Strategy Tester Report
RoboForex-MetaTrader 5 (Build 2375)
Settings
The Expert Advisor: griderKatMultiEA
Symbol: DIS.m
Period: M5 (2016.01.01 - 2020.01.01)
Specifications: EA_Magic=345
my_cmt=giderKatEA
minSpread=0
equityLess=0
replaceFirstSymbol=false
closeAtTotal=0
maxSymbols=0
maxTotalPos=0
maxTotalVol=0
maxHighPoints=0
workType=0
griderBothStartAfterStep=1
griderBothCmtSep=false
cancelKefAboutLastStep=0
useNewLotByCurOffset=false
takeForPos=0
encreaseTakeOnNextStep=false
noLongAfterPrice=0
noShortBeforePrice=0
delimeter_0=============================
EnterHour=24
EnterMin=0
delimeter_00=============================
lotXtype=0
lot2x=0
lot3x=0
lot4x=0
lot5x=0
lot6x=0
lot7x=0
lot8x=0
lot9x=0
lot10x=0
lot11x=0
lot15x=0
lot20x=0
lot25x=0
lot2xAfter=0
lot3xAfter=0
lot4xAfter=0
delimeter_000=============================
defStartDollars=0
defStartLotKefs=0
defCloseLot=0
delimeter_0000=============================
assistLot=0
assistTake=0
assistStartStep=0
delimeter_111=============================
allSymb_use=false
allSymb_max_prices=200
allSymb_marketwatch=true
allSymb_path=
delimeter_01_1=
useSym_1=false
symName_1=AAPL.m
Lot_1=0.01
FirstLot_1=0
typeLot_1=1
maxVol_1=0
gridStep_1=150
gridStepVal_1=0
curOffsetMultChange_1=0
typeDir_1=1
kefForBothClose_1=0
kefForAllPos_1=false
kefForMaxVolume_1=false
useAllProfitForClose_1=true
delimeter_02_1=
takeProfit_1=6
takeProfitVal_1=2
takeProfit1step_1=0
takeProfit2step_1=0
takeProfit4step_1=0
gridStepCountClose_1=4
Trailing_1===============
TSL_points_1=0
TTL_points_1=0
TSL_points_KEF_1=0
TTL_points_KEF_1=0
Change_Timeframe_1===============
change_tf_M15_after_1=0
change_tf_M30_after_1=0
change_tf_H1_after_1=0
change_tf_H4_after_1=0
change_tf_D1_after_1=0
delimeter_07_1=
BARS_enabled_1=false
BARS_Timeframe_1=16408
BARS_RSI_Period_1=0
delimeter_08_1=
SERIES_count_1=0
SERIES_type_1=0
SERIES_Timeframe_1=16388
SERIES_percent_1=100
SERIES_use_point_1=false
delimeter_09_1=
MA_Timeframe_1=16408
MA_PERIOD_1=0
MA_TYPE_1=0
MA_invert_1=false
MA_across_price_1=false
MA_across_always_1=false
delimeter_10_1=
RSI_Timeframe_1=5
RSI_PERIOD_1=25
RSI_enter_return_1=false
RSI_only_first_1=true
RSI_invert_1=true
delimeter_11_1=
BB_Timeframe_1=5
BB_PERIOD_1=0
BB_SHIFT_1=0
BB_DEVIATION_1=2
BB_only_first_1=true
BB_INVERT_1=false
delimeter_12_1===============
S_Timeframe_1=5
SK_PERIOD_1=0
SD_PERIOD_1=3
S_Slowing_1=3
S_INVERT_1=false
delimeter_01_2=
useSym_2=false
symName_2=BRK.B.m
Lot_2=0.01
FirstLot_2=0
typeLot_2=0
maxVol_2=0
gridStep_2=180
gridStepVal_2=0
curOffsetMultChange_2=0
typeDir_2=1
kefForBothClose_2=0
kefForAllPos_2=false
kefForMaxVolume_2=false
useAllProfitForClose_2=true
delimeter_02_2=
takeProfit_2=4
takeProfitVal_2=2
takeProfit1step_2=0
takeProfit2step_2=0
takeProfit4step_2=0
gridStepCountClose_2=2
Trailing_2===============
TSL_points_2=0
TTL_points_2=0
TSL_points_KEF_2=0
TTL_points_KEF_2=0
Change_Timeframe_2===============
change_tf_M15_after_2=0
change_tf_M30_after_2=0
change_tf_H1_after_2=0
change_tf_H4_after_2=0
change_tf_D1_after_2=0
delimeter_07_2=
BARS_enabled_2=false
BARS_Timeframe_2=16408
BARS_RSI_Period_2=0
delimeter_08_2=
SERIES_count_2=0
SERIES_type_2=0
SERIES_Timeframe_2=16388
SERIES_percent_2=100
SERIES_use_point_2=false
delimeter_09_2=
MA_Timeframe_2=16408
MA_PERIOD_2=0
MA_TYPE_2=0
MA_invert_2=false
MA_across_price_2=false
MA_across_always_2=false
delimeter_10_2=
RSI_Timeframe_2=5
RSI_PERIOD_2=30
RSI_enter_return_2=false
RSI_only_first_2=true
RSI_invert_2=true
delimeter_11_2=
BB_Timeframe_2=5
BB_PERIOD_2=0
BB_SHIFT_2=0
BB_DEVIATION_2=2
BB_only_first_2=false
BB_INVERT_2=false
delimeter_12_2===============
S_Timeframe_2=5
SK_PERIOD_2=0
SD_PERIOD_2=3
S_Slowing_2=3
S_INVERT_2=false
delimeter_01_3=
useSym_3=false
symName_3=PEP.m
Lot_3=0.01
FirstLot_3=0
typeLot_3=0
maxVol_3=0
gridStep_3=210
gridStepVal_3=0
curOffsetMultChange_3=0
