Отчет Тестера стратегий
RoboForex-MetaTrader 5 (Build 2375)
Настройки
Советник: griderKatMultiEA
Символ: MSFT.m
Период: M5 (2016.01.01 - 2020.01.01)
Параметры: 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=true
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=false
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
Брокер: RoboForex Ltd
Валюта: USD
Начальный депозит: 200.00
Плечо: 1:100
Результаты
Качество истории: 40% реальных тиков
Бары: 19498 Тики: 2664896 Символы: 1
Чистая прибыль: 65.52 Абсолютная просадка по балансу: 0.00 Абсолютная просадка по средствам: 1.85
Общая прибыль: 80.89 Максимальная просадка по балансу: 13.54 (5.79%) Максимальная просадка по средствам: 20.93 (8.89%)
Общий убыток: -15.37 Относительная просадка по балансу: 5.79% (13.54) Относительная просадка по средствам: 8.89% (20.93)
Прибыльность: 5.26 Матожидание выигрыша: 1.49 Уровень маржи: 1179.29%
Фактор восстановления: 3.13 Коэффициент Шарпа: 0.69 Z-Счет: -1.91 (94.39%)
AHPR: 1.0065 (0.65%) LR Correlation: 0.97 Результат OnTester: 3.130434782608694
GHPR: 1.0065 (0.65%) LR Standard Error: 4.63
Всего трейдов: 44 Короткие трейды (% выигравших): 0 (0.00%) Длинные трейды (% выигравших): 44 (86.36%)
Всего сделок: 88 Прибыльные трейды (% от всех): 38 (86.36%) Убыточные трейды (% от всех): 6 (13.64%)
Самый большой прибыльный трейд: 4.56 Самый большой убыточный трейд: -6.89
Средний прибыльный трейд: 2.13 Средний убыточный трейд: -2.56
Максимальное количество непрерывных выигрышей (прибыль): 20 (40.16) Максимальное количество непрерывных проигрышей (убыток): 3 (-13.54)
Max непрерывная прибыль (число выигрышей): 40.16 (20) Max непрерывный убыток (число проигрышей): -13.54 (3)
Средний непрерывный выигрыш: 10 Средний непрерывный проигрыш: 2
Graph
Graph
Correlation (Profits,MFE): 0.71 Correlation (Profits,MAE): 0.79 Correlation (MFE,MAE): 0.7236
Graph
Минимальное время удержания позиции: 5:00:04 Максимальное время удержания позиции: 245:25:02 Среднее время удержания позиции: 80:38:15
Graph
Ордера
Время открытия Ордер Symbol Тип Объем Цена S / L T / P Время Состояние Комментарий
2019.01.03 17:20:012MSFT.mbuy0.01 / 0.0197.982019.01.03 17:20:01filled1
2019.01.04 17:25:383MSFT.msell0.01 / 0.01101.032019.01.04 17:25:38filled
2019.01.22 20:10:054MSFT.mbuy0.01 / 0.01105.712019.01.22 20:10:05filled1
2019.01.29 17:40:035MSFT.mbuy0.01 / 0.01103.512019.01.29 17:40:03filled2
2019.01.30 21:21:586MSFT.msell0.01 / 0.01106.132019.01.30 21:21:58filled
2019.01.30 21:21:587MSFT.msell0.01 / 0.01106.132019.01.30 21:21:58filled
2019.02.01 20:55:038MSFT.mbuy0.01 / 0.01102.582019.02.01 20:55:03filled1
2019.02.04 18:17:509MSFT.msell0.01 / 0.01105.592019.02.04 18:17:50filled
2019.02.07 16:45:0110MSFT.mbuy0.01 / 0.01104.992019.02.07 16:45:01filled1
2019.02.15 16:30:4111MSFT.msell0.01 / 0.01108.202019.02.15 16:30:41filled
2019.02.20 16:40:0612MSFT.mbuy0.01 / 0.01107.402019.02.20 16:40:06filled1
