Отчет Тестера стратегий
RoboForex-MetaTrader 5 (Build 2363)
Настройки
Советник: griderKatMultiEA
Символ: WMT.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=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=true
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: 19498 Тики: 1495442 Символы: 1
Чистая прибыль: 66.02 Абсолютная просадка по балансу: 1.54 Абсолютная просадка по средствам: 3.54
Общая прибыль: 108.24 Максимальная просадка по балансу: 18.18 (7.60%) Максимальная просадка по средствам: 20.70 (8.62%)
Общий убыток: -42.22 Относительная просадка по балансу: 7.60% (18.18) Относительная просадка по средствам: 8.62% (20.70)
Прибыльность: 2.56 Матожидание выигрыша: 2.64 Уровень маржи: 987.44%
Фактор восстановления: 3.19 Коэффициент Шарпа: 0.43 Z-Счет: -1.92 (94.51%)
AHPR: 1.0119 (1.19%) LR Correlation: 0.94 Результат OnTester: 0
GHPR: 1.0115 (1.15%) LR Standard Error: 8.27
Всего трейдов: 25 Короткие трейды (% выигравших): 0 (0.00%) Длинные трейды (% выигравших): 25 (60.00%)
Всего сделок: 50 Прибыльные трейды (% от всех): 15 (60.00%) Убыточные трейды (% от всех): 10 (40.00%)
Самый большой прибыльный трейд: 14.30 Самый большой убыточный трейд: -6.04
Средний прибыльный трейд: 7.22 Средний убыточный трейд: -4.22
Максимальное количество непрерывных выигрышей (прибыль): 7 (51.44) Максимальное количество непрерывных проигрышей (убыток): 4 (-18.18)
Макс. непрерывная прибыль (число выигрышей): 51.44 (7) Макс. непрерывный убыток (число проигрышей): -18.18 (4)
Средний непрерывный выигрыш: 4 Средний непрерывный проигрыш: 3
Graph
Graph
Correlation (Profits,MFE): 0.93 Correlation (Profits,MAE): 0.80 Correlation (MFE,MAE): 0.6729
Graph
Минимальное время удержания позиции: 23:31:05 Максимальное время удержания позиции: 717:30:54 Среднее время удержания позиции: 162:20:44
Graph
Ордера
Время открытия Ордер Символ Тип Объем Цена S / L T / P Время Состояние Комментарий
2019.01.10 16:35:062WMT.mbuy0.02 / 0.0293.882019.01.10 16:35:06filled1
2019.01.18 18:46:573WMT.msell0.02 / 0.0297.902019.01.18 18:46:57filled
2019.01.24 16:40:074WMT.mbuy0.02 / 0.0296.652019.01.24 16:40:07filled1
2019.01.30 16:50:085WMT.mbuy0.02 / 0.0295.312019.01.30 16:50:08filled2
2019.02.01 16:55:046WMT.msell0.02 / 0.0293.902019.02.01 16:55:04filled
2019.02.01 16:55:047WMT.msell0.02 / 0.0293.902019.02.01 16:55:04filled
2019.02.08 17:25:038WMT.mbuy0.02 / 0.0295.252019.02.08 17:25:03filled1
2019.02.15 16:34:189WMT.msell0.02 / 0.0299.302019.02.15 16:34:18filled
2019.02.20 16:50:0110WMT.mbuy0.02 / 0.02101.022019.02.20 16:50:01filled1
2019.02.20 17:45:0511WMT.mbuy0.02 / 0.0299.662019.02.20 17:45:05filled2
2019.02.26 16:40:0512WMT.msell0.02 / 0.0298.002019.02.26 16:40:05filled
2019.02.26 16:40:0513WMT.msell0.02 / 0.0298.002019.02.26 16:40:05filled
2019.03.01 19:40:0214WMT.mbuy0.02 / 0.0297.512019.03.01 19:40:02filled1
2019.04.12 17:10:5615WMT.msell0.02 / 0.02101.522019.04.12 17:10:56filled
2019.04.26 16:35:0716WMT.mbuy0.02 / 0.02100.312019.04.26 16:35:07filled1