typeDir_3=1
kefForBothClose_3=0
kefForAllPos_3=false
kefForMaxVolume_3=false
useAllProfitForClose_3=true
delimeter_02_3=
takeProfit_3=4
takeProfitVal_3=2
takeProfit1step_3=0
takeProfit2step_3=0
takeProfit4step_3=0
gridStepCountClose_3=2
Trailing_3===============
TSL_points_3=0
TTL_points_3=0
TSL_points_KEF_3=0
TTL_points_KEF_3=0
Change_Timeframe_3===============
change_tf_M15_after_3=0
change_tf_M30_after_3=0
change_tf_H1_after_3=0
change_tf_H4_after_3=0
change_tf_D1_after_3=0
delimeter_07_3=
BARS_enabled_3=false
BARS_Timeframe_3=16408
BARS_RSI_Period_3=0
delimeter_08_3=
SERIES_count_3=0
SERIES_type_3=0
SERIES_Timeframe_3=16388
SERIES_percent_3=100
SERIES_use_point_3=false
delimeter_09_3=
MA_Timeframe_3=16408
MA_PERIOD_3=0
MA_TYPE_3=0
MA_invert_3=false
MA_across_price_3=false
MA_across_always_3=false
delimeter_10_3=
RSI_Timeframe_3=5
RSI_PERIOD_3=30
RSI_enter_return_3=false
RSI_only_first_3=true
RSI_invert_3=false
delimeter_11_3=
BB_Timeframe_3=5
BB_PERIOD_3=0
BB_SHIFT_3=0
BB_DEVIATION_3=2
BB_only_first_3=false
BB_INVERT_3=false
delimeter_12_3===============
S_Timeframe_3=5
SK_PERIOD_3=0
SD_PERIOD_3=3
S_Slowing_3=3
S_INVERT_3=false
delimeter_01_4=
useSym_4=false
symName_4=WMT.m
Lot_4=0.02
FirstLot_4=0
typeLot_4=0
maxVol_4=0
gridStep_4=120
gridStepVal_4=0
curOffsetMultChange_4=0
typeDir_4=1
kefForBothClose_4=0
kefForAllPos_4=false
kefForMaxVolume_4=false
useAllProfitForClose_4=true
delimeter_02_4=
takeProfit_4=8
takeProfitVal_4=2
takeProfit1step_4=0
takeProfit2step_4=0
takeProfit4step_4=0
gridStepCountClose_4=2
Trailing_4===============
TSL_points_4=0
TTL_points_4=0
TSL_points_KEF_4=0
TTL_points_KEF_4=0
Change_Timeframe_4===============
change_tf_M15_after_4=0
change_tf_M30_after_4=0
change_tf_H1_after_4=0
change_tf_H4_after_4=0
change_tf_D1_after_4=0
delimeter_07_4=
BARS_enabled_4=false
BARS_Timeframe_4=16408
BARS_RSI_Period_4=0
delimeter_08_4=
SERIES_count_4=0
SERIES_type_4=0
SERIES_Timeframe_4=16388
SERIES_percent_4=100
SERIES_use_point_4=false
delimeter_09_4=
MA_Timeframe_4=16408
MA_PERIOD_4=0
MA_TYPE_4=0
MA_invert_4=false
MA_across_price_4=false
MA_across_always_4=false
delimeter_10_4=
RSI_Timeframe_4=5
RSI_PERIOD_4=30
RSI_enter_return_4=false
RSI_only_first_4=true
RSI_invert_4=false
delimeter_11_4=
BB_Timeframe_4=5
BB_PERIOD_4=0
BB_SHIFT_4=0
BB_DEVIATION_4=2
BB_only_first_4=false
BB_INVERT_4=false
delimeter_12_4===============
S_Timeframe_4=5
SK_PERIOD_4=0
SD_PERIOD_4=3
S_Slowing_4=3
S_INVERT_4=false
delimeter_01_5=
useSym_5=false
symName_5=CVX.m
Lot_5=0.01
FirstLot_5=0
typeLot_5=0
maxVol_5=0
gridStep_5=210
gridStepVal_5=0
curOffsetMultChange_5=0
typeDir_5=1
kefForBothClose_5=0
kefForAllPos_5=false
kefForMaxVolume_5=false
useAllProfitForClose_5=true
delimeter_02_5=
takeProfit_5=5
takeProfitVal_5=2
takeProfit1step_5=0
takeProfit2step_5=0
takeProfit4step_5=0
gridStepCountClose_5=3
Trailing_5===============
TSL_points_5=0
TTL_points_5=0
TSL_points_KEF_5=0
TTL_points_KEF_5=0
Change_Timeframe_5===============
change_tf_M15_after_5=0
change_tf_M30_after_5=0
change_tf_H1_after_5=0
change_tf_H4_after_5=0
change_tf_D1_after_5=0
delimeter_07_5=
BARS_enabled_5=false
BARS_Timeframe_5=16408
BARS_RSI_Period_5=0
delimeter_08_5=
SERIES_count_5=0
SERIES_type_5=0
SERIES_Timeframe_5=16388
SERIES_percent_5=100
SERIES_use_point_5=false
delimeter_09_5=
MA_Timeframe_5=16408
MA_PERIOD_5=0
MA_TYPE_5=0
MA_invert_5=false
MA_across_price_5=false
MA_across_always_5=false
delimeter_10_5=
RSI_Timeframe_5=5
RSI_PERIOD_5=30
RSI_enter_return_5=false
RSI_only_first_5=true
RSI_invert_5=false
delimeter_11_5=
BB_Timeframe_5=5
BB_PERIOD_5=0
BB_SHIFT_5=0
BB_DEVIATION_5=2
BB_only_first_5=false
BB_INVERT_5=false
delimeter_12_5===============
S_Timeframe_5=5
SK_PERIOD_5=0
SD_PERIOD_5=3
S_Slowing_5=3
S_INVERT_5=false
delimeter_01_6=
useSym_6=false
symName_6=EBAY.m
Lot_6=0.01
FirstLot_6=0
