Отчет Тестера стратегий
MetaQuotes-Demo (Build 1881)
Настройки
Советник: TrendDetector+__
Символ: EURJPY
Период: M1 (2016.11.07 - 2018.09.21)
Параметры: CopyOrdersOn=false
Брокер: MetaQuotes Software Corp.
Валюта: USD
Начальный депозит: 10 000.00
Плечо: 1:100
Результаты
Качество истории: 97%
Бары: 698251 Тики: 2788230 Символы: 1
Чистая прибыль: 16 606.17 Абсолютная просадка по балансу: 0.00 Абсолютная просадка по средствам: 405.38
Общая прибыль: 16 606.17 Максимальная просадка по балансу: 0.00 (0.00%) Максимальная просадка по средствам: 6 657.41 (35.73%)
Общий убыток: 0.00 Относительная просадка по балансу: 0.00% (0.00) Относительная просадка по средствам: 35.73% (6 657.41)
Прибыльность: Матожидание выигрыша: 503.22 Уровень маржи: 176.68%
Фактор восстановления: 2.49 Коэффициент Шарпа: 3.08 Z-Счет: 0.00 (0.00%)
AHPR: 1.0301 (3.01%) LR Correlation: 0.99 Результат OnTester: 0
GHPR: 1.0301 (3.01%) LR Standard Error: 751.50
Всего трейдов: 33 Короткие трейды (% выигравших): 16 (100.00%) Длинные трейды (% выигравших): 17 (100.00%)
Всего сделок: 99 Прибыльные трейды (% от всех): 33 (100.00%) Убыточные трейды (% от всех): 0 (0.00%)
Самый большой прибыльный трейд: 1 146.72 Самый большой убыточный трейд: 0.00
Средний прибыльный трейд: 503.22 Средний убыточный трейд: 0.00
Максимальное количество непрерывных выигрышей (прибыль): 33 (16 606.17) Максимальное количество непрерывных проигрышей (убыток): 0 (0.00)
Макс. непрерывная прибыль (число выигрышей): 16 606.17 (33) Макс. непрерывный убыток (число проигрышей): 0.00 (0)
Средний непрерывный выигрыш: 33 Средний непрерывный проигрыш: 0
Graph
Graph
Correlation (Profits,MFE): 0.91 Correlation (Profits,MAE): -0.13 Correlation (MFE,MAE): -0.2116
Graph
Минимальное время удержания позиции: 0:01:00 Максимальное время удержания позиции: 83:38:00 Среднее время удержания позиции: 6:40:09
Graph
Ордера
Время открытия Ордер Символ Тип Объем Цена S / L T / P Время Состояние Комментарий
2016.12.07 02:37:002EURJPYbuy3.00 / 3.00122.370119.8702016.12.07 02:37:00filled
2016.12.07 02:59:003EURJPYsell3.00 / 3.00122.4192016.12.07 02:59:00filled
2016.12.29 00:00:004EURJPYsell3.00 / 3.00122.113124.6132016.12.29 00:00:00filled
2016.12.29 00:06:005EURJPYbuy3.00 / 3.00121.9892016.12.29 00:06:00filled
2017.01.27 12:00:006EURJPYbuy3.10 / 3.10122.953120.4532017.01.27 12:00:00filled
2017.01.27 13:57:007EURJPYbuy0.10 / 0.10123.048120.5482017.01.27 13:57:00filled
2017.01.27 14:01:008EURJPYsell3.20 / 3.20123.0882017.01.27 14:01:00filled
2017.02.06 12:00:009EURJPYsell3.20 / 3.20120.952123.4522017.02.06 12:00:00filled
2017.02.06 12:22:0010EURJPYsell0.10 / 0.10120.878123.3782017.02.06 12:22:00filled
2017.02.06 13:07:0011EURJPYbuy3.30 / 3.30120.8402017.02.06 13:07:00filled
2017.03.06 00:00:5912EURJPYbuy3.30 / 3.30120.869118.3692017.03.06 00:00:59filled
2017.03.06 00:06:0013EURJPYbuy0.10 / 0.10120.990118.4902017.03.06 00:06:00filled
2017.03.06 00:26:0014EURJPYsell3.40 / 3.40121.0342017.03.06 00:26:00filled
2017.03.22 12:00:0015EURJPYsell3.40 / 3.40120.078122.5782017.03.22 12:00:00filled
2017.03.22 12:02:0016EURJPYsell0.10 / 0.10120.039122.5392017.03.22 12:02:00filled
