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=true
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=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: 19497 Тики: 1540474 Символы: 1
Чистая прибыль: 26.89 Абсолютная просадка по балансу: 4.00 Абсолютная просадка по средствам: 4.52
Общая прибыль: 53.59 Максимальная просадка по балансу: 12.22 (5.87%) Максимальная просадка по средствам: 14.96 (7.10%)
Общий убыток: -26.70 Относительная просадка по балансу: 5.87% (12.22) Относительная просадка по средствам: 7.10% (14.96)
Прибыльность: 2.01 Матожидание выигрыша: 0.93 Уровень маржи: 961.94%
Фактор восстановления: 1.80 Коэффициент Шарпа: 0.33 Z-Счет: -2.35 (98.12%)
AHPR: 1.0045 (0.45%) LR Correlation: 0.92 Результат OnTester: 0
GHPR: 1.0044 (0.44%) LR Standard Error: 4.51
Всего трейдов: 29 Короткие трейды (% выигравших): 0 (0.00%) Длинные трейды (% выигравших): 29 (65.52%)
Всего сделок: 58 Прибыльные трейды (% от всех): 19 (65.52%) Убыточные трейды (% от всех): 10 (34.48%)
Самый большой прибыльный трейд: 4.36 Самый большой убыточный трейд: -4.01
Средний прибыльный трейд: 2.82 Средний убыточный трейд: -2.67
Максимальное количество непрерывных выигрышей (прибыль): 8 (24.66) Максимальное количество непрерывных проигрышей (убыток): 4 (-12.22)
Макс. непрерывная прибыль (число выигрышей): 24.66 (8) Макс. непрерывный убыток (число проигрышей): -12.22 (4)
Средний непрерывный выигрыш: 5 Средний непрерывный проигрыш: 3
Graph
Graph
Correlation (Profits,MFE): 0.74 Correlation (Profits,MAE): 0.69 Correlation (MFE,MAE): 0.5437
Graph
Минимальное время удержания позиции: 1:55:02 Максимальное время удержания позиции: 286:10:36 Среднее время удержания позиции: 97:45:26
Graph
Ордера
Время открытия Ордер Символ Тип Объем Цена S / L T / P Время Состояние Комментарий
2019.01.16 22:05:082BRK.B.mbuy0.01 / 0.01199.632019.01.16 22:05:08filled1
2019.01.17 16:30:053BRK.B.mbuy0.01 / 0.01197.772019.01.17 16:30:05filled2
2019.01.18 16:31:234BRK.B.msell0.01 / 0.01200.802019.01.18 16:31:23filled
2019.01.18 16:31:235BRK.B.msell0.01 / 0.01200.802019.01.18 16:31:23filled
2019.01.25 16:35:076BRK.B.mbuy0.01 / 0.01203.002019.01.25 16:35:07filled1
2019.01.28 16:40:047BRK.B.mbuy0.01 / 0.01201.062019.01.28 16:40:04filled2
2019.01.30 16:35:058BRK.B.msell0.01 / 0.01204.042019.01.30 16:35:05filled
2019.01.30 16:35:059BRK.B.msell0.01 / 0.01204.042019.01.30 16:35:05filled
2019.02.12 16:35:0410BRK.B.mbuy0.01 / 0.01205.602019.02.12 16:35:04filled1
2019.02.14 16:40:0711BRK.B.mbuy0.01 / 0.01203.612019.02.14 16:40:07filled2
2019.02.14 18:35:0912BRK.B.msell0.01 / 0.01201.602019.02.14 18:35:09filled
2019.02.14 18:35:0913BRK.B.msell0.01 / 0.01201.602019.02.14 18:35:09filled
2019.03.01 16:35:1414BRK.B.mbuy0.01 / 0.01203.582019.03.01 16:35:14filled1
2019.03.04 19:15:0715BRK.B.mbuy0.01 / 0.01201.772019.03.04 19:15:07filled2
2019.03.07 16:40:1416BRK.B.msell0.01 / 0.01199.572019.03.07 16:40:14filled
2019.03.07 16:40:1417BRK.B.msell0.01 / 0.01199.572019.03.07 16:40:14filled
2019.03.11 15:40:0618BRK.B.mbuy0.01 / 0.01200.102019.03.11 15:40:06filled1
2019.03.13 16:32:1719BRK.B.msell0.01 / 0.01204.112019.03.13 16:32:17filled
2019.03.15 19:10:2420BRK.B.mbuy0.01 / 0.01206.122019.03.15 19:10:24filled1
2019.03.15 21:15:0721BRK.B.mbuy0.01 / 0.01204.262019.03.15 21:15:07filled2
2019.03.19 15:30:0522BRK.B.msell0.01 / 0.01207.302019.03.19 15:30:05filled