typeLot_6=1
maxVol_6=0
gridStep_6=90
gridStepVal_6=0
curOffsetMultChange_6=0
typeDir_6=1
kefForBothClose_6=0
kefForAllPos_6=false
kefForMaxVolume_6=false
useAllProfitForClose_6=true
delimeter_02_6=
takeProfit_6=6
takeProfitVal_6=2
takeProfit1step_6=0
takeProfit2step_6=0
takeProfit4step_6=0
gridStepCountClose_6=4
Trailing_6===============
TSL_points_6=0
TTL_points_6=0
TSL_points_KEF_6=0
TTL_points_KEF_6=0
Change_Timeframe_6===============
change_tf_M15_after_6=0
change_tf_M30_after_6=0
change_tf_H1_after_6=0
change_tf_H4_after_6=0
change_tf_D1_after_6=0
delimeter_07_6=
BARS_enabled_6=false
BARS_Timeframe_6=16408
BARS_RSI_Period_6=0
delimeter_08_6=
SERIES_count_6=0
SERIES_type_6=0
SERIES_Timeframe_6=16388
SERIES_percent_6=100
SERIES_use_point_6=false
delimeter_09_6=
MA_Timeframe_6=16408
MA_PERIOD_6=0
MA_TYPE_6=0
MA_invert_6=false
MA_across_price_6=false
MA_across_always_6=false
delimeter_10_6=
RSI_Timeframe_6=5
RSI_PERIOD_6=30
RSI_enter_return_6=false
RSI_only_first_6=true
RSI_invert_6=false
delimeter_11_6=
BB_Timeframe_6=5
BB_PERIOD_6=0
BB_SHIFT_6=0
BB_DEVIATION_6=2
BB_only_first_6=true
BB_INVERT_6=false
delimeter_12_6===============
S_Timeframe_6=5
SK_PERIOD_6=0
SD_PERIOD_6=3
S_Slowing_6=3
S_INVERT_6=false
delimeter_01_7=
useSym_7=false
symName_7=MSFT.m
Lot_7=0.01
FirstLot_7=0
typeLot_7=0
maxVol_7=0
gridStep_7=210
gridStepVal_7=0
curOffsetMultChange_7=0
typeDir_7=1
kefForBothClose_7=0
kefForAllPos_7=false
kefForMaxVolume_7=false
useAllProfitForClose_7=true
delimeter_02_7=
takeProfit_7=3
takeProfitVal_7=2
takeProfit1step_7=0
takeProfit2step_7=0
takeProfit4step_7=0
gridStepCountClose_7=3
Trailing_7===============
TSL_points_7=0
TTL_points_7=0
TSL_points_KEF_7=0
TTL_points_KEF_7=0
Change_Timeframe_7===============
change_tf_M15_after_7=0
change_tf_M30_after_7=0
change_tf_H1_after_7=0
change_tf_H4_after_7=0
change_tf_D1_after_7=0
delimeter_07_7=
BARS_enabled_7=false
BARS_Timeframe_7=16408
BARS_RSI_Period_7=0
delimeter_08_7=
SERIES_count_7=0
SERIES_type_7=0
SERIES_Timeframe_7=16388
SERIES_percent_7=100
SERIES_use_point_7=false
delimeter_09_7=
MA_Timeframe_7=16408
MA_PERIOD_7=0
MA_TYPE_7=0
MA_invert_7=false
MA_across_price_7=false
MA_across_always_7=false
delimeter_10_7=
RSI_Timeframe_7=5
RSI_PERIOD_7=25
RSI_enter_return_7=false
RSI_only_first_7=true
RSI_invert_7=false
delimeter_11_7=
BB_Timeframe_7=5
BB_PERIOD_7=0
BB_SHIFT_7=0
BB_DEVIATION_7=2
BB_only_first_7=false
BB_INVERT_7=false
delimeter_12_7===============
S_Timeframe_7=5
SK_PERIOD_7=0
SD_PERIOD_7=3
S_Slowing_7=3
S_INVERT_7=false
delimeter_01_8=
useSym_8=true
symName_8=DIS.m
Lot_8=0.01
FirstLot_8=0
typeLot_8=1
maxVol_8=0
gridStep_8=150
gridStepVal_8=0
curOffsetMultChange_8=0
typeDir_8=1
kefForBothClose_8=0
kefForAllPos_8=false
kefForMaxVolume_8=false
useAllProfitForClose_8=true
delimeter_02_8=
takeProfit_8=3
takeProfitVal_8=2
takeProfit1step_8=0
takeProfit2step_8=0
takeProfit4step_8=0
gridStepCountClose_8=3
Trailing_8===============
TSL_points_8=0
TTL_points_8=0
TSL_points_KEF_8=0
TTL_points_KEF_8=0
Change_Timeframe_8===============
change_tf_M15_after_8=0
change_tf_M30_after_8=0
change_tf_H1_after_8=0
change_tf_H4_after_8=0
change_tf_D1_after_8=0
delimeter_07_8=
BARS_enabled_8=false
BARS_Timeframe_8=16408
BARS_RSI_Period_8=0
delimeter_08_8=
SERIES_count_8=0
SERIES_type_8=0
SERIES_Timeframe_8=16388
SERIES_percent_8=100
SERIES_use_point_8=false
delimeter_09_8=
MA_Timeframe_8=16408
MA_PERIOD_8=0
MA_TYPE_8=0
MA_invert_8=false
MA_across_price_8=false
MA_across_always_8=false
delimeter_10_8=
RSI_Timeframe_8=5
RSI_PERIOD_8=25
RSI_enter_return_8=false
RSI_only_first_8=true
RSI_invert_8=true
delimeter_11_8=
BB_Timeframe_8=5
BB_PERIOD_8=0
BB_SHIFT_8=0
BB_DEVIATION_8=2
BB_only_first_8=false
BB_INVERT_8=false
delimeter_12_8===============
S_Timeframe_8=5
SK_PERIOD_8=0
SD_PERIOD_8=3
S_Slowing_8=3
S_INVERT_8=false
