Отчет Тестера стратегий
RoboForex-MetaTrader 5 (Build 2375)
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Советник: griderKatMultiEA
Символ: JPM.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=true
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: 19499 Тики: 2325921 Символы: 1
Чистая прибыль: 33.38 Абсолютная просадка по балансу: 0.00 Абсолютная просадка по средствам: 0.24
Общая прибыль: 51.78 Максимальная просадка по балансу: 8.39 (3.98%) Максимальная просадка по средствам: 10.86 (5.16%)
Общий убыток: -18.40 Относительная просадка по балансу: 3.98% (8.39) Относительная просадка по средствам: 5.16% (10.86)
Прибыльность: 2.81 Матожидание выигрыша: 0.62 Уровень маржи: 1161.01%
Фактор восстановления: 3.07 Коэффициент Шарпа: 0.45 Z-Счет: -4.39 (99.74%)
AHPR: 1.0029 (0.29%) LR Correlation: 0.91 Результат OnTester: 3.073664825046038
GHPR: 1.0029 (0.29%) LR Standard Error: 3.56
Всего трейдов: 54 Короткие трейды (% выигравших): 0 (0.00%) Длинные трейды (% выигравших): 54 (61.11%)
Всего сделок: 108 Прибыльные трейды (% от всех): 33 (61.11%) Убыточные трейды (% от всех): 21 (38.89%)
Самый большой прибыльный трейд: 3.04 Самый большой убыточный трейд: -2.13
Средний прибыльный трейд: 1.57 Средний убыточный трейд: -0.88
Максимальное количество непрерывных выигрышей (прибыль): 11 (17.28) Максимальное количество непрерывных проигрышей (убыток): 9 (-8.39)
Макс. непрерывная прибыль (число выигрышей): 17.28 (11) Макс. непрерывный убыток (число проигрышей): -8.39 (9)
Средний непрерывный выигрыш: 6 Средний непрерывный проигрыш: 4
Graph
Graph
Correlation (Profits,MFE): 0.88 Correlation (Profits,MAE): 0.62 Correlation (MFE,MAE): 0.4874
Graph
Минимальное время удержания позиции: 0:10:09 Максимальное время удержания позиции: 121:04:59 Среднее время удержания позиции: 22:30:03
Graph
Ордера
Время открытия Ордер Символ Тип Объем Цена S / L T / P Время Состояние Комментарий
2019.01.15 16:35:042JPM.mbuy0.01 / 0.0198.772019.01.15 16:35:04filled1
2019.01.15 18:56:423JPM.msell0.01 / 0.01101.792019.01.15 18:56:42filled
2019.01.31 17:10:064JPM.mbuy0.01 / 0.01102.802019.01.31 17:10:06filled1
2019.02.07 17:05:055JPM.mbuy0.01 / 0.01102.382019.02.07 17:05:05filled2
2019.02.07 18:00:026JPM.mbuy0.01 / 0.01101.992019.02.07 18:00:02filled3
2019.02.07 18:15:057JPM.msell0.01 / 0.01101.612019.02.07 18:15:05filled
2019.02.07 18:15:058JPM.msell0.01 / 0.01101.612019.02.07 18:15:05filled
2019.02.07 18:15:059JPM.msell0.01 / 0.01101.612019.02.07 18:15:05filled
2019.02.08 18:00:1010JPM.mbuy0.01 / 0.01100.202019.02.08 18:00:10filled1
2019.02.13 16:31:2811JPM.msell0.01 / 0.01103.242019.02.13 16:31:28filled
2019.02.14 16:35:0612JPM.mbuy0.01 / 0.01102.222019.02.14 16:35:06filled1
2019.02.14 16:40:0713JPM.mbuy0.01 / 0.01101.672019.02.14 16:40:07filled2
2019.02.15 16:30:0614JPM.msell0.01 / 0.01103.772019.02.15 16:30:06filled
