Отчет Тестера стратегий
RoboForex-MetaTrader 5 (Build 2363)
Настройки
Советник: griderKatMultiEA
Символ: PEP.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=0
allSymb_marketwatch=false
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=true
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=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: 58616 Тики: 1960775 Символы: 1
Чистая прибыль: 72.62 Абсолютная просадка по балансу: 0.00 Абсолютная просадка по средствам: 0.61
Общая прибыль: 121.23 Максимальная просадка по балансу: 8.75 (3.17%) Максимальная просадка по средствам: 13.96 (5.03%)
Общий убыток: -48.61 Относительная просадка по балансу: 3.17% (8.75) Относительная просадка по средствам: 5.27% (11.95)
Прибыльность: 2.49 Матожидание выигрыша: 1.32 Уровень маржи: 1963.91%
Фактор восстановления: 5.20 Коэффициент Шарпа: 0.45 Z-Счет: -2.66 (99.22%)
AHPR: 1.0057 (0.57%) LR Correlation: 0.98 Результат OnTester: 5.202005730659032
GHPR: 1.0056 (0.56%) LR Standard Error: 3.89
Всего трейдов: 55 Короткие трейды (% выигравших): 0 (0.00%) Длинные трейды (% выигравших): 55 (74.55%)
Всего сделок: 110 Прибыльные трейды (% от всех): 41 (74.55%) Убыточные трейды (% от всех): 14 (25.45%)
Самый большой прибыльный трейд: 5.28 Самый большой убыточный трейд: -5.49
Средний прибыльный трейд: 2.96 Средний убыточный трейд: -3.47
Максимальное количество непрерывных выигрышей (прибыль): 9 (24.15) Максимальное количество непрерывных проигрышей (убыток): 2 (-8.75)
Max непрерывная прибыль (число выигрышей): 24.30 (8) Max непрерывный убыток (число проигрышей): -8.75 (2)
Средний непрерывный выигрыш: 6 Средний непрерывный проигрыш: 2
Graph
Graph
Correlation (Profits,MFE): 0.80 Correlation (Profits,MAE): 0.83 Correlation (MFE,MAE): 0.6916
Graph
Минимальное время удержания позиции: 2:09:58 Максимальное время удержания позиции: 1102:25:31 Среднее время удержания позиции: 282:12:27
Graph
Ордера
Время открытия Ордер Symbol Тип Объем Цена S / L T / P Время Состояние Комментарий
2016.01.15 16:35:032PEP.mbuy0.01 / 0.0193.882016.01.15 16:35:03filled1
2016.01.28 21:32:113PEP.msell0.01 / 0.0197.892016.01.28 21:32:11filled
2016.02.11 16:30:014PEP.mbuy0.01 / 0.0196.732016.02.11 16:30:01filled1
2016.03.10 16:39:005PEP.msell0.01 / 0.01100.742016.03.10 16:39:00filled
2016.03.16 17:30:056PEP.mbuy0.01 / 0.01100.072016.03.16 17:30:05filled1
2016.04.08 16:31:267PEP.msell0.01 / 0.01104.082016.04.08 16:31:26filled
2016.04.14 16:30:018PEP.mbuy0.01 / 0.01102.752016.04.14 16:30:01filled1
2016.04.21 16:50:059PEP.mbuy0.01 / 0.01100.502016.04.21 16:50:05filled2
2016.05.02 16:38:4310PEP.msell0.01 / 0.01103.632016.05.02 16:38:43filled
2016.05.02 16:38:4311PEP.msell0.01 / 0.01103.632016.05.02 16:38:43filled
2016.05.13 21:10:0212PEP.mbuy0.01 / 0.01104.482016.05.13 21:10:02filled1
2016.05.17 19:55:0513PEP.mbuy0.01 / 0.01102.372016.05.17 19:55:05filled2