delimeter_01_9=
useSym_9=false
symName_9=JPM.m
Lot_9=0.01
FirstLot_9=0
typeLot_9=0
maxVol_9=0
gridStep_9=30
gridStepVal_9=0
curOffsetMultChange_9=0
typeDir_9=1
kefForBothClose_9=0
kefForAllPos_9=false
kefForMaxVolume_9=false
useAllProfitForClose_9=true
delimeter_02_9=
takeProfit_9=3
takeProfitVal_9=2
takeProfit1step_9=0
takeProfit2step_9=0
takeProfit4step_9=0
gridStepCountClose_9=3
Trailing_9===============
TSL_points_9=0
TTL_points_9=0
TSL_points_KEF_9=0
TTL_points_KEF_9=0
Change_Timeframe_9===============
change_tf_M15_after_9=0
change_tf_M30_after_9=0
change_tf_H1_after_9=0
change_tf_H4_after_9=0
change_tf_D1_after_9=0
delimeter_07_9=
BARS_enabled_9=false
BARS_Timeframe_9=16408
BARS_RSI_Period_9=0
delimeter_08_9=
SERIES_count_9=0
SERIES_type_9=0
SERIES_Timeframe_9=16388
SERIES_percent_9=100
SERIES_use_point_9=false
delimeter_09_9=
MA_Timeframe_9=16408
MA_PERIOD_9=0
MA_TYPE_9=0
MA_invert_9=false
MA_across_price_9=false
MA_across_always_9=false
delimeter_10_9=
RSI_Timeframe_9=5
RSI_PERIOD_9=30
RSI_enter_return_9=false
RSI_only_first_9=true
RSI_invert_9=false
delimeter_11_9=
BB_Timeframe_9=5
BB_PERIOD_9=0
BB_SHIFT_9=0
BB_DEVIATION_9=2
BB_only_first_9=false
BB_INVERT_9=false
delimeter_12_9===============
S_Timeframe_9=5
SK_PERIOD_9=0
SD_PERIOD_9=3
S_Slowing_9=3
S_INVERT_9=false
delimeter_01_10=
useSym_10=false
symName_10=JNJ.m
Lot_10=0.01
FirstLot_10=0
typeLot_10=1
maxVol_10=0
gridStep_10=180
gridStepVal_10=0
curOffsetMultChange_10=0
typeDir_10=1
kefForBothClose_10=0
kefForAllPos_10=false
kefForMaxVolume_10=false
useAllProfitForClose_10=true
delimeter_02_10=
takeProfit_10=6
takeProfitVal_10=2
takeProfit1step_10=0
takeProfit2step_10=0
takeProfit4step_10=0
gridStepCountClose_10=3
Trailing_10===============
TSL_points_10=0
TTL_points_10=0
TSL_points_KEF_10=0
TTL_points_KEF_10=0
Change_Timeframe_10===============
change_tf_M15_after_10=0
change_tf_M30_after_10=0
change_tf_H1_after_10=0
change_tf_H4_after_10=0
change_tf_D1_after_10=0
delimeter_07_10=
BARS_enabled_10=false
BARS_Timeframe_10=16408
BARS_RSI_Period_10=0
delimeter_08_10=
SERIES_count_10=0
SERIES_type_10=0
SERIES_Timeframe_10=16388
SERIES_percent_10=100
SERIES_use_point_10=false
delimeter_09_10=
MA_Timeframe_10=16408
MA_PERIOD_10=0
MA_TYPE_10=0
MA_invert_10=false
MA_across_price_10=false
MA_across_always_10=false
delimeter_10_10=
RSI_Timeframe_10=5
RSI_PERIOD_10=25
RSI_enter_return_10=false
RSI_only_first_10=true
RSI_invert_10=true
delimeter_11_10=
BB_Timeframe_10=16385
BB_PERIOD_10=0
BB_SHIFT_10=0
BB_DEVIATION_10=3
BB_only_first_10=true
BB_INVERT_10=true
delimeter_12_10===============
S_Timeframe_10=5
SK_PERIOD_10=0
SD_PERIOD_10=3
S_Slowing_10=3
S_INVERT_10=false
delimeter_01_11=
useSym_11=false
symName_11=.US500Cash.m
Lot_11=0.1
FirstLot_11=0
typeLot_11=0
maxVol_11=0
gridStep_11=220
gridStepVal_11=0
curOffsetMultChange_11=0
typeDir_11=1
kefForBothClose_11=0
kefForAllPos_11=false
kefForMaxVolume_11=false
useAllProfitForClose_11=true
delimeter_02_11=
takeProfit_11=2
takeProfitVal_11=2
takeProfit1step_11=0
takeProfit2step_11=0
takeProfit4step_11=0
gridStepCountClose_11=2
Trailing_11===============
TSL_points_11=0
TTL_points_11=0
TSL_points_KEF_11=0
TTL_points_KEF_11=0
Change_Timeframe_11===============
change_tf_M15_after_11=0
change_tf_M30_after_11=0
change_tf_H1_after_11=0
change_tf_H4_after_11=0
change_tf_D1_after_11=0
delimeter_07_11=
BARS_enabled_11=false
BARS_Timeframe_11=16408
BARS_RSI_Period_11=0
delimeter_08_11=
SERIES_count_11=0
SERIES_type_11=0
SERIES_Timeframe_11=16388
SERIES_percent_11=100
SERIES_use_point_11=false
delimeter_09_11=
MA_Timeframe_11=16408
MA_PERIOD_11=0
MA_TYPE_11=0
MA_invert_11=false
MA_across_price_11=false
MA_across_always_11=false
delimeter_10_11=
RSI_Timeframe_11=5
RSI_PERIOD_11=25
RSI_enter_return_11=false
RSI_only_first_11=true
RSI_invert_11=true
delimeter_11_11=
BB_Timeframe_11=16385