2019.03.19 15:30:0523BRK.B.msell0.01 / 0.01207.302019.03.19 15:30:05filled
2019.04.01 16:40:0424BRK.B.mbuy0.01 / 0.01203.012019.04.01 16:40:04filled1
2019.04.12 16:31:1625BRK.B.msell0.01 / 0.01207.372019.04.12 16:31:16filled
2019.04.16 16:40:1226BRK.B.mbuy0.01 / 0.01211.602019.04.16 16:40:12filled1
2019.04.22 16:31:0527BRK.B.mbuy0.01 / 0.01209.712019.04.22 16:31:05filled2
2019.04.26 16:34:3928BRK.B.msell0.01 / 0.01212.662019.04.26 16:34:39filled
2019.04.26 16:34:3929BRK.B.msell0.01 / 0.01212.662019.04.26 16:34:39filled
2019.06.04 16:35:0430BRK.B.mbuy0.01 / 0.01200.622019.06.04 16:35:04filled1
2019.06.06 20:28:1931BRK.B.msell0.01 / 0.01204.642019.06.06 20:28:19filled
2019.06.18 17:55:0632BRK.B.mbuy0.01 / 0.01206.372019.06.18 17:55:06filled1
2019.06.27 16:46:5333BRK.B.msell0.01 / 0.01210.412019.06.27 16:46:53filled
2019.07.10 16:35:0534BRK.B.mbuy0.01 / 0.01216.232019.07.10 16:35:05filled1
2019.07.10 22:05:0835BRK.B.mbuy0.01 / 0.01214.412019.07.10 22:05:08filled2
2019.07.12 18:00:1036BRK.B.msell0.01 / 0.01212.482019.07.12 18:00:10filled
2019.07.12 18:00:1037BRK.B.msell0.01 / 0.01212.482019.07.12 18:00:10filled
2019.08.27 16:35:0438BRK.B.mbuy0.01 / 0.01201.092019.08.27 16:35:04filled1
2019.08.27 18:20:0439BRK.B.mbuy0.01 / 0.01199.142019.08.27 18:20:04filled2
2019.08.29 16:32:1140BRK.B.msell0.01 / 0.01202.272019.08.29 16:32:11filled
2019.08.29 16:32:1141BRK.B.msell0.01 / 0.01202.272019.08.29 16:32:11filled
2019.09.05 16:35:0642BRK.B.mbuy0.01 / 0.01204.202019.09.05 16:35:06filled1
2019.09.11 16:47:4143BRK.B.msell0.01 / 0.01208.312019.09.11 16:47:41filled
2019.10.04 16:45:0244BRK.B.mbuy0.01 / 0.01206.242019.10.04 16:45:02filled1
2019.10.08 22:50:0245BRK.B.mbuy0.01 / 0.01204.322019.10.08 22:50:02filled2
2019.10.10 16:50:5846BRK.B.msell0.01 / 0.01207.412019.10.10 16:50:58filled
2019.10.10 16:50:5847BRK.B.msell0.01 / 0.01207.412019.10.10 16:50:58filled
2019.10.15 17:40:0348BRK.B.mbuy0.01 / 0.01209.642019.10.15 17:40:03filled1
2019.10.31 15:50:3949BRK.B.msell0.01 / 0.01213.652019.10.31 15:50:39filled
2019.11.05 16:45:0650BRK.B.mbuy0.01 / 0.01219.862019.11.05 16:45:06filled1
2019.11.20 16:35:0551BRK.B.mbuy0.01 / 0.01218.012019.11.20 16:35:05filled2
2019.11.20 20:35:0452BRK.B.msell0.01 / 0.01216.042019.11.20 20:35:04filled
2019.11.20 20:35:0453BRK.B.msell0.01 / 0.01216.042019.11.20 20:35:04filled
2019.12.06 16:35:0754BRK.B.mbuy0.01 / 0.01222.062019.12.06 16:35:07filled1
2019.12.12 22:45:0355BRK.B.msell0.01 / 0.01226.082019.12.12 22:45:03filled
2019.12.16 17:35:0856BRK.B.mbuy0.01 / 0.01227.712019.12.16 17:35:08filled1
2019.12.18 19:15:0957BRK.B.mbuy0.01 / 0.01225.842019.12.18 19:15:09filled2
2019.12.31 23:59:5558BRK.B.msell0.01 / 0.01225.272019.12.31 23:59:55filledend of test
2019.12.31 23:59:5559BRK.B.msell0.01 / 0.01225.272019.12.31 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
2019.01.16 22:05:082BRK.B.mbuyin0.01199.6320.000.000.00200.001
2019.01.17 16:30:053BRK.B.mbuyin0.01197.7730.000.000.00200.002
2019.01.18 16:31:234BRK.B.msellout0.01200.8040.000.003.03203.03
2019.01.18 16:31:235BRK.B.msellout0.01200.8050.000.001.17204.20
2019.01.25 16:35:076BRK.B.mbuyin0.01203.0060.000.000.00204.201
2019.01.28 16:40:047BRK.B.mbuyin0.01201.0670.000.000.00204.202
2019.01.30 16:35:058BRK.B.msellout0.01204.0480.000.002.98207.18
2019.01.30 16:35:059BRK.B.msellout0.01204.0490.000.001.04208.22