2019.02.22 16:42:2813MSFT.msell0.01 / 0.01110.422019.02.22 16:42:28filled
2019.02.27 16:50:0114MSFT.mbuy0.01 / 0.01111.792019.02.27 16:50:01filled1
2019.03.08 16:30:0615MSFT.mbuy0.01 / 0.01109.022019.03.08 16:30:06filled2
2019.03.11 15:38:2116MSFT.msell0.01 / 0.01111.912019.03.11 15:38:21filled
2019.03.11 15:38:2117MSFT.msell0.01 / 0.01111.912019.03.11 15:38:21filled
2019.03.18 15:30:0418MSFT.mbuy0.01 / 0.01120.002019.03.18 15:30:04filled1
2019.03.18 15:35:0519MSFT.mbuy0.01 / 0.01116.742019.03.18 15:35:05filled2
2019.03.21 21:37:2320MSFT.msell0.01 / 0.01119.882019.03.21 21:37:23filled
2019.03.21 21:37:2321MSFT.msell0.01 / 0.01119.882019.03.21 21:37:23filled
2019.03.27 17:35:0322MSFT.mbuy0.01 / 0.01115.892019.03.27 17:35:03filled1
2019.04.01 16:33:0423MSFT.msell0.01 / 0.01118.922019.04.01 16:33:04filled
2019.04.08 16:45:0524MSFT.mbuy0.01 / 0.01118.892019.04.08 16:45:05filled1
2019.04.18 16:31:0125MSFT.msell0.01 / 0.01122.302019.04.18 16:31:01filled
2019.05.01 22:50:0326MSFT.mbuy0.01 / 0.01128.302019.05.01 22:50:03filled1
2019.05.02 18:45:0427MSFT.mbuy0.01 / 0.01126.072019.05.02 18:45:04filled2
2019.05.03 18:06:0728MSFT.msell0.01 / 0.01128.712019.05.03 18:06:07filled
2019.05.03 18:06:0729MSFT.msell0.01 / 0.01128.712019.05.03 18:06:07filled
2019.05.06 16:35:0330MSFT.mbuy0.01 / 0.01127.312019.05.06 16:35:03filled1
2019.05.07 18:05:0131MSFT.mbuy0.01 / 0.01124.992019.05.07 18:05:01filled2
2019.05.10 22:25:5632MSFT.msell0.01 / 0.01127.662019.05.10 22:25:56filled
2019.05.10 22:25:5633MSFT.msell0.01 / 0.01127.662019.05.10 22:25:56filled
2019.05.20 16:35:0334MSFT.mbuy0.01 / 0.01126.662019.05.20 16:35:03filled1
2019.05.29 18:55:0535MSFT.mbuy0.01 / 0.01124.172019.05.29 18:55:05filled2
2019.06.03 17:00:0136MSFT.mbuy0.01 / 0.01122.022019.06.03 17:00:01filled3
2019.06.03 22:00:0537MSFT.msell0.01 / 0.01119.772019.06.03 22:00:05filled
2019.06.03 22:00:0538MSFT.msell0.01 / 0.01119.772019.06.03 22:00:05filled
2019.06.03 22:00:0539MSFT.msell0.01 / 0.01119.772019.06.03 22:00:05filled
2019.06.25 16:35:0440MSFT.mbuy0.01 / 0.01136.742019.06.25 16:35:04filled1
2019.06.25 18:00:0741MSFT.mbuy0.01 / 0.01134.642019.06.25 18:00:07filled2
2019.07.03 17:32:4342MSFT.msell0.01 / 0.01137.202019.07.03 17:32:43filled
2019.07.03 17:32:4343MSFT.msell0.01 / 0.01137.202019.07.03 17:32:43filled
2019.07.08 17:05:0244MSFT.mbuy0.01 / 0.01135.452019.07.08 17:05:02filled1
2019.07.10 17:20:0045MSFT.msell0.01 / 0.01138.462019.07.10 17:20:00filled
2019.07.16 17:15:0546MSFT.mbuy0.01 / 0.01137.592019.07.16 17:15:05filled1
2019.07.18 16:31:0847MSFT.mbuy0.01 / 0.01135.282019.07.18 16:31:08filled2
2019.07.19 16:31:0248MSFT.msell0.01 / 0.01139.842019.07.19 16:31:02filled
2019.07.19 16:31:0249MSFT.msell0.01 / 0.01139.842019.07.19 16:31:02filled
2019.07.29 16:45:0550MSFT.mbuy0.01 / 0.01140.242019.07.29 16:45:05filled1
2019.07.31 21:40:0351MSFT.mbuy0.01 / 0.01137.972019.07.31 21:40:03filled2
