 October 16, 18:49
Closed Transactions:
TicketOpen TimeTypeSizeItem PriceS / LT / PClose Time PriceCommissionTaxesSwapProfit
1050500262015.10.16 14:56:17buy1.00bmw.de86.580.0086.722015.10.16 17:00:0986.72-0.020.000.000.16
  [tp]
1050590242015.10.16 16:50:02sell0.20eurusd.e1.137551.157551.137352015.10.16 16:51:191.13735-0.910.000.004.00
 1ScalpHunter[tp]
1050591062015.10.16 16:51:18sell0.20eurusd.e1.137341.157341.137142015.10.16 17:00:061.13714-0.910.000.004.00
 1ScalpHunter[tp]
1050591812015.10.16 16:53:10sell0.20eurusd.e1.137141.157141.136942015.10.16 17:00:071.13692-0.910.000.004.40
 1ScalpHunter[tp]
1050594962015.10.16 16:57:17sell0.20eurusd.e1.137901.157901.137702015.10.16 16:58:061.13769-0.910.000.004.20
 1ScalpHunter[tp]
1050595042015.10.16 16:57:26sell0.20eurusd.e1.137791.157791.137592015.10.16 16:58:081.13759-0.910.000.004.00
 1ScalpHunter[tp]
1050595392015.10.16 16:58:04sell0.20eurusd.e1.137681.157681.137482015.10.16 16:59:501.13747-0.910.000.004.20
 1ScalpHunter[tp]
1050595492015.10.16 16:58:08sell0.20eurusd.e1.137481.157481.137282015.10.16 17:00:021.13728-0.910.000.004.00
 1ScalpHunter[tp]
1050599332015.10.16 17:00:07sell0.20eurusd.e1.136911.156911.136712015.10.16 17:00:251.13671-0.910.000.004.00
 1ScalpHunter[tp]
1050601252015.10.16 17:00:21sell0.20eurusd.e1.136811.156811.136612015.10.16 17:04:191.13660-0.910.000.004.20
 1ScalpHunter[tp]
1050601532015.10.16 17:00:24sell0.20eurusd.e1.136691.156691.136492015.10.16 17:05:101.13648-0.910.000.004.20
 1ScalpHunter[tp]
1050607812015.10.16 17:04:20sell0.20eurusd.e1.136491.156491.136292015.10.16 17:06:051.13628-0.910.000.004.20
 1ScalpHunter[tp]
1050611172015.10.16 17:05:35sell0.20eurusd.e1.136431.156431.136232015.10.16 17:06:221.13623-0.910.000.004.00
 1ScalpHunter[tp]
1050611782015.10.16 17:06:01sell0.20eurusd.e1.136301.156301.136102015.10.16 18:17:081.13610-0.910.000.004.00
 1ScalpHunter[tp]
1050612862015.10.16 17:06:24sell0.20eurusd.e1.136141.156141.135942015.10.16 18:19:591.13592-0.910.000.004.40
 1ScalpHunter[tp]
1050616492015.10.16 17:09:47sell0.20eurusd.e1.136461.156461.136262015.10.16 18:17:051.13625-0.910.000.004.20
 1ScalpHunter[tp]
1050618932015.10.16 17:14:36sell0.20eurusd.e1.136601.156601.136402015.10.16 17:41:131.13639-0.910.000.004.20
 1ScalpHunter[tp]
1050620442015.10.16 17:17:25sell0.20eurusd.e1.136801.156801.136602015.10.16 17:19:441.13660-0.910.000.004.00
 1ScalpHunter[tp]
1050624302015.10.16 17:23:13sell0.20eurusd.e1.137241.157241.137042015.10.16 17:27:151.13704-0.910.000.004.00
 1ScalpHunter[tp]
1050625252015.10.16 17:24:19sell0.20eurusd.e1.137111.157111.136912015.10.16 17:28:471.13691-0.910.000.004.00
 1ScalpHunter[tp]
1050626642015.10.16 17:27:16sell0.20eurusd.e1.137001.157001.136802015.10.16 17:39:561.13680-0.910.000.004.00
 1ScalpHunter[tp]
1050627122015.10.16 17:28:37sell0.20eurusd.e1.136871.156871.136672015.10.16 17:40:291.13666-0.910.000.004.20
 1ScalpHunter[tp]
1050630292015.10.16 17:32:45sell0.20eurusd.e1.137211.157211.137012015.10.16 17:34:311.13701-0.910.000.004.00
 1ScalpHunter[tp]