2019.02.15 16:30:0615JPM.msell0.01 / 0.01103.772019.02.15 16:30:06filled
2019.03.07 16:55:0316JPM.mbuy0.01 / 0.01102.542019.03.07 16:55:03filled1
2019.03.08 16:35:0717JPM.mbuy0.01 / 0.01102.132019.03.08 16:35:07filled2
2019.03.11 15:30:0418JPM.msell0.01 / 0.01103.952019.03.11 15:30:04filled
2019.03.11 15:30:0419JPM.msell0.01 / 0.01103.952019.03.11 15:30:04filled
2019.03.20 21:50:0520JPM.mbuy0.01 / 0.01104.562019.03.20 21:50:05filled1
2019.03.21 15:30:0721JPM.mbuy0.01 / 0.01103.492019.03.21 15:30:07filled2
2019.03.21 15:40:0222JPM.mbuy0.01 / 0.01102.882019.03.21 15:40:02filled3
2019.03.21 15:50:1123JPM.msell0.01 / 0.01102.432019.03.21 15:50:11filled
2019.03.21 15:50:1124JPM.msell0.01 / 0.01102.432019.03.21 15:50:11filled
2019.03.21 15:50:1125JPM.msell0.01 / 0.01102.432019.03.21 15:50:11filled
2019.03.22 15:50:0526JPM.mbuy0.01 / 0.01101.352019.03.22 15:50:05filled1
2019.03.22 15:55:0627JPM.mbuy0.01 / 0.01100.972019.03.22 15:55:06filled2
2019.03.22 16:05:0828JPM.mbuy0.01 / 0.01100.562019.03.22 16:05:08filled3
2019.03.22 17:30:0429JPM.msell0.01 / 0.01100.172019.03.22 17:30:04filled
2019.03.22 17:30:0430JPM.msell0.01 / 0.01100.172019.03.22 17:30:04filled
2019.03.22 17:30:0431JPM.msell0.01 / 0.01100.172019.03.22 17:30:04filled
2019.05.06 16:35:0332JPM.mbuy0.01 / 0.01114.372019.05.06 16:35:03filled1
2019.05.07 16:31:0633JPM.mbuy0.01 / 0.01114.002019.05.07 16:31:06filled2
2019.05.07 16:50:0734JPM.mbuy0.01 / 0.01113.582019.05.07 16:50:07filled3
2019.05.07 20:10:0535JPM.msell0.01 / 0.01113.192019.05.07 20:10:05filled
2019.05.07 20:10:0536JPM.msell0.01 / 0.01113.192019.05.07 20:10:05filled
2019.05.07 20:10:0537JPM.msell0.01 / 0.01113.192019.05.07 20:10:05filled
2019.05.09 16:35:0638JPM.mbuy0.01 / 0.01111.782019.05.09 16:35:06filled1
2019.05.09 16:40:0739JPM.mbuy0.01 / 0.01111.432019.05.09 16:40:07filled2
2019.05.09 16:50:0240JPM.mbuy0.01 / 0.01110.922019.05.09 16:50:02filled3
2019.05.09 19:36:1041JPM.msell0.01 / 0.01112.392019.05.09 19:36:10filled
2019.05.09 19:36:1042JPM.msell0.01 / 0.01112.392019.05.09 19:36:10filled
2019.05.09 19:36:1043JPM.msell0.01 / 0.01112.392019.05.09 19:36:10filled
2019.05.15 16:35:0544JPM.mbuy0.01 / 0.01109.192019.05.15 16:35:05filled1
2019.05.15 17:10:0545JPM.mbuy0.01 / 0.01108.792019.05.15 17:10:05filled2
2019.05.15 18:42:5046JPM.msell0.01 / 0.01110.522019.05.15 18:42:50filled
2019.05.15 18:42:5047JPM.msell0.01 / 0.01110.522019.05.15 18:42:50filled
2019.05.23 16:35:0648JPM.mbuy0.01 / 0.01109.062019.05.23 16:35:06filled1
2019.05.23 16:55:0349JPM.mbuy0.01 / 0.01108.672019.05.23 16:55:03filled2
2019.05.23 17:10:0650JPM.mbuy0.01 / 0.01108.272019.05.23 17:10:06filled3
2019.05.23 20:15:0151JPM.msell0.01 / 0.01107.802019.05.23 20:15:01filled
2019.05.23 20:15:0152JPM.msell0.01 / 0.01107.802019.05.23 20:15:01filled