2017.03.22 15:33:0017EURJPYbuy3.50 / 3.50119.9632017.03.22 15:33:00filled
2017.04.24 06:00:0018EURJPYbuy3.50 / 3.50119.317116.8172017.04.24 06:00:00filled
2017.04.24 06:09:0019EURJPYbuy0.10 / 0.10119.360116.8602017.04.24 06:09:00filled
2017.04.24 07:38:0020EURJPYsell3.60 / 3.60119.4352017.04.24 07:38:00filled
2017.05.18 18:00:0021EURJPYsell3.70 / 3.70123.590126.0902017.05.18 18:00:00filled
2017.05.18 18:14:0022EURJPYsell0.10 / 0.10123.489125.9892017.05.18 18:14:00filled
2017.05.18 18:36:0023EURJPYbuy3.80 / 3.80123.4722017.05.18 18:36:00filled
2017.06.20 06:00:0024EURJPYbuy3.80 / 3.80124.577122.0772017.06.20 06:00:00filled
2017.06.23 17:31:0025EURJPYbuy0.10 / 0.10124.664122.1642017.06.23 17:31:00filled
2017.06.23 17:38:0026EURJPYsell3.90 / 3.90124.6962017.06.23 17:38:00filled
2017.08.09 06:00:0027EURJPYsell3.90 / 3.90128.950131.4502017.08.09 06:00:00filled
2017.08.09 06:40:0028EURJPYsell0.10 / 0.10128.873131.3732017.08.09 06:40:00filled
2017.08.09 06:54:0029EURJPYbuy4.00 / 4.00128.8362017.08.09 06:54:00filled
2017.08.28 01:00:0030EURJPYbuy4.00 / 4.00130.484127.9842017.08.28 01:00:00filled
2017.08.28 01:04:0031EURJPYbuy0.10 / 0.10130.527128.0272017.08.28 01:04:00filled
2017.08.28 01:40:0032EURJPYsell4.10 / 4.10130.5872017.08.28 01:40:00filled
2017.10.16 12:00:0033EURJPYsell4.10 / 4.10131.836134.3362017.10.16 12:00:00filled
2017.10.16 12:05:0034EURJPYsell0.10 / 0.10131.816134.3162017.10.16 12:05:00filled
2017.10.16 12:22:0035EURJPYbuy4.20 / 4.20131.7262017.10.16 12:22:00filled
2017.10.19 16:00:0036EURJPYbuy4.30 / 4.30133.144130.6442017.10.19 16:00:00filled
2017.10.19 16:10:0037EURJPYsell4.30 / 4.30133.1512017.10.19 16:10:00filled
2017.10.30 18:00:0038EURJPYsell4.30 / 4.30131.766134.2662017.10.30 18:00:00filled
2017.10.30 18:33:0039EURJPYsell0.10 / 0.10131.694134.1942017.10.30 18:33:00filled
2017.10.30 18:39:0040EURJPYbuy4.40 / 4.40131.6552017.10.30 18:39:00filled
2017.11.14 12:00:0041EURJPYbuy4.40 / 4.40133.308130.8082017.11.14 12:00:00filled
2017.11.14 14:35:0042EURJPYbuy0.10 / 0.10133.377130.8772017.11.14 14:35:00filled
2017.11.14 15:39:0043EURJPYsell4.50 / 4.50133.4322017.11.14 15:39:00filled
2017.11.20 06:00:0044EURJPYsell4.50 / 4.50131.474133.9742017.11.20 06:00:00filled
2017.11.20 06:03:0045EURJPYsell0.10 / 0.10131.463133.9632017.11.20 06:03:00filled
2017.11.23 02:46:0046EURJPYbuy4.60 / 4.60131.3722017.11.23 02:46:00filled
2017.11.30 18:00:0047EURJPYbuy4.70 / 4.70133.423130.9232017.11.30 18:00:00filled
2017.11.30 18:08:0048EURJPYsell4.70 / 4.70133.5452017.11.30 18:08:00filled
2017.12.15 06:00:0049EURJPYsell4.80 / 4.80132.297134.7972017.12.15 06:00:00filled
2017.12.15 06:03:0050EURJPYsell0.10 / 0.10132.269134.7692017.12.15 06:03:00filled
2017.12.15 08:12:0051EURJPYbuy4.90 / 4.90132.1742017.12.15 08:12:00filled
2017.12.20 00:00:0052EURJPYbuy5.00 / 5.00133.671131.1712017.12.20 00:00:00filled
2017.12.20 01:58:0053EURJPYbuy0.10 / 0.10133.740131.2402017.12.20 01:58:00filled
2017.12.20 02:17:0054EURJPYsell5.10 / 5.10133.7752017.12.20 02:17:00filled
2018.01.10 06:00:0055EURJPYsell5.10 / 5.10134.088136.5882018.01.10 06:00:00filled