BB_PERIOD_11=0
BB_SHIFT_11=0
BB_DEVIATION_11=3
BB_only_first_11=true
BB_INVERT_11=true
delimeter_12_11===============
S_Timeframe_11=5
SK_PERIOD_11=0
SD_PERIOD_11=3
S_Slowing_11=3
S_INVERT_11=false
delimeter_13=
LANG=1
useORDER_FILLING_RETURN=0
Broker: RoboForex Ltd
Currency: USD
Initial Deposit: 200.00
Leverage: 1:100
Results
History Quality: 40% real ticks
Bars: 19498 Ticks: 1799852 Symbols 1
Total Net Profit: 38.25 Absolute drawdown of balance: 0.00 Absolute equity drawdown: 1.09
Gross Profit: 83.96 Maximal drawdown of balance: 27.63 (11.16%) Equity Drawdown Maximal: 32.02 (12.87%)
Gross Loss: -45.71 Balance Drawdown Relative: 11.16% (27.63) Relative equity drawdown: 12.87% (32.02)
Profit Factor: 1.84 Expected Payoff: 0.78 Margin Level: 528.58%
Recovery Factor: 1.19 Sharpe Ratio: 0.26 Z-Score: 1.14 (74.57%)
AHPR: 1.0037 (0.37%) LR Correlation: 0.63 OnTester result: 1.194565896314803
GHPR: 1.0036 (0.36%) LR Standard Error: 9.84
Total Trades: 49 Short Trades (won %): 0 (0.00%) Long Trades (won %): 49 (59.18%)
Total Deals: 98 Profit Trades (% of total): 29 (59.18%) Loss Trades (% of total): 20 (40.82%)
Largest profit trade: 7.00 Largest loss trade: -7.84
Average Profit Trade: 2.90 Average loss trade: -2.29
Maximum consecutive wins ($): 5 (12.44) Maximum consecutive losses ($): 4 (-19.85)
Max consecutive profit (count): 13.26 (3) Max consecutive loss (count): -19.85 (4)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.51 Correlation (Profits,MAE): 0.81 Correlation (MFE,MAE): 0.3002
Graph
Minimal position holding time: 1:24:42 Maximum position holding time: 360:32:26 Average position holding time: 85:12:17
Graph
ORDERS
Open Time Order Symbol Type Volume Preis S / L T / P TIMING State Comment
2019.01.04 17:30:042DIS.mbuy0.01 / 0.01109.752019.01.04 17:30:04filled1
2019.01.09 22:21:213DIS.msell0.01 / 0.01112.762019.01.09 22:21:21filled
2019.01.25 16:35:074DIS.mbuy0.01 / 0.01111.372019.01.25 16:35:07filled1
2019.01.30 16:40:065DIS.mbuy0.02 / 0.02109.792019.01.30 16:40:06filled2
2019.01.31 22:55:196DIS.msell0.02 / 0.02111.342019.01.31 22:55:19filled
2019.01.31 22:55:197DIS.msell0.01 / 0.01111.342019.01.31 22:55:19filled
2019.02.04 21:55:048DIS.mbuy0.01 / 0.01111.842019.02.04 21:55:04filled1
2019.02.07 18:05:109DIS.mbuy0.02 / 0.02110.282019.02.07 18:05:10filled2
2019.02.15 17:03:2810DIS.msell0.02 / 0.02111.812019.02.15 17:03:28filled
2019.02.15 17:03:2811DIS.msell0.01 / 0.01111.812019.02.15 17:03:28filled
2019.02.22 19:45:0312DIS.mbuy0.01 / 0.01115.312019.02.22 19:45:03filled1
2019.02.25 20:30:0813DIS.mbuy0.02 / 0.02113.762019.02.25 20:30:08filled2
2019.03.15 20:17:2914DIS.msell0.02 / 0.02115.282019.03.15 20:17:29filled
2019.03.15 20:17:2915DIS.msell0.01 / 0.01115.282019.03.15 20:17:29filled
2019.03.26 16:50:0716DIS.mbuy0.01 / 0.01109.962019.03.26 16:50:07filled1
2019.04.02 16:31:0617DIS.msell0.01 / 0.01112.982019.04.02 16:31:06filled
2019.04.04 16:40:1418DIS.mbuy0.01 / 0.01113.652019.04.04 16:40:14filled1
2019.04.09 18:03:4419DIS.msell0.01 / 0.01116.662019.04.09 18:03:44filled
2019.04.12 16:35:0720DIS.mbuy0.01 / 0.01129.362019.04.12 16:35:07filled1
2019.04.12 17:20:0921DIS.mbuy0.02 / 0.02127.252019.04.12 17:20:09filled2
2019.04.12 21:01:4222DIS.msell0.02 / 0.02128.962019.04.12 21:01:42filled
2019.04.12 21:01:4223DIS.msell0.01 / 0.01128.962019.04.12 21:01:42filled
2019.04.23 16:35:0424DIS.mbuy0.01 / 0.01133.482019.04.23 16:35:04filled1
2019.04.25 18:09:2925DIS.msell0.01 / 0.01136.492019.04.25 18:09:29filled
2019.04.26 17:05:0626DIS.mbuy0.01 / 0.01139.602019.04.26 17:05:06filled1
2019.04.29 17:20:0527DIS.mbuy0.02 / 0.02138.002019.04.29 17:20:05filled2
2019.04.29 18:48:0328DIS.msell0.02 / 0.02139.612019.04.29 18:48:03filled
2019.04.29 18:48:0329DIS.msell0.01 / 0.01139.612019.04.29 18:48:03filled
2019.05.14 16:35:0430DIS.mbuy0.01 / 0.01133.072019.05.14 16:35:04filled1