1050632262015.10.16 17:39:58sell0.20eurusd.e1.136701.156701.136502015.10.16 17:41:041.13649-0.910.000.004.20
 1ScalpHunter[tp]
1050638422015.10.16 17:50:19sell0.20eurusd.e1.136751.156751.136552015.10.16 18:16:581.13655-0.910.000.004.00
 1ScalpHunter[tp]
1050638742015.10.16 17:51:01sell0.20eurusd.e1.136601.156601.136402015.10.16 18:17:041.13636-0.910.000.004.80
 1ScalpHunter[tp]
1050640922015.10.16 17:57:03sell0.20eurusd.e1.136941.156941.136742015.10.16 18:09:571.13674-0.910.000.004.00
 1ScalpHunter[tp]
1050646562015.10.16 18:00:44sell0.20eurusd.e1.137521.157521.137322015.10.16 18:04:481.13732-0.910.000.004.00
 1ScalpHunter[tp]
1050647772015.10.16 18:03:05sell0.20eurusd.e1.137701.157701.137502015.10.16 18:04:221.13750-0.910.000.004.00
 1ScalpHunter[tp]
1050648552015.10.16 18:04:25sell0.20eurusd.e1.137411.157411.137212015.10.16 18:08:291.13721-0.910.000.004.00
 1ScalpHunter[tp]
1050648692015.10.16 18:04:48sell0.20eurusd.e1.137261.157261.137062015.10.16 18:08:511.13706-0.910.000.004.00
 1ScalpHunter[tp]
1050651512015.10.16 18:08:33sell0.20eurusd.e1.137101.157101.136902015.10.16 18:09:551.13690-0.910.000.004.00
 1ScalpHunter[tp]
1050657442015.10.16 18:17:09sell0.20eurusd.e1.135991.155991.135792015.10.16 18:20:091.13576-0.910.000.004.60
 1ScalpHunter[tp]
1050661752015.10.16 18:20:01sell0.20eurusd.e1.135821.155821.135622015.10.16 18:30:341.13573-0.910.000.001.80
 1ScalpHunter
1050663212015.10.16 18:20:12sell0.20eurusd.e1.135681.155681.135482015.10.16 18:30:401.13569-0.910.000.00-0.20
 1ScalpHunter
1050667622015.10.16 18:24:13sell0.20eurusd.e1.136091.156091.135892015.10.16 18:26:531.13587-0.910.000.004.40
 1ScalpHunter[tp]
1050668352015.10.16 18:26:20sell0.20eurusd.e1.135901.155901.135702015.10.16 18:30:271.13567-0.910.000.004.60
 1ScalpHunter[tp]
1050673542015.10.16 18:30:16sell0.20eurusd.e1.135981.155981.135782015.10.16 18:30:241.13576-0.910.000.004.40
 1ScalpHunter[tp]
  -33.69 0.00 0.00 147.16
Closed P/L: 113.47
Open Trades:
TicketOpen TimeTypeSizeItem PriceS / LT / P  PriceCommissionTaxesSwapProfit
No transactions
  0.00 0.00 0.00 0.00
 Floating P/L: 0.00
Working Orders:
TicketOpen TimeTypeSizeItem PriceS / LT / PMarket Price 
No transactions
 
Summary:
Deposit/Withdrawal: 0.00 Credit Facility: 0.00  
Closed Trade P/L: 113.47 Floating P/L: 0.00 Margin: 0.00
Balance: 1 113.78 Equity: 1 113.78 Free Margin: 1 113.78
 
Details:
Gross Profit: 114.58 Gross Loss: 1.11 Total Net Profit: 113.47
Profit Factor: 103.23 Expected Payoff: 2.99  
Absolute Drawdown: 0.00 Maximal Drawdown: 1.11 (0.10%) Relative Drawdown: 0.10% (1.11)
 
Total Trades: 38 Short Positions (won %): 37 (97.30%) Long Positions (won %): 1 (100.00%)
Profit Trades (% of total): 37 (97.37%) Loss trades (% of total): 1 (2.63%)
Largest profit trade: 3.89 loss trade: -1.11
Average profit trade: 3.10 loss trade: -1.11
Maximum consecutive wins ($): 37 (114.58) consecutive losses ($): 1 (-1.11)
Maximal consecutive profit (count): 114.58 (37) consecutive loss (count): -1.11 (1)
Average consecutive wins: 37 consecutive losses: 1
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