Отчет Тестера стратегий
RoboForex-MetaTrader 5 (Build 2375)
Настройки
Советник: griderKatMultiEA
Символ: JNJ.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=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=true
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: 19493 Тики: 1657154 Символы: 1
Чистая прибыль: 54.57 Абсолютная просадка по балансу: 0.59 Абсолютная просадка по средствам: 7.50
Общая прибыль: 96.30 Максимальная просадка по балансу: 38.77 (16.28%) Максимальная просадка по средствам: 44.36 (18.73%)
Общий убыток: -41.73 Относительная просадка по балансу: 16.28% (38.77) Относительная просадка по средствам: 18.73% (44.36)
Прибыльность: 2.31 Матожидание выигрыша: 1.88 Уровень маржи: 468.60%
Фактор восстановления: 1.23 Коэффициент Шарпа: 0.33 Z-Счет: -2.36 (98.17%)
AHPR: 1.0087 (0.87%) LR Correlation: 0.61 Результат OnTester: 0
GHPR: 1.0084 (0.84%) LR Standard Error: 13.34
Всего трейдов: 29 Короткие трейды (% выигравших): 0 (0.00%) Длинные трейды (% выигравших): 29 (79.31%)
Всего сделок: 58 Прибыльные трейды (% от всех): 23 (79.31%) Убыточные трейды (% от всех): 6 (20.69%)
Самый большой прибыльный трейд: 10.76 Самый большой убыточный трейд: -15.06
Средний прибыльный трейд: 4.19 Средний убыточный трейд: -6.95
Максимальное количество непрерывных выигрышей (прибыль): 9 (38.18) Максимальное количество непрерывных проигрышей (убыток): 4 (-38.77)
Макс. непрерывная прибыль (число выигрышей): 38.18 (9) Макс. непрерывный убыток (число проигрышей): -38.77 (4)
Средний непрерывный выигрыш: 8 Средний непрерывный проигрыш: 2
Graph
Graph
Correlation (Profits,MFE): 0.80 Correlation (Profits,MAE): 0.90 Correlation (MFE,MAE): 0.5198
Graph
Минимальное время удержания позиции: 1:10:00 Максимальное время удержания позиции: 1155:17:36 Среднее время удержания позиции: 165:20:52
Graph
Ордера
Время открытия Ордер Символ Тип Объем Цена S / L T / P Время Состояние Комментарий
2019.01.29 16:50:072JNJ.mbuy0.01 / 0.01130.112019.01.29 16:50:07filled1
2019.02.15 22:57:263JNJ.msell0.01 / 0.01136.132019.02.15 22:57:26filled
2019.02.22 18:00:104JNJ.mbuy0.01 / 0.01136.282019.02.22 18:00:10filled1
2019.05.01 21:17:465JNJ.msell0.01 / 0.01142.302019.05.01 21:17:46filled
2019.05.10 22:25:076JNJ.mbuy0.01 / 0.01139.132019.05.10 22:25:07filled1
2019.05.13 16:31:057JNJ.mbuy0.02 / 0.02137.252019.05.13 16:31:05filled2
2019.05.28 16:44:458JNJ.msell0.02 / 0.02139.892019.05.28 16:44:45filled
2019.05.28 16:44:459JNJ.msell0.01 / 0.01139.892019.05.28 16:44:45filled
2019.06.04 16:50:0710JNJ.mbuy0.01 / 0.01133.612019.06.04 16:50:07filled1
2019.06.11 16:31:1311JNJ.msell0.01 / 0.01139.652019.06.11 16:31:13filled
2019.06.12 16:35:0512JNJ.mbuy0.01 / 0.01141.492019.06.12 16:35:05filled1
2019.06.17 16:45:0513JNJ.mbuy0.02 / 0.02139.682019.06.17 16:45:05filled2
2019.06.20 20:40:0614JNJ.msell0.02 / 0.02142.292019.06.20 20:40:06filled
2019.06.20 20:40:0615JNJ.msell0.01 / 0.01142.292019.06.20 20:40:06filled
2019.06.24 16:35:1016JNJ.mbuy0.01 / 0.01142.662019.06.24 16:35:10filled1
2019.06.27 18:30:0117JNJ.mbuy0.02 / 0.02140.832019.06.27 18:30:01filled2
2019.06.28 18:10:1218JNJ.mbuy0.03 / 0.03139.002019.06.28 18:10:12filled3
2019.07.03 16:31:0719JNJ.msell0.03 / 0.03141.342019.07.03 16:31:07filled
2019.07.03 16:31:0720JNJ.msell0.02 / 0.02141.342019.07.03 16:31:07filled