2019.05.16 20:18:3131DIS.msell0.01 / 0.01136.092019.05.16 20:18:31filled
2019.05.28 16:45:0632DIS.mbuy0.01 / 0.01133.852019.05.28 16:45:06filled1
2019.05.29 16:32:0333DIS.mbuy0.02 / 0.02132.142019.05.29 16:32:03filled2
2019.06.04 16:46:2334DIS.msell0.02 / 0.02133.732019.06.04 16:46:23filled
2019.06.04 16:46:2335DIS.msell0.01 / 0.01133.732019.06.04 16:46:23filled
2019.06.13 16:35:0636DIS.mbuy0.01 / 0.01138.122019.06.13 16:35:06filled1
2019.06.13 20:23:5337DIS.msell0.01 / 0.01141.142019.06.13 20:23:53filled
2019.06.18 16:40:0538DIS.mbuy0.01 / 0.01143.002019.06.18 16:40:05filled1
2019.06.18 17:25:0739DIS.mbuy0.02 / 0.02141.322019.06.18 17:25:07filled2
2019.06.18 20:30:0240DIS.mbuy0.03 / 0.03139.632019.06.18 20:30:02filled3
2019.06.20 16:31:2941DIS.msell0.03 / 0.03141.572019.06.20 16:31:29filled
2019.06.20 16:31:2942DIS.msell0.02 / 0.02141.572019.06.20 16:31:29filled
2019.06.20 16:31:2943DIS.msell0.01 / 0.01141.572019.06.20 16:31:29filled
2019.06.27 16:35:0644DIS.mbuy0.01 / 0.01141.242019.06.27 16:35:06filled1
2019.06.27 17:10:0645DIS.mbuy0.02 / 0.02139.692019.06.27 17:10:06filled2
2019.07.01 17:51:2846DIS.msell0.02 / 0.02141.232019.07.01 17:51:28filled
2019.07.01 17:51:2847DIS.msell0.01 / 0.01141.232019.07.01 17:51:28filled
2019.07.10 16:35:0548DIS.mbuy0.01 / 0.01142.582019.07.10 16:35:05filled1
2019.07.18 16:50:0949DIS.mbuy0.02 / 0.02141.082019.07.18 16:50:09filled2
2019.07.25 19:08:3150DIS.msell0.02 / 0.02142.602019.07.25 19:08:31filled
2019.07.25 19:08:3151DIS.msell0.01 / 0.01142.602019.07.25 19:08:31filled
2019.07.29 16:35:0352DIS.mbuy0.01 / 0.01146.332019.07.29 16:35:03filled1
2019.07.30 19:55:0253DIS.mbuy0.02 / 0.02144.762019.07.30 19:55:02filled2
2019.07.31 17:00:1054DIS.mbuy0.03 / 0.03143.182019.07.31 17:00:10filled3
2019.08.01 21:45:0555DIS.msell0.03 / 0.03141.402019.08.01 21:45:05filled
2019.08.01 21:45:0556DIS.msell0.02 / 0.02141.402019.08.01 21:45:05filled
2019.08.01 21:45:0557DIS.msell0.01 / 0.01141.402019.08.01 21:45:05filled
2019.08.19 16:35:0358DIS.mbuy0.01 / 0.01137.402019.08.19 16:35:03filled1
2019.08.19 22:40:0659DIS.mbuy0.02 / 0.02135.382019.08.19 22:40:06filled2
2019.08.20 16:31:0660DIS.mbuy0.03 / 0.03133.762019.08.20 16:31:06filled3
2019.08.20 17:55:4861DIS.msell0.03 / 0.03135.412019.08.20 17:55:48filled
2019.08.20 17:55:4862DIS.msell0.02 / 0.02135.412019.08.20 17:55:48filled
2019.08.20 17:55:4863DIS.msell0.01 / 0.01135.412019.08.20 17:55:48filled
2019.08.29 16:35:0664DIS.mbuy0.01 / 0.01138.132019.08.29 16:35:06filled1
2019.09.03 16:31:0665DIS.mbuy0.02 / 0.02136.352019.09.03 16:31:06filled2
2019.09.04 22:31:1666DIS.msell0.02 / 0.02137.982019.09.04 22:31:16filled
2019.09.04 22:31:1667DIS.msell0.01 / 0.01137.982019.09.04 22:31:16filled
2019.09.12 16:35:0668DIS.mbuy0.01 / 0.01137.132019.09.12 16:35:06filled1
2019.09.16 21:20:0469DIS.mbuy0.02 / 0.02135.552019.09.16 21:20:04filled2
2019.09.19 16:32:0470DIS.msell0.02 / 0.02137.092019.09.19 16:32:04filled
2019.09.19 16:32:0471DIS.msell0.01 / 0.01137.092019.09.19 16:32:04filled
2019.09.24 17:00:0272DIS.mbuy0.01 / 0.01133.602019.09.24 17:00:02filled1
2019.09.24 19:40:0673DIS.mbuy0.02 / 0.02131.912019.09.24 19:40:06filled2
2019.09.26 17:45:0674DIS.mbuy0.03 / 0.03130.112019.09.26 17:45:06filled3
2019.10.02 16:31:0775DIS.msell0.03 / 0.03127.992019.10.02 16:31:07filled
2019.10.02 16:31:0776DIS.msell0.02 / 0.02127.992019.10.02 16:31:07filled
2019.10.02 16:31:0777DIS.msell0.01 / 0.01127.992019.10.02 16:31:07filled
2019.10.07 16:31:0578DIS.mbuy0.01 / 0.01130.272019.10.07 16:31:05filled1
2019.10.08 18:30:0679DIS.mbuy0.02 / 0.02128.752019.10.08 18:30:06filled2
2019.10.11 16:31:0280DIS.msell0.02 / 0.02130.502019.10.11 16:31:02filled
2019.10.11 16:31:0281DIS.msell0.01 / 0.01130.502019.10.11 16:31:02filled
2019.10.15 18:00:0782DIS.mbuy0.01 / 0.01130.852019.10.15 18:00:07filled1