2019.05.23 20:15:0153JPM.msell0.01 / 0.01107.802019.05.23 20:15:01filled
2019.05.29 16:35:0554JPM.mbuy0.01 / 0.01108.032019.05.29 16:35:05filled1
2019.05.29 18:35:0855JPM.mbuy0.01 / 0.01107.692019.05.29 18:35:08filled2
2019.05.29 18:45:0356JPM.mbuy0.01 / 0.01107.292019.05.29 18:45:03filled3
2019.05.30 16:31:0857JPM.msell0.01 / 0.01108.772019.05.30 16:31:08filled
2019.05.30 16:31:0858JPM.msell0.01 / 0.01108.772019.05.30 16:31:08filled
2019.05.30 16:31:0859JPM.msell0.01 / 0.01108.772019.05.30 16:31:08filled
2019.05.31 16:35:0760JPM.mbuy0.01 / 0.01105.492019.05.31 16:35:07filled1
2019.06.04 17:30:5061JPM.msell0.01 / 0.01108.502019.06.04 17:30:50filled
2019.06.12 18:40:0262JPM.mbuy0.01 / 0.01109.212019.06.12 18:40:02filled1
2019.06.14 17:00:0563JPM.mbuy0.01 / 0.01108.832019.06.14 17:00:05filled2
2019.06.18 16:53:1664JPM.msell0.01 / 0.01110.552019.06.18 16:53:16filled
2019.06.18 16:53:1665JPM.msell0.01 / 0.01110.552019.06.18 16:53:16filled
2019.07.30 16:35:0466JPM.mbuy0.01 / 0.01115.272019.07.30 16:35:04filled1
2019.07.30 17:30:0867JPM.mbuy0.01 / 0.01114.952019.07.30 17:30:08filled2
2019.08.01 16:55:3168JPM.msell0.01 / 0.01116.622019.08.01 16:55:31filled
2019.08.01 16:55:3169JPM.msell0.01 / 0.01116.622019.08.01 16:55:31filled
2019.08.05 16:50:0670JPM.mbuy0.01 / 0.01110.022019.08.05 16:50:06filled1
2019.08.05 18:45:0171JPM.mbuy0.01 / 0.01109.602019.08.05 18:45:01filled2
2019.08.05 20:00:0272JPM.mbuy0.01 / 0.01109.142019.08.05 20:00:02filled3
2019.08.05 21:45:0273JPM.msell0.01 / 0.01108.732019.08.05 21:45:02filled
2019.08.05 21:45:0274JPM.msell0.01 / 0.01108.732019.08.05 21:45:02filled
2019.08.05 21:45:0275JPM.msell0.01 / 0.01108.732019.08.05 21:45:02filled
2019.08.07 16:35:0576JPM.mbuy0.01 / 0.01107.002019.08.07 16:35:05filled1
2019.08.07 16:45:0777JPM.mbuy0.01 / 0.01106.642019.08.07 16:45:07filled2
2019.08.07 16:50:0178JPM.mbuy0.01 / 0.01106.302019.08.07 16:50:01filled3
2019.08.07 22:29:3879JPM.msell0.01 / 0.01107.672019.08.07 22:29:38filled
2019.08.07 22:29:3880JPM.msell0.01 / 0.01107.672019.08.07 22:29:38filled
2019.08.07 22:29:3881JPM.msell0.01 / 0.01107.672019.08.07 22:29:38filled
2019.08.23 18:10:0582JPM.mbuy0.01 / 0.01106.672019.08.23 18:10:05filled1
2019.08.23 19:00:0183JPM.mbuy0.01 / 0.01106.242019.08.23 19:00:01filled2
2019.08.23 20:20:1084JPM.mbuy0.01 / 0.01105.912019.08.23 20:20:10filled3
2019.08.23 22:50:0585JPM.msell0.01 / 0.01105.442019.08.23 22:50:05filled
2019.08.23 22:50:0586JPM.msell0.01 / 0.01105.442019.08.23 22:50:05filled
2019.08.23 22:50:0587JPM.msell0.01 / 0.01105.442019.08.23 22:50:05filled
2019.09.03 16:50:0788JPM.mbuy0.01 / 0.01108.372019.09.03 16:50:07filled1
2019.09.03 17:05:0389JPM.mbuy0.01 / 0.01107.832019.09.03 17:05:03filled2
2019.09.03 17:15:0590JPM.mbuy0.01 / 0.01107.402019.09.03 17:15:05filled3