2016.05.20 19:40:0514PEP.msell0.01 / 0.01100.222016.05.20 19:40:05filled
2016.05.20 19:40:0515PEP.msell0.01 / 0.01100.222016.05.20 19:40:05filled
2016.06.14 16:40:0116PEP.mbuy0.01 / 0.01102.292016.06.14 16:40:01filled1
2016.07.01 16:30:0217PEP.msell0.01 / 0.01106.312016.07.01 16:30:02filled
2016.07.27 16:35:0118PEP.mbuy0.01 / 0.01107.472016.07.27 16:35:01filled1
2016.09.09 17:00:0119PEP.mbuy0.01 / 0.01105.322016.09.09 17:00:01filled2
2016.09.29 15:00:3220PEP.msell0.01 / 0.01110.602016.09.29 15:00:32filled
2016.09.29 15:00:3221PEP.msell0.01 / 0.01110.602016.09.29 15:00:32filled
2016.10.03 16:55:0322PEP.mbuy0.01 / 0.01107.712016.10.03 16:55:03filled1
2016.10.11 18:05:0423PEP.mbuy0.01 / 0.01105.542016.10.11 18:05:04filled2
2016.11.08 19:10:3124PEP.msell0.01 / 0.01108.642016.11.08 19:10:31filled
2016.11.08 19:10:3125PEP.msell0.01 / 0.01108.642016.11.08 19:10:31filled
2016.11.09 16:30:0026PEP.mbuy0.01 / 0.01106.472016.11.09 16:30:00filled1
2016.11.10 16:45:0427PEP.mbuy0.01 / 0.01103.922016.11.10 16:45:04filled2
2016.11.14 17:35:0428PEP.msell0.01 / 0.01101.802016.11.14 17:35:04filled
2016.11.14 17:35:0429PEP.msell0.01 / 0.01101.802016.11.14 17:35:04filled
2016.11.23 17:35:0630PEP.mbuy0.01 / 0.01102.102016.11.23 17:35:06filled1
2016.12.01 16:35:0231PEP.mbuy0.01 / 0.0199.212016.12.01 16:35:02filled2
2016.12.07 22:09:0232PEP.msell0.01 / 0.01102.672016.12.07 22:09:02filled
2016.12.07 22:09:0233PEP.msell0.01 / 0.01102.672016.12.07 22:09:02filled
2016.12.28 16:45:0334PEP.mbuy0.01 / 0.01104.672016.12.28 16:45:03filled1
2017.01.10 16:45:0235PEP.mbuy0.01 / 0.01102.522017.01.10 16:45:02filled2
2017.02.03 19:40:3336PEP.msell0.01 / 0.01105.602017.02.03 19:40:33filled
2017.02.03 19:40:3337PEP.msell0.01 / 0.01105.602017.02.03 19:40:33filled
2017.02.09 16:35:0238PEP.mbuy0.01 / 0.01105.102017.02.09 16:35:02filled1
2017.02.21 16:58:0639PEP.msell0.01 / 0.01109.122017.02.21 16:58:06filled
2017.03.01 16:35:0140PEP.mbuy0.01 / 0.01109.272017.03.01 16:35:01filled1
2017.04.12 17:01:3041PEP.msell0.01 / 0.01113.302017.04.12 17:01:30filled
2017.04.26 16:35:0142PEP.mbuy0.01 / 0.01112.242017.04.26 16:35:01filled1
2017.05.24 21:53:0343PEP.msell0.01 / 0.01116.272017.05.24 21:53:03filled
2017.06.01 16:45:0444PEP.mbuy0.01 / 0.01116.582017.06.01 16:45:04filled1
2017.07.10 21:15:0645PEP.mbuy0.01 / 0.01114.372017.07.10 21:15:06filled2
2017.07.27 16:33:2446PEP.msell0.01 / 0.01117.492017.07.27 16:33:24filled
2017.07.27 16:33:2447PEP.msell0.01 / 0.01117.492017.07.27 16:33:24filled
2017.08.02 16:35:0148PEP.mbuy0.01 / 0.01115.552017.08.02 16:35:01filled1
2017.09.20 21:15:0149PEP.mbuy0.01 / 0.01113.402017.09.20 21:15:01filled2
2017.09.27 16:50:0450PEP.msell0.01 / 0.01111.152017.09.27 16:50:04filled
2017.09.27 16:50:0451PEP.msell0.01 / 0.01111.152017.09.27 16:50:04filled
2017.10.04 16:00:3652PEP.mbuy0.01 / 0.01106.922017.10.04 16:00:36filled1