2019.10.30 20:40:0583DIS.mbuy0.02 / 0.02129.332019.10.30 20:40:05filled2
2019.11.01 15:32:2884DIS.msell0.02 / 0.02130.842019.11.01 15:32:28filled
2019.11.01 15:32:2885DIS.msell0.01 / 0.01130.842019.11.01 15:32:28filled
2019.11.07 17:15:0786DIS.mbuy0.01 / 0.01132.972019.11.07 17:15:07filled1
2019.11.08 16:30:1387DIS.msell0.01 / 0.01139.972019.11.08 16:30:13filled
2019.11.12 16:55:0188DIS.mbuy0.01 / 0.01138.042019.11.12 16:55:01filled1
2019.11.13 19:17:2989DIS.msell0.01 / 0.01141.182019.11.13 19:17:29filled
2019.11.18 17:55:0590DIS.mbuy0.01 / 0.01148.232019.11.18 17:55:05filled1
2019.11.20 20:15:0791DIS.mbuy0.02 / 0.02146.652019.11.20 20:15:07filled2
2019.11.22 17:57:5092DIS.msell0.02 / 0.02148.212019.11.22 17:57:50filled
2019.11.22 17:57:5093DIS.msell0.01 / 0.01148.212019.11.22 17:57:50filled
2019.11.22 20:10:0894DIS.mbuy0.01 / 0.01149.442019.11.22 20:10:08filled1
2019.11.26 16:51:5995DIS.msell0.01 / 0.01152.462019.11.26 16:51:59filled
2019.12.27 18:20:0796DIS.mbuy0.01 / 0.01146.502019.12.27 18:20:07filled1
2019.12.30 16:35:1097DIS.mbuy0.02 / 0.02144.582019.12.30 16:35:10filled2
2019.12.31 23:59:5598DIS.msell0.02 / 0.02143.672019.12.31 23:59:55filledend of test
2019.12.31 23:59:5599DIS.msell0.01 / 0.01143.672019.12.31 23:59:55filledend of test
volume
TIMING Deal Symbol Type Direction Volume Preis Order Commission Swap Profit Balance Comment
2018.12.31 00:00:001balance0.000.00200.00200.00
2019.01.04 17:30:042DIS.mbuyin0.01109.7520.000.000.00200.001
2019.01.09 22:21:213DIS.msellout0.01112.7630.000.003.01203.01
2019.01.25 16:35:074DIS.mbuyin0.01111.3740.000.000.00203.011
2019.01.30 16:40:065DIS.mbuyin0.02109.7950.000.000.00203.012
2019.01.31 22:55:196DIS.msellout0.02111.3460.000.003.10206.11
2019.01.31 22:55:197DIS.msellout0.01111.3470.000.00-0.03206.08
2019.02.04 21:55:048DIS.mbuyin0.01111.8480.000.000.00206.081
2019.02.07 18:05:109DIS.mbuyin0.02110.2890.000.000.00206.082
2019.02.15 17:03:2810DIS.msellout0.02111.81100.000.003.06209.14
2019.02.15 17:03:2811DIS.msellout0.01111.81110.000.00-0.03209.11
2019.02.22 19:45:0312DIS.mbuyin0.01115.31120.000.000.00209.111
2019.02.25 20:30:0813DIS.mbuyin0.02113.76130.000.000.00209.112
2019.03.15 20:17:2914DIS.msellout0.02115.28140.000.003.04212.15
2019.03.15 20:17:2915DIS.msellout0.01115.28150.000.00-0.03212.12
2019.03.26 16:50:0716DIS.mbuyin0.01109.96160.000.000.00212.121
2019.04.02 16:31:0617DIS.msellout0.01112.98170.000.003.02215.14
2019.04.04 16:40:1418DIS.mbuyin0.01113.65180.000.000.00215.141
2019.04.09 18:03:4419DIS.msellout0.01116.66190.000.003.01218.15
2019.04.12 16:35:0720DIS.mbuyin0.01129.36200.000.000.00218.151
2019.04.12 17:20:0921DIS.mbuyin0.02127.25210.000.000.00218.152
2019.04.12 21:01:4222DIS.msellout0.02128.96220.000.003.42221.57
2019.04.12 21:01:4223DIS.msellout0.01128.96230.000.00-0.40221.17
2019.04.23 16:35:0424DIS.mbuyin0.01133.48240.000.000.00221.171
2019.04.25 18:09:2925DIS.msellout0.01136.49250.000.003.01224.18
2019.04.26 17:05:0626DIS.mbuyin0.01139.60260.000.000.00224.181
2019.04.29 17:20:0527DIS.mbuyin0.02138.00270.000.000.00224.182
2019.04.29 18:48:0328DIS.msellout0.02139.61280.000.003.22227.40
2019.04.29 18:48:0329DIS.msellout0.01139.61290.000.000.01227.41
2019.05.14 16:35:0430DIS.mbuyin0.01133.07300.000.000.00227.411
2019.05.16 20:18:3131DIS.msellout0.01136.09310.000.003.02230.43
2019.05.28 16:45:0632DIS.mbuyin0.01133.85320.000.000.00230.431
2019.05.29 16:32:0333DIS.mbuyin0.02132.14330.000.000.00230.432
2019.06.04 16:46:2334DIS.msellout0.02133.73340.000.003.18233.61
2019.06.04 16:46:2335DIS.msellout0.01133.73350.000.00-0.12233.49
2019.06.13 16:35:0636DIS.mbuyin0.01138.12360.000.000.00233.491
2019.06.13 20:23:5337DIS.msellout0.01141.14370.000.003.02236.51
2019.06.18 16:40:0538DIS.mbuyin0.01143.00380.000.000.00236.511
2019.06.18 17:25:0739DIS.mbuyin0.02141.32390.000.000.00236.512
2019.06.18 20:30:0240DIS.mbuyin0.03139.63400.000.000.00236.513