2019.09.04 16:31:0791JPM.msell0.01 / 0.01109.472019.09.04 16:31:07filled
2019.09.04 16:31:0792JPM.msell0.01 / 0.01109.472019.09.04 16:31:07filled
2019.09.04 16:31:0793JPM.msell0.01 / 0.01109.472019.09.04 16:31:07filled
2019.10.08 16:35:0494JPM.mbuy0.01 / 0.01112.732019.10.08 16:35:04filled1
2019.10.08 16:45:0695JPM.mbuy0.01 / 0.01112.362019.10.08 16:45:06filled2
2019.10.08 17:05:0396JPM.mbuy0.01 / 0.01112.052019.10.08 17:05:03filled3
2019.10.10 16:40:4297JPM.msell0.01 / 0.01113.442019.10.10 16:40:42filled
2019.10.10 16:40:4298JPM.msell0.01 / 0.01113.442019.10.10 16:40:42filled
2019.10.10 16:40:4299JPM.msell0.01 / 0.01113.442019.10.10 16:40:42filled
2019.11.13 16:35:05100JPM.mbuy0.01 / 0.01128.002019.11.13 16:35:05filled1
2019.11.19 16:30:45101JPM.msell0.01 / 0.01131.022019.11.19 16:30:45filled
2019.12.03 16:35:04102JPM.mbuy0.01 / 0.01129.562019.12.03 16:35:04filled1
2019.12.03 16:40:05103JPM.mbuy0.01 / 0.01129.242019.12.03 16:40:05filled2
2019.12.03 16:50:07104JPM.mbuy0.01 / 0.01128.902019.12.03 16:50:07filled3
2019.12.04 16:30:11105JPM.msell0.01 / 0.01130.322019.12.04 16:30:11filled
2019.12.04 16:30:11106JPM.msell0.01 / 0.01130.322019.12.04 16:30:11filled
2019.12.04 16:30:11107JPM.msell0.01 / 0.01130.322019.12.04 16:30:11filled
2019.12.10 16:35:04108JPM.mbuy0.01 / 0.01133.442019.12.10 16:35:04filled1
2019.12.12 17:02:03109JPM.msell0.01 / 0.01136.452019.12.12 17:02:03filled
Сделки
Время Сделка Символ Тип Направление Объем Цена Ордер Комиссия Своп Прибыль Баланс Комментарий
2018.12.31 00:00:001balance0.000.00200.00200.00
2019.01.15 16:35:042JPM.mbuyin0.0198.7720.000.000.00200.001
2019.01.15 18:56:423JPM.msellout0.01101.7930.000.003.02203.02
2019.01.31 17:10:064JPM.mbuyin0.01102.8040.000.000.00203.021
2019.02.07 17:05:055JPM.mbuyin0.01102.3850.000.000.00203.022
2019.02.07 18:00:026JPM.mbuyin0.01101.9960.000.000.00203.023
2019.02.07 18:15:057JPM.msellout0.01101.6170.000.00-0.38202.64
2019.02.07 18:15:058JPM.msellout0.01101.6180.000.00-0.77201.87
2019.02.07 18:15:059JPM.msellout0.01101.6190.000.00-1.19200.68
2019.02.08 18:00:1010JPM.mbuyin0.01100.20100.000.000.00200.681
2019.02.13 16:31:2811JPM.msellout0.01103.24110.000.003.04203.72
2019.02.14 16:35:0612JPM.mbuyin0.01102.22120.000.000.00203.721
2019.02.14 16:40:0713JPM.mbuyin0.01101.67130.000.000.00203.722
2019.02.15 16:30:0614JPM.msellout0.01103.77140.000.002.10205.82
2019.02.15 16:30:0615JPM.msellout0.01103.77150.000.001.55207.37
2019.03.07 16:55:0316JPM.mbuyin0.01102.54160.000.000.00207.371
2019.03.08 16:35:0717JPM.mbuyin0.01102.13170.000.000.00207.372
2019.03.11 15:30:0418JPM.msellout0.01103.95180.000.001.82209.19
2019.03.11 15:30:0419JPM.msellout0.01103.95190.000.001.41210.60
2019.03.20 21:50:0520JPM.mbuyin0.01104.56200.000.000.00210.601
2019.03.21 15:30:0721JPM.mbuyin0.01103.49210.000.000.00210.602
2019.03.21 15:40:0222JPM.mbuyin0.01102.88220.000.000.00210.603