2019.08.01 18:29:0552MSFT.msell0.01 / 0.01140.612019.08.01 18:29:05filled
2019.08.01 18:29:0553MSFT.msell0.01 / 0.01140.612019.08.01 18:29:05filled
2019.08.05 16:35:0354MSFT.mbuy0.01 / 0.01133.292019.08.05 16:35:03filled1
2019.08.05 22:05:0655MSFT.mbuy0.01 / 0.01131.062019.08.05 22:05:06filled2
2019.08.06 16:31:0656MSFT.msell0.01 / 0.01133.702019.08.06 16:31:06filled
2019.08.06 16:31:0657MSFT.msell0.01 / 0.01133.702019.08.06 16:31:06filled
2019.08.14 16:35:0558MSFT.mbuy0.01 / 0.01136.602019.08.14 16:35:05filled1
2019.08.14 19:00:0659MSFT.mbuy0.01 / 0.01134.382019.08.14 19:00:06filled2
2019.08.19 16:31:0560MSFT.msell0.01 / 0.01137.962019.08.19 16:31:05filled
2019.08.19 16:31:0561MSFT.msell0.01 / 0.01137.962019.08.19 16:31:05filled
2019.08.22 17:35:0462MSFT.mbuy0.01 / 0.01137.112019.08.22 17:35:04filled1
2019.08.23 18:40:0463MSFT.mbuy0.01 / 0.01134.892019.08.23 18:40:04filled2
2019.08.29 16:32:0464MSFT.msell0.01 / 0.01137.542019.08.29 16:32:04filled
2019.08.29 16:32:0465MSFT.msell0.01 / 0.01137.542019.08.29 16:32:04filled
2019.09.09 16:40:0466MSFT.mbuy0.01 / 0.01138.212019.09.09 16:40:04filled1
2019.09.10 16:35:0467MSFT.mbuy0.01 / 0.01135.822019.09.10 16:35:04filled2
2019.09.18 22:44:4168MSFT.msell0.01 / 0.01138.532019.09.18 22:44:41filled
2019.09.18 22:44:4169MSFT.msell0.01 / 0.01138.532019.09.18 22:44:41filled
2019.09.20 20:15:0270MSFT.mbuy0.01 / 0.01138.822019.09.20 20:15:02filled1
2019.09.25 16:50:0871MSFT.mbuy0.01 / 0.01136.592019.09.25 16:50:08filled2
2019.09.25 22:06:1172MSFT.msell0.01 / 0.01139.212019.09.25 22:06:11filled
2019.09.25 22:06:1173MSFT.msell0.01 / 0.01139.212019.09.25 22:06:11filled
2019.10.08 17:05:0374MSFT.mbuy0.01 / 0.01136.112019.10.08 17:05:03filled1
2019.10.10 16:51:2675MSFT.msell0.01 / 0.01139.132019.10.10 16:51:26filled
2019.10.16 16:35:0576MSFT.mbuy0.01 / 0.01140.452019.10.16 16:35:05filled1
2019.10.18 17:50:0877MSFT.mbuy0.01 / 0.01138.342019.10.18 17:50:08filled2
2019.10.23 16:35:0578MSFT.mbuy0.01 / 0.01136.162019.10.23 16:35:05filled3
2019.10.24 16:33:0079MSFT.msell0.01 / 0.01139.342019.10.24 16:33:00filled
2019.10.24 16:33:0080MSFT.msell0.01 / 0.01139.342019.10.24 16:33:00filled
2019.10.24 16:33:0081MSFT.msell0.01 / 0.01139.342019.10.24 16:33:00filled
2019.11.20 20:00:0482MSFT.mbuy0.01 / 0.01149.362019.11.20 20:00:04filled1
2019.11.26 22:45:5083MSFT.msell0.01 / 0.01152.372019.11.26 22:45:50filled
2019.12.02 16:40:0484MSFT.mbuy0.01 / 0.01150.562019.12.02 16:40:04filled1
2019.12.03 16:35:0485MSFT.mbuy0.01 / 0.01147.652019.12.03 16:35:04filled2
2019.12.06 16:30:0686MSFT.msell0.01 / 0.01150.972019.12.06 16:30:06filled
2019.12.06 16:30:0687MSFT.msell0.01 / 0.01150.972019.12.06 16:30:06filled
2019.12.30 16:45:0588MSFT.mbuy0.01 / 0.01157.482019.12.30 16:45:05filled1
2019.12.31 23:59:5589MSFT.msell0.01 / 0.01156.882019.12.31 23:59:55filledend of test
Сделки
Время Сделка Symbol Тип Направление Объем Цена Ордер Комиссия Своп Прибыль Баланс Комментарий