2019.05.09 17:35:1117WMT.mbuy0.02 / 0.0299.072019.05.09 17:35:11filled2
2019.05.10 21:53:1618WMT.msell0.02 / 0.02101.712019.05.10 21:53:16filled
2019.05.10 21:53:1619WMT.msell0.02 / 0.02101.712019.05.10 21:53:16filled
2019.05.15 17:00:0320WMT.mbuy0.02 / 0.0299.302019.05.15 17:00:03filled1
2019.05.16 16:31:0821WMT.msell0.02 / 0.02103.522019.05.16 16:31:08filled
2019.05.23 17:20:0122WMT.mbuy0.02 / 0.02100.972019.05.23 17:20:01filled1
2019.06.06 17:43:4223WMT.msell0.02 / 0.02105.012019.06.06 17:43:42filled
2019.06.27 16:40:0724WMT.mbuy0.02 / 0.02109.812019.06.27 16:40:07filled1
2019.07.11 22:50:1825WMT.msell0.02 / 0.02113.832019.07.11 22:50:18filled
2019.07.22 16:50:0626WMT.mbuy0.02 / 0.02113.642019.07.22 16:50:06filled1
2019.07.22 22:30:0427WMT.mbuy0.02 / 0.02112.422019.07.22 22:30:04filled2
2019.07.31 21:40:0328WMT.msell0.02 / 0.02110.682019.07.31 21:40:03filled
2019.07.31 21:40:0329WMT.msell0.02 / 0.02110.682019.07.31 21:40:03filled
2019.08.01 20:45:0730WMT.mbuy0.02 / 0.02110.222019.08.01 20:45:07filled1
2019.08.02 16:31:0231WMT.mbuy0.02 / 0.02108.912019.08.02 16:31:02filled2
2019.08.05 16:31:0532WMT.msell0.02 / 0.02107.372019.08.05 16:31:05filled
2019.08.05 16:31:0533WMT.msell0.02 / 0.02107.372019.08.05 16:31:05filled
2019.08.12 16:35:0334WMT.mbuy0.02 / 0.02105.532019.08.12 16:35:03filled1
2019.08.15 16:31:0135WMT.msell0.02 / 0.02112.682019.08.15 16:31:01filled
2019.09.16 18:25:0436WMT.mbuy0.02 / 0.02115.792019.09.16 18:25:04filled1
2019.09.24 17:36:3337WMT.msell0.02 / 0.02119.802019.09.24 17:36:33filled
2019.10.02 18:35:0838WMT.mbuy0.02 / 0.02116.332019.10.02 18:35:08filled1
2019.10.03 17:10:0639WMT.mbuy0.02 / 0.02114.872019.10.03 17:10:06filled2
2019.10.04 17:27:0240WMT.msell0.02 / 0.02117.622019.10.04 17:27:02filled
2019.10.04 17:27:0241WMT.msell0.02 / 0.02117.622019.10.04 17:27:02filled
2019.10.29 15:40:0742WMT.mbuy0.02 / 0.02117.832019.10.29 15:40:07filled1
2019.11.14 16:30:1243WMT.msell0.02 / 0.02124.302019.11.14 16:30:12filled
2019.11.20 18:50:0444WMT.mbuy0.02 / 0.02118.822019.11.20 18:50:04filled1
2019.12.05 17:05:0545WMT.mbuy0.02 / 0.02117.572019.12.05 17:05:05filled2
2019.12.13 20:14:2046WMT.msell0.02 / 0.02120.222019.12.13 20:14:20filled
2019.12.13 20:14:2047WMT.msell0.02 / 0.02120.222019.12.13 20:14:20filled
2019.12.18 17:45:1248WMT.mbuy0.02 / 0.02120.462019.12.18 17:45:12filled1
2019.12.23 20:40:0349WMT.mbuy0.02 / 0.02119.222019.12.23 20:40:03filled2
2019.12.31 23:59:5550WMT.msell0.02 / 0.02118.252019.12.31 23:59:55filledend of test
2019.12.31 23:59:5551WMT.msell0.02 / 0.02118.252019.12.31 23:59:55filledend of test
Сделки
Время Сделка Символ Тип Направление Объем Цена Ордер Комиссия Своп Прибыль Баланс Комментарий
2018.12.31 00:00:001balance0.000.00200.00200.00
2019.01.10 16:35:062WMT.mbuyin0.0293.8820.000.000.00200.001
2019.01.18 18:46:573WMT.msellout0.0297.9030.000.008.04208.04
2019.01.24 16:40:074WMT.mbuyin0.0296.6540.000.000.00208.041
2019.01.30 16:50:085WMT.mbuyin0.0295.3150.000.000.00208.042