2019.03.21 15:50:1123JPM.msellout0.01102.43230.000.00-0.45210.15
2019.03.21 15:50:1124JPM.msellout0.01102.43240.000.00-1.06209.09
2019.03.21 15:50:1125JPM.msellout0.01102.43250.000.00-2.13206.96
2019.03.22 15:50:0526JPM.mbuyin0.01101.35260.000.000.00206.961
2019.03.22 15:55:0627JPM.mbuyin0.01100.97270.000.000.00206.962
2019.03.22 16:05:0828JPM.mbuyin0.01100.56280.000.000.00206.963
2019.03.22 17:30:0429JPM.msellout0.01100.17290.000.00-0.39206.57
2019.03.22 17:30:0430JPM.msellout0.01100.17300.000.00-0.80205.77
2019.03.22 17:30:0431JPM.msellout0.01100.17310.000.00-1.18204.59
2019.05.06 16:35:0332JPM.mbuyin0.01114.37320.000.000.00204.591
2019.05.07 16:31:0633JPM.mbuyin0.01114.00330.000.000.00204.592
2019.05.07 16:50:0734JPM.mbuyin0.01113.58340.000.000.00204.593
2019.05.07 20:10:0535JPM.msellout0.01113.19350.000.00-0.39204.20
2019.05.07 20:10:0536JPM.msellout0.01113.19360.000.00-0.81203.39
2019.05.07 20:10:0537JPM.msellout0.01113.19370.000.00-1.18202.21
2019.05.09 16:35:0638JPM.mbuyin0.01111.78380.000.000.00202.211
2019.05.09 16:40:0739JPM.mbuyin0.01111.43390.000.000.00202.212
2019.05.09 16:50:0240JPM.mbuyin0.01110.92400.000.000.00202.213
2019.05.09 19:36:1041JPM.msellout0.01112.39410.000.001.47203.68
2019.05.09 19:36:1042JPM.msellout0.01112.39420.000.000.96204.64
2019.05.09 19:36:1043JPM.msellout0.01112.39430.000.000.61205.25
2019.05.15 16:35:0544JPM.mbuyin0.01109.19440.000.000.00205.251
2019.05.15 17:10:0545JPM.mbuyin0.01108.79450.000.000.00205.252
2019.05.15 18:42:5046JPM.msellout0.01110.52460.000.001.73206.98
2019.05.15 18:42:5047JPM.msellout0.01110.52470.000.001.33208.31
2019.05.23 16:35:0648JPM.mbuyin0.01109.06480.000.000.00208.311
2019.05.23 16:55:0349JPM.mbuyin0.01108.67490.000.000.00208.312
2019.05.23 17:10:0650JPM.mbuyin0.01108.27500.000.000.00208.313
2019.05.23 20:15:0151JPM.msellout0.01107.80510.000.00-0.47207.84
2019.05.23 20:15:0152JPM.msellout0.01107.80520.000.00-0.87206.97
2019.05.23 20:15:0153JPM.msellout0.01107.80530.000.00-1.26205.71
2019.05.29 16:35:0554JPM.mbuyin0.01108.03540.000.000.00205.711
2019.05.29 18:35:0855JPM.mbuyin0.01107.69550.000.000.00205.712
2019.05.29 18:45:0356JPM.mbuyin0.01107.29560.000.000.00205.713
2019.05.30 16:31:0857JPM.msellout0.01108.77570.000.001.48207.19
2019.05.30 16:31:0858JPM.msellout0.01108.77580.000.001.08208.27
2019.05.30 16:31:0859JPM.msellout0.01108.77590.000.000.74209.01
2019.05.31 16:35:0760JPM.mbuyin0.01105.49600.000.000.00209.011
2019.06.04 17:30:5061JPM.msellout0.01108.50610.000.003.01212.02
2019.06.12 18:40:0262JPM.mbuyin0.01109.21620.000.000.00212.021
2019.06.14 17:00:0563JPM.mbuyin0.01108.83630.000.000.00212.022
2019.06.18 16:53:1664JPM.msellout0.01110.55640.000.001.72213.74
2019.06.18 16:53:1665JPM.msellout0.01110.55650.000.001.34215.08
2019.07.30 16:35:0466JPM.mbuyin0.01115.27660.000.000.00215.081