2019.06.20 16:31:2941DIS.msellout0.03141.57410.000.005.82242.33
2019.06.20 16:31:2942DIS.msellout0.02141.57420.000.000.50242.83
2019.06.20 16:31:2943DIS.msellout0.01141.57430.000.00-1.43241.40
2019.06.27 16:35:0644DIS.mbuyin0.01141.24440.000.000.00241.401
2019.06.27 17:10:0645DIS.mbuyin0.02139.69450.000.000.00241.402
2019.07.01 17:51:2846DIS.msellout0.02141.23460.000.003.08244.48
2019.07.01 17:51:2847DIS.msellout0.01141.23470.000.00-0.01244.47
2019.07.10 16:35:0548DIS.mbuyin0.01142.58480.000.000.00244.471
2019.07.18 16:50:0949DIS.mbuyin0.02141.08490.000.000.00244.472
2019.07.25 19:08:3150DIS.msellout0.02142.60500.000.003.04247.51
2019.07.25 19:08:3151DIS.msellout0.01142.60510.000.000.02247.53
2019.07.29 16:35:0352DIS.mbuyin0.01146.33520.000.000.00247.531
2019.07.30 19:55:0253DIS.mbuyin0.02144.76530.000.000.00247.532
2019.07.31 17:00:1054DIS.mbuyin0.03143.18540.000.000.00247.533
2019.08.01 21:45:0555DIS.msellout0.03141.40550.000.00-5.34242.19
2019.08.01 21:45:0556DIS.msellout0.02141.40560.000.00-6.72235.47
2019.08.01 21:45:0557DIS.msellout0.01141.40570.000.00-4.93230.54
2019.08.19 16:35:0358DIS.mbuyin0.01137.40580.000.000.00230.541
2019.08.19 22:40:0659DIS.mbuyin0.02135.38590.000.000.00230.542
2019.08.20 16:31:0660DIS.mbuyin0.03133.76600.000.000.00230.543
2019.08.20 17:55:4861DIS.msellout0.03135.41610.000.004.95235.49
2019.08.20 17:55:4862DIS.msellout0.02135.41620.000.000.06235.55
2019.08.20 17:55:4863DIS.msellout0.01135.41630.000.00-1.99233.56
2019.08.29 16:35:0664DIS.mbuyin0.01138.13640.000.000.00233.561
2019.09.03 16:31:0665DIS.mbuyin0.02136.35650.000.000.00233.562
2019.09.04 22:31:1666DIS.msellout0.02137.98660.000.003.26236.82
2019.09.04 22:31:1667DIS.msellout0.01137.98670.000.00-0.15236.67
2019.09.12 16:35:0668DIS.mbuyin0.01137.13680.000.000.00236.671
2019.09.16 21:20:0469DIS.mbuyin0.02135.55690.000.000.00236.672
2019.09.19 16:32:0470DIS.msellout0.02137.09700.000.003.08239.75
2019.09.19 16:32:0471DIS.msellout0.01137.09710.000.00-0.04239.71
2019.09.24 17:00:0272DIS.mbuyin0.01133.60720.000.000.00239.711
2019.09.24 19:40:0673DIS.mbuyin0.02131.91730.000.000.00239.712
2019.09.26 17:45:0674DIS.mbuyin0.03130.11740.000.000.00239.713
2019.10.02 16:31:0775DIS.msellout0.03127.99750.000.00-6.36233.35
2019.10.02 16:31:0776DIS.msellout0.02127.99760.000.00-7.84225.51
2019.10.02 16:31:0777DIS.msellout0.01127.99770.000.00-5.61219.90
2019.10.07 16:31:0578DIS.mbuyin0.01130.27780.000.000.00219.901
2019.10.08 18:30:0679DIS.mbuyin0.02128.75790.000.000.00219.902
2019.10.11 16:31:0280DIS.msellout0.02130.50800.000.003.50223.40
2019.10.11 16:31:0281DIS.msellout0.01130.50810.000.000.23223.63
2019.10.15 18:00:0782DIS.mbuyin0.01130.85820.000.000.00223.631
2019.10.30 20:40:0583DIS.mbuyin0.02129.33830.000.000.00223.632
2019.11.01 15:32:2884DIS.msellout0.02130.84840.000.003.02226.65
2019.11.01 15:32:2885DIS.msellout0.01130.84850.000.00-0.01226.64
2019.11.07 17:15:0786DIS.mbuyin0.01132.97860.000.000.00226.641
2019.11.08 16:30:1387DIS.msellout0.01139.97870.000.007.00233.64
2019.11.12 16:55:0188DIS.mbuyin0.01138.04880.000.000.00233.641
2019.11.13 19:17:2989DIS.msellout0.01141.18890.000.003.14236.78
2019.11.18 17:55:0590DIS.mbuyin0.01148.23900.000.000.00236.781
2019.11.20 20:15:0791DIS.mbuyin0.02146.65910.000.000.00236.782
2019.11.22 17:57:5092DIS.msellout0.02148.21920.000.003.12239.90
2019.11.22 17:57:5093DIS.msellout0.01148.21930.000.00-0.02239.88
2019.11.22 20:10:0894DIS.mbuyin0.01149.44940.000.000.00239.881
2019.11.26 16:51:5995DIS.msellout0.01152.46950.000.003.02242.90
2019.12.27 18:20:0796DIS.mbuyin0.01146.50960.000.000.00242.901
2019.12.30 16:35:1097DIS.mbuyin0.02144.58970.000.000.00242.902
2019.12.31 23:59:5598DIS.msellout0.02143.67980.000.00-1.82241.08end of test
2019.12.31 23:59:5599DIS.msellout0.01143.67990.000.00-2.83238.25end of test
0.00 0.00 38.25 238.25