2019.02.01 16:55:046WMT.msellout0.0293.9060.000.00-2.82205.22
2019.02.01 16:55:047WMT.msellout0.0293.9070.000.00-5.50199.72
2019.02.08 17:25:038WMT.mbuyin0.0295.2580.000.000.00199.721
2019.02.15 16:34:189WMT.msellout0.0299.3090.000.008.10207.82
2019.02.20 16:50:0110WMT.mbuyin0.02101.02100.000.000.00207.821
2019.02.20 17:45:0511WMT.mbuyin0.0299.66110.000.000.00207.822
2019.02.26 16:40:0512WMT.msellout0.0298.00120.000.00-3.32204.50
2019.02.26 16:40:0513WMT.msellout0.0298.00130.000.00-6.04198.46
2019.03.01 19:40:0214WMT.mbuyin0.0297.51140.000.000.00198.461
2019.04.12 17:10:5615WMT.msellout0.02101.52150.000.008.02206.48
2019.04.26 16:35:0716WMT.mbuyin0.02100.31160.000.000.00206.481
2019.05.09 17:35:1117WMT.mbuyin0.0299.07170.000.000.00206.482
2019.05.10 21:53:1618WMT.msellout0.02101.71180.000.005.28211.76
2019.05.10 21:53:1619WMT.msellout0.02101.71190.000.002.80214.56
2019.05.15 17:00:0320WMT.mbuyin0.0299.30200.000.000.00214.561
2019.05.16 16:31:0821WMT.msellout0.02103.52210.000.008.44223.00
2019.05.23 17:20:0122WMT.mbuyin0.02100.97220.000.000.00223.001
2019.06.06 17:43:4223WMT.msellout0.02105.01230.000.008.08231.08
2019.06.27 16:40:0724WMT.mbuyin0.02109.81240.000.000.00231.081
2019.07.11 22:50:1825WMT.msellout0.02113.83250.000.008.04239.12
2019.07.22 16:50:0626WMT.mbuyin0.02113.64260.000.000.00239.121
2019.07.22 22:30:0427WMT.mbuyin0.02112.42270.000.000.00239.122
2019.07.31 21:40:0328WMT.msellout0.02110.68280.000.00-3.48235.64
2019.07.31 21:40:0329WMT.msellout0.02110.68290.000.00-5.92229.72
2019.08.01 20:45:0730WMT.mbuyin0.02110.22300.000.000.00229.721
2019.08.02 16:31:0231WMT.mbuyin0.02108.91310.000.000.00229.722
2019.08.05 16:31:0532WMT.msellout0.02107.37320.000.00-3.08226.64
2019.08.05 16:31:0533WMT.msellout0.02107.37330.000.00-5.70220.94
2019.08.12 16:35:0334WMT.mbuyin0.02105.53340.000.000.00220.941
2019.08.15 16:31:0135WMT.msellout0.02112.68350.000.0014.30235.24
2019.09.16 18:25:0436WMT.mbuyin0.02115.79360.000.000.00235.241
2019.09.24 17:36:3337WMT.msellout0.02119.80370.000.008.02243.26
2019.10.02 18:35:0838WMT.mbuyin0.02116.33380.000.000.00243.261
2019.10.03 17:10:0639WMT.mbuyin0.02114.87390.000.000.00243.262
2019.10.04 17:27:0240WMT.msellout0.02117.62400.000.005.50248.76
2019.10.04 17:27:0241WMT.msellout0.02117.62410.000.002.58251.34
2019.10.29 15:40:0742WMT.mbuyin0.02117.83420.000.000.00251.341
2019.11.14 16:30:1243WMT.msellout0.02124.30430.000.0012.94264.28
2019.11.20 18:50:0444WMT.mbuyin0.02118.82440.000.000.00264.281
2019.12.05 17:05:0545WMT.mbuyin0.02117.57450.000.000.00264.282
2019.12.13 20:14:2046WMT.msellout0.02120.22460.000.005.30269.58
2019.12.13 20:14:2047WMT.msellout0.02120.22470.000.002.80272.38
2019.12.18 17:45:1248WMT.mbuyin0.02120.46480.000.000.00272.381
2019.12.23 20:40:0349WMT.mbuyin0.02119.22490.000.000.00272.382
2019.12.31 23:59:5550WMT.msellout0.02118.25500.000.00-1.94270.44end of test
2019.12.31 23:59:5551WMT.msellout0.02118.25510.000.00-4.42266.02end of test
0.00 0.00 66.02 266.02