2019.07.30 17:30:0867JPM.mbuyin0.01114.95670.000.000.00215.082
2019.08.01 16:55:3168JPM.msellout0.01116.62680.000.001.67216.75
2019.08.01 16:55:3169JPM.msellout0.01116.62690.000.001.35218.10
2019.08.05 16:50:0670JPM.mbuyin0.01110.02700.000.000.00218.101
2019.08.05 18:45:0171JPM.mbuyin0.01109.60710.000.000.00218.102
2019.08.05 20:00:0272JPM.mbuyin0.01109.14720.000.000.00218.103
2019.08.05 21:45:0273JPM.msellout0.01108.73730.000.00-0.41217.69
2019.08.05 21:45:0274JPM.msellout0.01108.73740.000.00-0.87216.82
2019.08.05 21:45:0275JPM.msellout0.01108.73750.000.00-1.29215.53
2019.08.07 16:35:0576JPM.mbuyin0.01107.00760.000.000.00215.531
2019.08.07 16:45:0777JPM.mbuyin0.01106.64770.000.000.00215.532
2019.08.07 16:50:0178JPM.mbuyin0.01106.30780.000.000.00215.533
2019.08.07 22:29:3879JPM.msellout0.01107.67790.000.001.37216.90
2019.08.07 22:29:3880JPM.msellout0.01107.67800.000.001.03217.93
2019.08.07 22:29:3881JPM.msellout0.01107.67810.000.000.67218.60
2019.08.23 18:10:0582JPM.mbuyin0.01106.67820.000.000.00218.601
2019.08.23 19:00:0183JPM.mbuyin0.01106.24830.000.000.00218.602
2019.08.23 20:20:1084JPM.mbuyin0.01105.91840.000.000.00218.603
2019.08.23 22:50:0585JPM.msellout0.01105.44850.000.00-0.47218.13
2019.08.23 22:50:0586JPM.msellout0.01105.44860.000.00-0.80217.33
2019.08.23 22:50:0587JPM.msellout0.01105.44870.000.00-1.23216.10
2019.09.03 16:50:0788JPM.mbuyin0.01108.37880.000.000.00216.101
2019.09.03 17:05:0389JPM.mbuyin0.01107.83890.000.000.00216.102
2019.09.03 17:15:0590JPM.mbuyin0.01107.40900.000.000.00216.103
2019.09.04 16:31:0791JPM.msellout0.01109.47910.000.002.07218.17
2019.09.04 16:31:0792JPM.msellout0.01109.47920.000.001.64219.81
2019.09.04 16:31:0793JPM.msellout0.01109.47930.000.001.10220.91
2019.10.08 16:35:0494JPM.mbuyin0.01112.73940.000.000.00220.911
2019.10.08 16:45:0695JPM.mbuyin0.01112.36950.000.000.00220.912
2019.10.08 17:05:0396JPM.mbuyin0.01112.05960.000.000.00220.913
2019.10.10 16:40:4297JPM.msellout0.01113.44970.000.001.39222.30
2019.10.10 16:40:4298JPM.msellout0.01113.44980.000.001.08223.38
2019.10.10 16:40:4299JPM.msellout0.01113.44990.000.000.71224.09
2019.11.13 16:35:05100JPM.mbuyin0.01128.001000.000.000.00224.091
2019.11.19 16:30:45101JPM.msellout0.01131.021010.000.003.02227.11
2019.12.03 16:35:04102JPM.mbuyin0.01129.561020.000.000.00227.111
2019.12.03 16:40:05103JPM.mbuyin0.01129.241030.000.000.00227.112
2019.12.03 16:50:07104JPM.mbuyin0.01128.901040.000.000.00227.113
2019.12.04 16:30:11105JPM.msellout0.01130.321050.000.001.42228.53
2019.12.04 16:30:11106JPM.msellout0.01130.321060.000.001.08229.61
2019.12.04 16:30:11107JPM.msellout0.01130.321070.000.000.76230.37
2019.12.10 16:35:04108JPM.mbuyin0.01133.441080.000.000.00230.371
2019.12.12 17:02:03109JPM.msellout0.01136.451090.000.003.01233.38
0.00 0.00 33.38 233.38