2017.10.05 19:36:0653PEP.msell0.01 / 0.01110.932017.10.05 19:36:06filled
2017.10.17 17:15:0154PEP.mbuy0.01 / 0.01112.512017.10.17 17:15:01filled1
2017.10.24 17:50:0155PEP.mbuy0.01 / 0.01110.382017.10.24 17:50:01filled2
2017.11.13 17:14:3956PEP.msell0.01 / 0.01113.482017.11.13 17:14:39filled
2017.11.13 17:14:3957PEP.msell0.01 / 0.01113.482017.11.13 17:14:39filled
2017.11.17 16:35:0358PEP.mbuy0.01 / 0.01114.692017.11.17 16:35:03filled1
2017.12.06 22:15:2759PEP.msell0.01 / 0.01118.702017.12.06 22:15:27filled
2017.12.07 22:45:0660PEP.mbuy0.01 / 0.01116.852017.12.07 22:45:06filled1
2018.01.22 16:41:4561PEP.msell0.01 / 0.01120.862018.01.22 16:41:45filled
2018.01.29 22:50:0462PEP.mbuy0.01 / 0.01119.852018.01.29 22:50:04filled1
2018.02.05 20:00:0563PEP.mbuy0.01 / 0.01117.702018.02.05 20:00:05filled2
2018.02.05 22:10:0364PEP.msell0.01 / 0.01115.372018.02.05 22:10:03filled
2018.02.05 22:10:0365PEP.msell0.01 / 0.01115.372018.02.05 22:10:03filled
2018.02.14 16:45:0366PEP.mbuy0.01 / 0.01110.252018.02.14 16:45:03filled1
2018.02.22 16:23:3667PEP.mbuy0.01 / 0.01108.032018.02.22 16:23:36filled2
2018.02.26 22:39:2768PEP.msell0.01 / 0.01111.152018.02.26 22:39:27filled
2018.02.26 22:39:2769PEP.msell0.01 / 0.01111.152018.02.26 22:39:27filled
2018.03.01 16:30:0170PEP.mbuy0.01 / 0.01109.292018.03.01 16:30:01filled1
2018.03.13 16:30:0671PEP.msell0.01 / 0.01113.312018.03.13 16:30:06filled
2018.03.21 16:45:0372PEP.mbuy0.01 / 0.01109.162018.03.21 16:45:03filled1
2018.03.23 22:05:0673PEP.mbuy0.01 / 0.01106.992018.03.23 22:05:06filled2
2018.03.28 19:45:3974PEP.msell0.01 / 0.01110.082018.03.28 19:45:39filled
2018.03.28 19:45:3975PEP.msell0.01 / 0.01110.082018.03.28 19:45:39filled
2018.04.06 22:00:0576PEP.mbuy0.01 / 0.01109.022018.04.06 22:00:05filled1
2018.04.18 20:05:0177PEP.mbuy0.01 / 0.01106.912018.04.18 20:05:01filled2
2018.04.20 16:35:0378PEP.msell0.01 / 0.01104.732018.04.20 16:35:03filled
2018.04.20 16:35:0379PEP.msell0.01 / 0.01104.732018.04.20 16:35:03filled
2018.05.08 16:35:0080PEP.mbuy0.01 / 0.0197.632018.05.08 16:35:00filled1
2018.05.30 18:05:5481PEP.msell0.01 / 0.01101.652018.05.30 18:05:54filled
2018.05.31 16:35:1682PEP.mbuy0.01 / 0.01100.422018.05.31 16:35:16filled1
2018.06.12 22:51:2983PEP.msell0.01 / 0.01104.432018.06.12 22:51:29filled
2018.07.09 16:35:0684PEP.mbuy0.01 / 0.01108.612018.07.09 16:35:06filled1
2018.07.10 16:56:2185PEP.msell0.01 / 0.01112.642018.07.10 16:56:21filled
2018.07.12 21:25:0486PEP.mbuy0.01 / 0.01111.062018.07.12 21:25:04filled1
2018.07.19 16:31:0487PEP.msell0.01 / 0.01115.182018.07.19 16:31:04filled
2018.08.07 16:35:0788PEP.mbuy0.01 / 0.01114.812018.08.07 16:35:07filled1
2018.08.10 22:05:2089PEP.mbuy0.01 / 0.01112.632018.08.10 22:05:20filled2
2018.08.20 16:50:1690PEP.msell0.01 / 0.01115.772018.08.20 16:50:16filled
2018.08.20 16:50:1691PEP.msell0.01 / 0.01115.772018.08.20 16:50:16filled
2018.08.22 16:35:0892PEP.mbuy0.01 / 0.01113.132018.08.22 16:35:08filled1