2018.01.10 06:02:0056EURJPYsell0.10 / 0.10134.055136.5552018.01.10 06:02:00filled
2018.01.10 08:35:0057EURJPYbuy5.20 / 5.20133.9792018.01.10 08:35:00filled
2018.02.01 12:00:0058EURJPYbuy5.30 / 5.30136.452133.9522018.02.01 12:00:00filled
2018.02.01 14:50:0059EURJPYbuy0.10 / 0.10136.511134.0112018.02.01 14:50:00filled
2018.02.01 15:08:0060EURJPYsell5.40 / 5.40136.5572018.02.01 15:08:00filled
2018.02.06 17:25:0061EURJPYsell5.40 / 5.40134.613137.1132018.02.06 17:25:00filled
2018.02.06 17:32:0062EURJPYsell0.10 / 0.10134.565137.0652018.02.06 17:32:00filled
2018.02.07 17:31:0063EURJPYbuy5.50 / 5.50134.4712018.02.07 17:31:00filled
2018.03.13 12:00:0064EURJPYbuy5.60 / 5.60132.105129.6052018.03.13 12:00:00filled
2018.03.13 12:05:0065EURJPYbuy0.10 / 0.10132.126129.6262018.03.13 12:05:00filled
2018.03.13 12:46:0066EURJPYsell5.70 / 5.70132.3212018.03.13 12:46:00filled
2018.03.22 18:00:0067EURJPYsell6.00 / 6.00129.671132.1712018.03.22 18:00:00filled
2018.03.22 18:03:0068EURJPYsell0.10 / 0.10129.616132.1162018.03.22 18:03:00filled
2018.03.22 22:48:0069EURJPYbuy6.10 / 6.10129.5652018.03.22 22:48:00filled
2018.04.09 18:00:0070EURJPYbuy6.20 / 6.20131.776129.2762018.04.09 18:00:00filled
2018.04.09 18:13:0071EURJPYbuy0.10 / 0.10131.836129.3362018.04.09 18:13:00filled
2018.04.09 18:21:0072EURJPYsell6.30 / 6.30131.8802018.04.09 18:21:00filled
2018.04.27 12:00:0073EURJPYsell6.30 / 6.30132.034134.5342018.04.27 12:00:00filled
2018.04.27 12:33:0074EURJPYsell0.10 / 0.10132.015134.5152018.04.27 12:33:00filled
2018.04.27 14:51:0075EURJPYsell0.10 / 0.10131.943134.4432018.04.27 14:51:00filled
2018.04.27 15:00:0076EURJPYbuy6.50 / 6.50131.9082018.04.27 15:00:00filled
2018.06.07 06:00:0077EURJPYbuy6.60 / 6.60129.599127.0992018.06.07 06:00:00filled
2018.06.07 06:14:0078EURJPYbuy0.10 / 0.10129.660127.1602018.06.07 06:14:00filled
2018.06.07 08:00:0079EURJPYsell6.70 / 6.70129.6162018.06.07 08:00:00filled
2018.06.19 12:00:0080EURJPYsell6.60 / 6.60126.903129.4032018.06.19 12:00:00filled
2018.06.19 12:15:0081EURJPYsell0.10 / 0.10126.851129.3512018.06.19 12:15:00filled
2018.06.19 12:16:0082EURJPYsell0.10 / 0.10126.804129.3042018.06.19 12:16:00filled
2018.06.19 12:17:0083EURJPYbuy6.80 / 6.80126.7962018.06.19 12:17:00filled
2018.06.29 06:00:0084EURJPYbuy6.80 / 6.80128.873126.3732018.06.29 06:00:00filled
2018.06.29 06:01:0085EURJPYsell6.80 / 6.80129.0032018.06.29 06:01:00filled
2018.07.24 06:00:0086EURJPYsell7.00 / 7.00130.006132.5062018.07.24 06:00:00filled
2018.07.24 09:11:0087EURJPYsell0.10 / 0.10129.950132.4502018.07.24 09:11:00filled
2018.07.24 09:13:0088EURJPYsell0.10 / 0.10129.902132.4022018.07.24 09:13:00filled
2018.07.24 09:58:0089EURJPYbuy7.20 / 7.20129.8612018.07.24 09:58:00filled
2018.08.24 06:00:0090EURJPYbuy7.30 / 7.30128.710126.2102018.08.24 06:00:00filled
2018.08.24 06:42:0091EURJPYbuy0.10 / 0.10128.752126.2522018.08.24 06:42:00filled
2018.08.24 06:54:0092EURJPYbuy0.10 / 0.10128.811126.3112018.08.24 06:54:00filled
2018.08.24 07:04:0093EURJPYsell7.50 / 7.50128.8122018.08.24 07:04:00filled
2018.09.07 06:00:0094EURJPYsell7.50 / 7.50128.477130.9772018.09.07 06:00:00filled
2018.09.07 06:30:0095EURJPYsell0.10 / 0.10128.436130.9362018.09.07 06:30:00filled