2019.02.12 16:35:0410BRK.B.mbuyin0.01205.60100.000.000.00208.221
2019.02.14 16:40:0711BRK.B.mbuyin0.01203.61110.000.000.00208.222
2019.02.14 18:35:0912BRK.B.msellout0.01201.60120.000.00-2.01206.21
2019.02.14 18:35:0913BRK.B.msellout0.01201.60130.000.00-4.00202.21
2019.03.01 16:35:1414BRK.B.mbuyin0.01203.58140.000.000.00202.211
2019.03.04 19:15:0715BRK.B.mbuyin0.01201.77150.000.000.00202.212
2019.03.07 16:40:1416BRK.B.msellout0.01199.57160.000.00-2.20200.01
2019.03.07 16:40:1417BRK.B.msellout0.01199.57170.000.00-4.01196.00
2019.03.11 15:40:0618BRK.B.mbuyin0.01200.10180.000.000.00196.001
2019.03.13 16:32:1719BRK.B.msellout0.01204.11190.000.004.01200.01
2019.03.15 19:10:2420BRK.B.mbuyin0.01206.12200.000.000.00200.011
2019.03.15 21:15:0721BRK.B.mbuyin0.01204.26210.000.000.00200.012
2019.03.19 15:30:0522BRK.B.msellout0.01207.30220.000.003.04203.05
2019.03.19 15:30:0523BRK.B.msellout0.01207.30230.000.001.18204.23
2019.04.01 16:40:0424BRK.B.mbuyin0.01203.01240.000.000.00204.231
2019.04.12 16:31:1625BRK.B.msellout0.01207.37250.000.004.36208.59
2019.04.16 16:40:1226BRK.B.mbuyin0.01211.60260.000.000.00208.591
2019.04.22 16:31:0527BRK.B.mbuyin0.01209.71270.000.000.00208.592
2019.04.26 16:34:3928BRK.B.msellout0.01212.66280.000.002.95211.54
2019.04.26 16:34:3929BRK.B.msellout0.01212.66290.000.001.06212.60
2019.06.04 16:35:0430BRK.B.mbuyin0.01200.62300.000.000.00212.601
2019.06.06 20:28:1931BRK.B.msellout0.01204.64310.000.004.02216.62
2019.06.18 17:55:0632BRK.B.mbuyin0.01206.37320.000.000.00216.621
2019.06.27 16:46:5333BRK.B.msellout0.01210.41330.000.004.04220.66
2019.07.10 16:35:0534BRK.B.mbuyin0.01216.23340.000.000.00220.661
2019.07.10 22:05:0835BRK.B.mbuyin0.01214.41350.000.000.00220.662
2019.07.12 18:00:1036BRK.B.msellout0.01212.48360.000.00-1.93218.73
2019.07.12 18:00:1037BRK.B.msellout0.01212.48370.000.00-3.75214.98
2019.08.27 16:35:0438BRK.B.mbuyin0.01201.09380.000.000.00214.981
2019.08.27 18:20:0439BRK.B.mbuyin0.01199.14390.000.000.00214.982
2019.08.29 16:32:1140BRK.B.msellout0.01202.27400.000.003.13218.11
2019.08.29 16:32:1141BRK.B.msellout0.01202.27410.000.001.18219.29
2019.09.05 16:35:0642BRK.B.mbuyin0.01204.20420.000.000.00219.291
2019.09.11 16:47:4143BRK.B.msellout0.01208.31430.000.004.11223.40
2019.10.04 16:45:0244BRK.B.mbuyin0.01206.24440.000.000.00223.401
2019.10.08 22:50:0245BRK.B.mbuyin0.01204.32450.000.000.00223.402
2019.10.10 16:50:5846BRK.B.msellout0.01207.41460.000.003.09226.49
2019.10.10 16:50:5847BRK.B.msellout0.01207.41470.000.001.17227.66
2019.10.15 17:40:0348BRK.B.mbuyin0.01209.64480.000.000.00227.661
2019.10.31 15:50:3949BRK.B.msellout0.01213.65490.000.004.01231.67
2019.11.05 16:45:0650BRK.B.mbuyin0.01219.86500.000.000.00231.671
2019.11.20 16:35:0551BRK.B.mbuyin0.01218.01510.000.000.00231.672
2019.11.20 20:35:0452BRK.B.msellout0.01216.04520.000.00-1.97229.70
2019.11.20 20:35:0453BRK.B.msellout0.01216.04530.000.00-3.82225.88
2019.12.06 16:35:0754BRK.B.mbuyin0.01222.06540.000.000.00225.881
2019.12.12 22:45:0355BRK.B.msellout0.01226.08550.000.004.02229.90
2019.12.16 17:35:0856BRK.B.mbuyin0.01227.71560.000.000.00229.901
2019.12.18 19:15:0957BRK.B.mbuyin0.01225.84570.000.000.00229.902
2019.12.31 23:59:5558BRK.B.msellout0.01225.27580.000.00-0.57229.33end of test
2019.12.31 23:59:5559BRK.B.msellout0.01225.27590.000.00-2.44226.89end of test
0.00 0.00 26.89 226.89