2018.08.28 22:45:0493PEP.mbuy0.01 / 0.01110.972018.08.28 22:45:04filled2
2018.09.12 16:59:0394PEP.msell0.01 / 0.01114.062018.09.12 16:59:03filled
2018.09.12 16:59:0395PEP.msell0.01 / 0.01114.062018.09.12 16:59:03filled
2018.09.18 16:35:0796PEP.mbuy0.01 / 0.01114.012018.09.18 16:35:07filled1
2018.09.26 16:35:0897PEP.mbuy0.01 / 0.01111.782018.09.26 16:35:08filled2
2018.10.02 16:35:0798PEP.msell0.01 / 0.01108.522018.10.02 16:35:07filled
2018.10.02 16:35:0799PEP.msell0.01 / 0.01108.522018.10.02 16:35:07filled
2018.10.03 21:45:07100PEP.mbuy0.01 / 0.01107.492018.10.03 21:45:07filled1
2018.10.11 21:45:08101PEP.mbuy0.01 / 0.01105.302018.10.11 21:45:08filled2
2018.10.17 19:18:21102PEP.msell0.01 / 0.01108.402018.10.17 19:18:21filled
2018.10.17 19:18:21103PEP.msell0.01 / 0.01108.402018.10.17 19:18:21filled
2018.10.23 17:05:13104PEP.mbuy0.01 / 0.01108.492018.10.23 17:05:13filled1
2018.10.24 18:33:05105PEP.msell0.01 / 0.01112.572018.10.24 18:33:05filled
2018.10.26 16:55:14106PEP.mbuy0.01 / 0.01110.712018.10.26 16:55:14filled1
2018.11.06 16:50:03107PEP.msell0.01 / 0.01114.752018.11.06 16:50:03filled
2018.12.14 18:25:04108PEP.mbuy0.01 / 0.01114.862018.12.14 18:25:04filled1
2018.12.17 22:30:07109PEP.mbuy0.01 / 0.01112.652018.12.17 22:30:07filled2
2018.12.19 22:00:03110PEP.msell0.01 / 0.01110.392018.12.19 22:00:03filled
2018.12.19 22:00:03111PEP.msell0.01 / 0.01110.392018.12.19 22:00:03filled
Сделки
Время Сделка Symbol Тип Направление Объем Цена Ордер Комиссия Своп Прибыль Баланс Комментарий
2016.01.01 00:00:001balance0.000.00200.00200.00
2016.01.15 16:35:032PEP.mbuyin0.0193.8820.000.000.00200.001
2016.01.28 21:32:113PEP.msellout0.0197.8930.000.004.01204.01
2016.02.11 16:30:014PEP.mbuyin0.0196.7340.000.000.00204.011
2016.03.10 16:39:005PEP.msellout0.01100.7450.000.004.01208.02
2016.03.16 17:30:056PEP.mbuyin0.01100.0760.000.000.00208.021
2016.04.08 16:31:267PEP.msellout0.01104.0870.000.004.01212.03
2016.04.14 16:30:018PEP.mbuyin0.01102.7580.000.000.00212.031
2016.04.21 16:50:059PEP.mbuyin0.01100.5090.000.000.00212.032
2016.05.02 16:38:4310PEP.msellout0.01103.63100.000.003.13215.16
2016.05.02 16:38:4311PEP.msellout0.01103.63110.000.000.88216.04
2016.05.13 21:10:0212PEP.mbuyin0.01104.48120.000.000.00216.041
2016.05.17 19:55:0513PEP.mbuyin0.01102.37130.000.000.00216.042
2016.05.20 19:40:0514PEP.msellout0.01100.22140.000.00-2.15213.89
2016.05.20 19:40:0515PEP.msellout0.01100.22150.000.00-4.26209.63
2016.06.14 16:40:0116PEP.mbuyin0.01102.29160.000.000.00209.631
2016.07.01 16:30:0217PEP.msellout0.01106.31170.000.004.02213.65
2016.07.27 16:35:0118PEP.mbuyin0.01107.47180.000.000.00213.651
2016.09.09 17:00:0119PEP.mbuyin0.01105.32190.000.000.00213.652
2016.09.29 15:00:3220PEP.msellout0.01110.60200.000.005.28218.93
2016.09.29 15:00:3221PEP.msellout0.01110.60210.000.003.13222.06
2016.10.03 16:55:0322PEP.mbuyin0.01107.71220.000.000.00222.061