2019.07.03 16:31:0721JNJ.msell0.01 / 0.01141.342019.07.03 16:31:07filled
2019.07.09 16:40:0522JNJ.mbuy0.01 / 0.01142.262019.07.09 16:40:05filled1
2019.07.11 16:35:0623JNJ.mbuy0.02 / 0.02140.422019.07.11 16:35:06filled2
2019.07.12 17:35:0524JNJ.mbuy0.03 / 0.03138.592019.07.12 17:35:05filled3
2019.07.12 18:45:0525JNJ.msell0.03 / 0.03133.572019.07.12 18:45:05filled
2019.07.12 18:45:0526JNJ.msell0.02 / 0.02133.572019.07.12 18:45:05filled
2019.07.12 18:45:0527JNJ.msell0.01 / 0.01133.572019.07.12 18:45:05filled
2019.07.25 16:35:0628JNJ.mbuy0.01 / 0.01130.122019.07.25 16:35:06filled1
2019.08.23 18:25:0829JNJ.mbuy0.02 / 0.02128.282019.08.23 18:25:08filled2
2019.08.27 16:48:2230JNJ.msell0.02 / 0.02130.952019.08.27 16:48:22filled
2019.08.27 16:48:2231JNJ.msell0.01 / 0.01130.952019.08.27 16:48:22filled
2019.09.10 19:25:1032JNJ.mbuy0.01 / 0.01129.222019.09.10 19:25:10filled1
2019.09.27 16:35:0733JNJ.mbuy0.02 / 0.02127.142019.09.27 16:35:07filled2
2019.09.30 16:52:1934JNJ.msell0.02 / 0.02129.842019.09.30 16:52:19filled
2019.09.30 16:52:1935JNJ.msell0.01 / 0.01129.842019.09.30 16:52:19filled
2019.10.02 16:35:0536JNJ.mbuy0.01 / 0.01133.962019.10.02 16:35:05filled1
2019.10.02 17:45:0537JNJ.mbuy0.02 / 0.02132.052019.10.02 17:45:05filled2
2019.10.03 17:15:0738JNJ.mbuy0.03 / 0.03130.102019.10.03 17:15:07filled3
2019.10.04 16:43:3839JNJ.msell0.03 / 0.03132.432019.10.04 16:43:38filled
2019.10.04 16:43:3840JNJ.msell0.02 / 0.02132.432019.10.04 16:43:38filled
2019.10.04 16:43:3841JNJ.msell0.01 / 0.01132.432019.10.04 16:43:38filled
2019.10.11 16:35:0742JNJ.mbuy0.01 / 0.01131.402019.10.11 16:35:07filled1
2019.10.17 17:37:0343JNJ.msell0.01 / 0.01137.412019.10.17 17:37:03filled
2019.10.22 17:20:2044JNJ.mbuy0.01 / 0.01129.902019.10.22 17:20:20filled1
2019.10.24 21:45:0545JNJ.mbuy0.02 / 0.02127.792019.10.24 21:45:05filled2
2019.10.30 15:31:0246JNJ.msell0.02 / 0.02133.172019.10.30 15:31:02filled
2019.10.30 15:31:0247JNJ.msell0.01 / 0.01133.172019.10.30 15:31:02filled
2019.11.08 22:35:0948JNJ.mbuy0.01 / 0.01132.722019.11.08 22:35:09filled1
2019.11.13 17:35:0349JNJ.mbuy0.02 / 0.02130.872019.11.13 17:35:03filled2
2019.11.15 21:46:2350JNJ.msell0.02 / 0.02133.522019.11.15 21:46:23filled
2019.11.15 21:46:2351JNJ.msell0.01 / 0.01133.522019.11.15 21:46:23filled
2019.11.22 16:50:0352JNJ.mbuy0.01 / 0.01137.392019.11.22 16:50:03filled1
2019.11.26 20:15:0653JNJ.mbuy0.02 / 0.02135.392019.11.26 20:15:06filled2
2019.11.27 20:41:2254JNJ.msell0.02 / 0.02138.062019.11.27 20:41:22filled
2019.11.27 20:41:2255JNJ.msell0.01 / 0.01138.062019.11.27 20:41:22filled
2019.12.04 16:35:0556JNJ.mbuy0.01 / 0.01139.022019.12.04 16:35:05filled1
2019.12.19 19:18:1957JNJ.msell0.01 / 0.01145.052019.12.19 19:18:19filled
2019.12.27 16:35:0758JNJ.mbuy0.01 / 0.01146.592019.12.27 16:35:07filled1
2019.12.31 23:59:5559JNJ.msell0.01 / 0.01145.162019.12.31 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
2019.01.29 16:50:072JNJ.mbuyin0.01130.1120.000.000.00200.001
2019.02.15 22:57:263JNJ.msellout0.01136.1330.000.006.02206.02
2019.02.22 18:00:104JNJ.mbuyin0.01136.2840.000.000.00206.021
2019.05.01 21:17:465JNJ.msellout0.01142.3050.000.006.02212.04
2019.05.10 22:25:076JNJ.mbuyin0.01139.1360.000.000.00212.041
2019.05.13 16:31:057JNJ.mbuyin0.02137.2570.000.000.00212.042
2019.05.28 16:44:458JNJ.msellout0.02139.8980.000.005.28217.32