2018.12.31 00:00:001balance0.000.00200.00200.00
2019.01.03 17:20:012MSFT.mbuyin0.0197.9820.000.000.00200.001
2019.01.04 17:25:383MSFT.msellout0.01101.0330.000.003.05203.05
2019.01.22 20:10:054MSFT.mbuyin0.01105.7140.000.000.00203.051
2019.01.29 17:40:035MSFT.mbuyin0.01103.5150.000.000.00203.052
2019.01.30 21:21:586MSFT.msellout0.01106.1360.000.002.62205.67
2019.01.30 21:21:587MSFT.msellout0.01106.1370.000.000.42206.09
2019.02.01 20:55:038MSFT.mbuyin0.01102.5880.000.000.00206.091
2019.02.04 18:17:509MSFT.msellout0.01105.5990.000.003.01209.10
2019.02.07 16:45:0110MSFT.mbuyin0.01104.99100.000.000.00209.101
2019.02.15 16:30:4111MSFT.msellout0.01108.20110.000.003.21212.31
2019.02.20 16:40:0612MSFT.mbuyin0.01107.40120.000.000.00212.311
2019.02.22 16:42:2813MSFT.msellout0.01110.42130.000.003.02215.33
2019.02.27 16:50:0114MSFT.mbuyin0.01111.79140.000.000.00215.331
2019.03.08 16:30:0615MSFT.mbuyin0.01109.02150.000.000.00215.332
2019.03.11 15:38:2116MSFT.msellout0.01111.91160.000.002.89218.22
2019.03.11 15:38:2117MSFT.msellout0.01111.91170.000.000.12218.34
2019.03.18 15:30:0418MSFT.mbuyin0.01120.00180.000.000.00218.341
2019.03.18 15:35:0519MSFT.mbuyin0.01116.74190.000.000.00218.342
2019.03.21 21:37:2320MSFT.msellout0.01119.88200.000.003.14221.48
2019.03.21 21:37:2321MSFT.msellout0.01119.88210.000.00-0.12221.36
2019.03.27 17:35:0322MSFT.mbuyin0.01115.89220.000.000.00221.361
2019.04.01 16:33:0423MSFT.msellout0.01118.92230.000.003.03224.39
2019.04.08 16:45:0524MSFT.mbuyin0.01118.89240.000.000.00224.391
2019.04.18 16:31:0125MSFT.msellout0.01122.30250.000.003.41227.80
2019.05.01 22:50:0326MSFT.mbuyin0.01128.30260.000.000.00227.801
2019.05.02 18:45:0427MSFT.mbuyin0.01126.07270.000.000.00227.802
2019.05.03 18:06:0728MSFT.msellout0.01128.71280.000.002.64230.44
2019.05.03 18:06:0729MSFT.msellout0.01128.71290.000.000.41230.85
2019.05.06 16:35:0330MSFT.mbuyin0.01127.31300.000.000.00230.851
2019.05.07 18:05:0131MSFT.mbuyin0.01124.99310.000.000.00230.852
2019.05.10 22:25:5632MSFT.msellout0.01127.66320.000.002.67233.52
2019.05.10 22:25:5633MSFT.msellout0.01127.66330.000.000.35233.87
2019.05.20 16:35:0334MSFT.mbuyin0.01126.66340.000.000.00233.871
2019.05.29 18:55:0535MSFT.mbuyin0.01124.17350.000.000.00233.872
2019.06.03 17:00:0136MSFT.mbuyin0.01122.02360.000.000.00233.873
2019.06.03 22:00:0537MSFT.msellout0.01119.77370.000.00-2.25231.62
2019.06.03 22:00:0538MSFT.msellout0.01119.77380.000.00-4.40227.22
2019.06.03 22:00:0539MSFT.msellout0.01119.77390.000.00-6.89220.33
2019.06.25 16:35:0440MSFT.mbuyin0.01136.74400.000.000.00220.331
2019.06.25 18:00:0741MSFT.mbuyin0.01134.64410.000.000.00220.332
2019.07.03 17:32:4342MSFT.msellout0.01137.20420.000.002.56222.89
2019.07.03 17:32:4343MSFT.msellout0.01137.20430.000.000.46223.35
2019.07.08 17:05:0244MSFT.mbuyin0.01135.45440.000.000.00223.351
2019.07.10 17:20:0045MSFT.msellout0.01138.46450.000.003.01226.36