2016.10.11 18:05:0423PEP.mbuyin0.01105.54230.000.000.00222.062
2016.11.08 19:10:3124PEP.msellout0.01108.64240.000.003.10225.16
2016.11.08 19:10:3125PEP.msellout0.01108.64250.000.000.93226.09
2016.11.09 16:30:0026PEP.mbuyin0.01106.47260.000.000.00226.091
2016.11.10 16:45:0427PEP.mbuyin0.01103.92270.000.000.00226.092
2016.11.14 17:35:0428PEP.msellout0.01101.80280.000.00-2.12223.97
2016.11.14 17:35:0429PEP.msellout0.01101.80290.000.00-4.67219.30
2016.11.23 17:35:0630PEP.mbuyin0.01102.10300.000.000.00219.301
2016.12.01 16:35:0231PEP.mbuyin0.0199.21310.000.000.00219.302
2016.12.07 22:09:0232PEP.msellout0.01102.67320.000.003.46222.76
2016.12.07 22:09:0233PEP.msellout0.01102.67330.000.000.57223.33
2016.12.28 16:45:0334PEP.mbuyin0.01104.67340.000.000.00223.331
2017.01.10 16:45:0235PEP.mbuyin0.01102.52350.000.000.00223.332
2017.02.03 19:40:3336PEP.msellout0.01105.60360.000.003.08226.41
2017.02.03 19:40:3337PEP.msellout0.01105.60370.000.000.93227.34
2017.02.09 16:35:0238PEP.mbuyin0.01105.10380.000.000.00227.341
2017.02.21 16:58:0639PEP.msellout0.01109.12390.000.004.02231.36
2017.03.01 16:35:0140PEP.mbuyin0.01109.27400.000.000.00231.361
2017.04.12 17:01:3041PEP.msellout0.01113.30410.000.004.03235.39
2017.04.26 16:35:0142PEP.mbuyin0.01112.24420.000.000.00235.391
2017.05.24 21:53:0343PEP.msellout0.01116.27430.000.004.03239.42
2017.06.01 16:45:0444PEP.mbuyin0.01116.58440.000.000.00239.421
2017.07.10 21:15:0645PEP.mbuyin0.01114.37450.000.000.00239.422
2017.07.27 16:33:2446PEP.msellout0.01117.49460.000.003.12242.54
2017.07.27 16:33:2447PEP.msellout0.01117.49470.000.000.91243.45
2017.08.02 16:35:0148PEP.mbuyin0.01115.55480.000.000.00243.451
2017.09.20 21:15:0149PEP.mbuyin0.01113.40490.000.000.00243.452
2017.09.27 16:50:0450PEP.msellout0.01111.15500.000.00-2.25241.20
2017.09.27 16:50:0451PEP.msellout0.01111.15510.000.00-4.40236.80
2017.10.04 16:00:3652PEP.mbuyin0.01106.92520.000.000.00236.801
2017.10.05 19:36:0653PEP.msellout0.01110.93530.000.004.01240.81
2017.10.17 17:15:0154PEP.mbuyin0.01112.51540.000.000.00240.811
2017.10.24 17:50:0155PEP.mbuyin0.01110.38550.000.000.00240.812
2017.11.13 17:14:3956PEP.msellout0.01113.48560.000.003.10243.91
2017.11.13 17:14:3957PEP.msellout0.01113.48570.000.000.97244.88
2017.11.17 16:35:0358PEP.mbuyin0.01114.69580.000.000.00244.881
2017.12.06 22:15:2759PEP.msellout0.01118.70590.000.004.01248.89
2017.12.07 22:45:0660PEP.mbuyin0.01116.85600.000.000.00248.891
2018.01.22 16:41:4561PEP.msellout0.01120.86610.000.004.01252.90
2018.01.29 22:50:0462PEP.mbuyin0.01119.85620.000.000.00252.901
2018.02.05 20:00:0563PEP.mbuyin0.01117.70630.000.000.00252.902
2018.02.05 22:10:0364PEP.msellout0.01115.37640.000.00-2.33250.57
2018.02.05 22:10:0365PEP.msellout0.01115.37650.000.00-4.48246.09
2018.02.14 16:45:0366PEP.mbuyin0.01110.25660.000.000.00246.091
2018.02.22 16:23:3667PEP.mbuyin0.01108.03670.000.000.00246.092