2019.05.28 16:44:459JNJ.msellout0.01139.8990.000.000.76218.08
2019.06.04 16:50:0710JNJ.mbuyin0.01133.61100.000.000.00218.081
2019.06.11 16:31:1311JNJ.msellout0.01139.65110.000.006.04224.12
2019.06.12 16:35:0512JNJ.mbuyin0.01141.49120.000.000.00224.121
2019.06.17 16:45:0513JNJ.mbuyin0.02139.68130.000.000.00224.122
2019.06.20 20:40:0614JNJ.msellout0.02142.29140.000.005.22229.34
2019.06.20 20:40:0615JNJ.msellout0.01142.29150.000.000.80230.14
2019.06.24 16:35:1016JNJ.mbuyin0.01142.66160.000.000.00230.141
2019.06.27 18:30:0117JNJ.mbuyin0.02140.83170.000.000.00230.142
2019.06.28 18:10:1218JNJ.mbuyin0.03139.00180.000.000.00230.143
2019.07.03 16:31:0719JNJ.msellout0.03141.34190.000.007.02237.16
2019.07.03 16:31:0720JNJ.msellout0.02141.34200.000.001.02238.18
2019.07.03 16:31:0721JNJ.msellout0.01141.34210.000.00-1.32236.86
2019.07.09 16:40:0522JNJ.mbuyin0.01142.26220.000.000.00236.861
2019.07.11 16:35:0623JNJ.mbuyin0.02140.42230.000.000.00236.862
2019.07.12 17:35:0524JNJ.mbuyin0.03138.59240.000.000.00236.863
2019.07.12 18:45:0525JNJ.msellout0.03133.57250.000.00-15.06221.80
2019.07.12 18:45:0526JNJ.msellout0.02133.57260.000.00-13.70208.10
2019.07.12 18:45:0527JNJ.msellout0.01133.57270.000.00-8.69199.41
2019.07.25 16:35:0628JNJ.mbuyin0.01130.12280.000.000.00199.411
2019.08.23 18:25:0829JNJ.mbuyin0.02128.28290.000.000.00199.412
2019.08.27 16:48:2230JNJ.msellout0.02130.95300.000.005.34204.75
2019.08.27 16:48:2231JNJ.msellout0.01130.95310.000.000.83205.58
2019.09.10 19:25:1032JNJ.mbuyin0.01129.22320.000.000.00205.581
2019.09.27 16:35:0733JNJ.mbuyin0.02127.14330.000.000.00205.582
2019.09.30 16:52:1934JNJ.msellout0.02129.84340.000.005.40210.98
2019.09.30 16:52:1935JNJ.msellout0.01129.84350.000.000.62211.60
2019.10.02 16:35:0536JNJ.mbuyin0.01133.96360.000.000.00211.601
2019.10.02 17:45:0537JNJ.mbuyin0.02132.05370.000.000.00211.602
2019.10.03 17:15:0738JNJ.mbuyin0.03130.10380.000.000.00211.603
2019.10.04 16:43:3839JNJ.msellout0.03132.43390.000.006.99218.59
2019.10.04 16:43:3840JNJ.msellout0.02132.43400.000.000.76219.35
2019.10.04 16:43:3841JNJ.msellout0.01132.43410.000.00-1.53217.82
2019.10.11 16:35:0742JNJ.mbuyin0.01131.40420.000.000.00217.821
2019.10.17 17:37:0343JNJ.msellout0.01137.41430.000.006.01223.83
2019.10.22 17:20:2044JNJ.mbuyin0.01129.90440.000.000.00223.831
2019.10.24 21:45:0545JNJ.mbuyin0.02127.79450.000.000.00223.832
2019.10.30 15:31:0246JNJ.msellout0.02133.17460.000.0010.76234.59
2019.10.30 15:31:0247JNJ.msellout0.01133.17470.000.003.27237.86
2019.11.08 22:35:0948JNJ.mbuyin0.01132.72480.000.000.00237.861
2019.11.13 17:35:0349JNJ.mbuyin0.02130.87490.000.000.00237.862
2019.11.15 21:46:2350JNJ.msellout0.02133.52500.000.005.30243.16
2019.11.15 21:46:2351JNJ.msellout0.01133.52510.000.000.80243.96
2019.11.22 16:50:0352JNJ.mbuyin0.01137.39520.000.000.00243.961
2019.11.26 20:15:0653JNJ.mbuyin0.02135.39530.000.000.00243.962
2019.11.27 20:41:2254JNJ.msellout0.02138.06540.000.005.34249.30
2019.11.27 20:41:2255JNJ.msellout0.01138.06550.000.000.67249.97
2019.12.04 16:35:0556JNJ.mbuyin0.01139.02560.000.000.00249.971
2019.12.19 19:18:1957JNJ.msellout0.01145.05570.000.006.03256.00
2019.12.27 16:35:0758JNJ.mbuyin0.01146.59580.000.000.00256.001
2019.12.31 23:59:5559JNJ.msellout0.01145.16590.000.00-1.43254.57end of test
0.00 0.00 54.57 254.57