2019.07.16 17:15:0546MSFT.mbuyin0.01137.59460.000.000.00226.361
2019.07.18 16:31:0847MSFT.mbuyin0.01135.28470.000.000.00226.362
2019.07.19 16:31:0248MSFT.msellout0.01139.84480.000.004.56230.92
2019.07.19 16:31:0249MSFT.msellout0.01139.84490.000.002.25233.17
2019.07.29 16:45:0550MSFT.mbuyin0.01140.24500.000.000.00233.171
2019.07.31 21:40:0351MSFT.mbuyin0.01137.97510.000.000.00233.172
2019.08.01 18:29:0552MSFT.msellout0.01140.61520.000.002.64235.81
2019.08.01 18:29:0553MSFT.msellout0.01140.61530.000.000.37236.18
2019.08.05 16:35:0354MSFT.mbuyin0.01133.29540.000.000.00236.181
2019.08.05 22:05:0655MSFT.mbuyin0.01131.06550.000.000.00236.182
2019.08.06 16:31:0656MSFT.msellout0.01133.70560.000.002.64238.82
2019.08.06 16:31:0657MSFT.msellout0.01133.70570.000.000.41239.23
2019.08.14 16:35:0558MSFT.mbuyin0.01136.60580.000.000.00239.231
2019.08.14 19:00:0659MSFT.mbuyin0.01134.38590.000.000.00239.232
2019.08.19 16:31:0560MSFT.msellout0.01137.96600.000.003.58242.81
2019.08.19 16:31:0561MSFT.msellout0.01137.96610.000.001.36244.17
2019.08.22 17:35:0462MSFT.mbuyin0.01137.11620.000.000.00244.171
2019.08.23 18:40:0463MSFT.mbuyin0.01134.89630.000.000.00244.172
2019.08.29 16:32:0464MSFT.msellout0.01137.54640.000.002.65246.82
2019.08.29 16:32:0465MSFT.msellout0.01137.54650.000.000.43247.25
2019.09.09 16:40:0466MSFT.mbuyin0.01138.21660.000.000.00247.251
2019.09.10 16:35:0467MSFT.mbuyin0.01135.82670.000.000.00247.252
2019.09.18 22:44:4168MSFT.msellout0.01138.53680.000.002.71249.96
2019.09.18 22:44:4169MSFT.msellout0.01138.53690.000.000.32250.28
2019.09.20 20:15:0270MSFT.mbuyin0.01138.82700.000.000.00250.281
2019.09.25 16:50:0871MSFT.mbuyin0.01136.59710.000.000.00250.282
2019.09.25 22:06:1172MSFT.msellout0.01139.21720.000.002.62252.90
2019.09.25 22:06:1173MSFT.msellout0.01139.21730.000.000.39253.29
2019.10.08 17:05:0374MSFT.mbuyin0.01136.11740.000.000.00253.291
2019.10.10 16:51:2675MSFT.msellout0.01139.13750.000.003.02256.31
2019.10.16 16:35:0576MSFT.mbuyin0.01140.45760.000.000.00256.311
2019.10.18 17:50:0877MSFT.mbuyin0.01138.34770.000.000.00256.312
2019.10.23 16:35:0578MSFT.mbuyin0.01136.16780.000.000.00256.313
2019.10.24 16:33:0079MSFT.msellout0.01139.34790.000.003.18259.49
2019.10.24 16:33:0080MSFT.msellout0.01139.34800.000.001.00260.49
2019.10.24 16:33:0081MSFT.msellout0.01139.34810.000.00-1.11259.38
2019.11.20 20:00:0482MSFT.mbuyin0.01149.36820.000.000.00259.381
2019.11.26 22:45:5083MSFT.msellout0.01152.37830.000.003.01262.39
2019.12.02 16:40:0484MSFT.mbuyin0.01150.56840.000.000.00262.391
2019.12.03 16:35:0485MSFT.mbuyin0.01147.65850.000.000.00262.392
2019.12.06 16:30:0686MSFT.msellout0.01150.97860.000.003.32265.71
2019.12.06 16:30:0687MSFT.msellout0.01150.97870.000.000.41266.12
2019.12.30 16:45:0588MSFT.mbuyin0.01157.48880.000.000.00266.121
2019.12.31 23:59:5589MSFT.msellout0.01156.88890.000.00-0.60265.52end of test
0.00 0.00 65.52 265.52