2018.02.26 22:39:2768PEP.msellout0.01111.15680.000.003.12249.21
2018.02.26 22:39:2769PEP.msellout0.01111.15690.000.000.90250.11
2018.03.01 16:30:0170PEP.mbuyin0.01109.29700.000.000.00250.111
2018.03.13 16:30:0671PEP.msellout0.01113.31710.000.004.02254.13
2018.03.21 16:45:0372PEP.mbuyin0.01109.16720.000.000.00254.131
2018.03.23 22:05:0673PEP.mbuyin0.01106.99730.000.000.00254.132
2018.03.28 19:45:3974PEP.msellout0.01110.08740.000.003.09257.22
2018.03.28 19:45:3975PEP.msellout0.01110.08750.000.000.92258.14
2018.04.06 22:00:0576PEP.mbuyin0.01109.02760.000.000.00258.141
2018.04.18 20:05:0177PEP.mbuyin0.01106.91770.000.000.00258.142
2018.04.20 16:35:0378PEP.msellout0.01104.73780.000.00-2.18255.96
2018.04.20 16:35:0379PEP.msellout0.01104.73790.000.00-4.29251.67
2018.05.08 16:35:0080PEP.mbuyin0.0197.63800.000.000.00251.671
2018.05.30 18:05:5481PEP.msellout0.01101.65810.000.004.02255.69
2018.05.31 16:35:1682PEP.mbuyin0.01100.42820.000.000.00255.691
2018.06.12 22:51:2983PEP.msellout0.01104.43830.000.004.01259.70
2018.07.09 16:35:0684PEP.mbuyin0.01108.61840.000.000.00259.701
2018.07.10 16:56:2185PEP.msellout0.01112.64850.000.004.03263.73
2018.07.12 21:25:0486PEP.mbuyin0.01111.06860.000.000.00263.731
2018.07.19 16:31:0487PEP.msellout0.01115.18870.000.004.12267.85
2018.08.07 16:35:0788PEP.mbuyin0.01114.81880.000.000.00267.851
2018.08.10 22:05:2089PEP.mbuyin0.01112.63890.000.000.00267.852
2018.08.20 16:50:1690PEP.msellout0.01115.77900.000.003.14270.99
2018.08.20 16:50:1691PEP.msellout0.01115.77910.000.000.96271.95
2018.08.22 16:35:0892PEP.mbuyin0.01113.13920.000.000.00271.951
2018.08.28 22:45:0493PEP.mbuyin0.01110.97930.000.000.00271.952
2018.09.12 16:59:0394PEP.msellout0.01114.06940.000.003.09275.04
2018.09.12 16:59:0395PEP.msellout0.01114.06950.000.000.93275.97
2018.09.18 16:35:0796PEP.mbuyin0.01114.01960.000.000.00275.971
2018.09.26 16:35:0897PEP.mbuyin0.01111.78970.000.000.00275.972
2018.10.02 16:35:0798PEP.msellout0.01108.52980.000.00-3.26272.71
2018.10.02 16:35:0799PEP.msellout0.01108.52990.000.00-5.49267.22
2018.10.03 21:45:07100PEP.mbuyin0.01107.491000.000.000.00267.221
2018.10.11 21:45:08101PEP.mbuyin0.01105.301010.000.000.00267.222
2018.10.17 19:18:21102PEP.msellout0.01108.401020.000.003.10270.32
2018.10.17 19:18:21103PEP.msellout0.01108.401030.000.000.91271.23
2018.10.23 17:05:13104PEP.mbuyin0.01108.491040.000.000.00271.231
2018.10.24 18:33:05105PEP.msellout0.01112.571050.000.004.08275.31
2018.10.26 16:55:14106PEP.mbuyin0.01110.711060.000.000.00275.311
2018.11.06 16:50:03107PEP.msellout0.01114.751070.000.004.04279.35
2018.12.14 18:25:04108PEP.mbuyin0.01114.861080.000.000.00279.351
2018.12.17 22:30:07109PEP.mbuyin0.01112.651090.000.000.00279.352
2018.12.19 22:00:03110PEP.msellout0.01110.391100.000.00-2.26277.09
2018.12.19 22:00:03111PEP.msellout0.01110.391110.000.00-4.47272.62
0.00 0.00 72.62 272.62