2018.09.07 06:34:0096EURJPYbuy7.60 / 7.60128.3732018.09.07 06:34:00filled
2018.09.13 18:00:0097EURJPYbuy7.70 / 7.70130.607128.1072018.09.13 18:00:00filled
2018.09.13 18:06:0098EURJPYbuy0.10 / 0.10130.643128.1432018.09.13 18:06:00filled
2018.09.13 18:10:0099EURJPYbuy0.10 / 0.10130.691128.1912018.09.13 18:10:00filled
2018.09.13 18:14:00100EURJPYsell7.90 / 7.90130.7122018.09.13 18:14:00filled
Сделки
Время Сделка Символ Тип Направление Объем Цена Ордер Комиссия Своп Прибыль Баланс Комментарий
2016.11.07 00:00:001balance0.000.0010 000.0010 000.00
2016.12.07 02:37:002EURJPYbuyin3.00122.37020.000.000.0010 000.00
2016.12.07 02:59:003EURJPYsellout3.00122.41930.000.00128.6510 128.65
2016.12.29 00:00:004EURJPYsellin3.00122.11340.000.000.0010 128.65
2016.12.29 00:06:005EURJPYbuyout3.00121.98950.000.00317.5310 446.18
2017.01.27 12:00:006EURJPYbuyin3.10122.95360.000.000.0010 446.18
2017.01.27 13:57:007EURJPYbuyin0.10123.04870.000.000.0010 446.18
2017.01.27 14:01:008EURJPYsellout3.20123.08880.000.00367.0510 813.23
2017.02.06 12:00:009EURJPYsellin3.20120.95290.000.000.0010 813.23
2017.02.06 12:22:0010EURJPYsellin0.10120.878100.000.000.0010 813.23
2017.02.06 13:07:0011EURJPYbuyout3.30120.840110.000.00321.9411 135.17
2017.03.06 00:00:5912EURJPYbuyin3.30120.869120.000.000.0011 135.17
2017.03.06 00:06:0013EURJPYbuyin0.10120.990130.000.000.0011 135.17
2017.03.06 00:26:0014EURJPYsellout3.40121.034140.000.00481.0811 616.25
2017.03.22 12:00:0015EURJPYsellin3.40120.078150.000.000.0011 616.25
2017.03.22 12:02:0016EURJPYsellin0.10120.039160.000.000.0011 616.25
2017.03.22 15:33:0017EURJPYbuyout3.50119.963170.000.00358.9811 975.23
2017.04.24 06:00:0018EURJPYbuyin3.50119.317180.000.000.0011 975.23
2017.04.24 06:09:0019EURJPYbuyin0.10119.360190.000.000.0011 975.23
2017.04.24 07:38:0020EURJPYsellout3.60119.435200.000.00382.1412 357.37
2017.05.18 18:00:0021EURJPYsellin3.70123.590210.000.000.0012 357.37
2017.05.18 18:14:0022EURJPYsellin0.10123.489220.000.000.0012 357.37
2017.05.18 18:36:0023EURJPYbuyout3.80123.472230.000.00394.7912 752.16
2017.06.20 06:00:0024EURJPYbuyin3.80124.577240.000.000.0012 752.16
2017.06.23 17:31:0025EURJPYbuyin0.10124.664250.000.000.0012 752.16
2017.06.23 17:38:0026EURJPYsellout3.90124.696260.00-3.41409.2113 157.96
2017.08.09 06:00:0027EURJPYsellin3.90128.950270.000.000.0013 157.96
2017.08.09 06:40:0028EURJPYsellin0.10128.873280.000.000.0013 157.96
2017.08.09 06:54:0029EURJPYbuyout4.00128.836290.000.00408.2013 566.16
2017.08.28 01:00:0030EURJPYbuyin4.00130.484300.000.000.0013 566.16
2017.08.28 01:04:0031EURJPYbuyin0.10130.527310.000.000.0013 566.16
2017.08.28 01:40:0032EURJPYsellout4.10130.587320.000.00382.5013 948.66
2017.10.16 12:00:0033EURJPYsellin4.10131.836330.000.000.0013 948.66
2017.10.16 12:05:0034EURJPYsellin0.10131.816340.000.000.0013 948.66
2017.10.16 12:22:0035EURJPYbuyout4.20131.726350.000.00411.6314 360.29
2017.10.19 16:00:0036EURJPYbuyin4.30133.144360.000.000.0014 360.29
2017.10.19 16:10:0037EURJPYsellout4.30133.151370.000.0026.7414 387.03
2017.10.30 18:00:0038EURJPYsellin4.30131.766380.000.000.0014 387.03
2017.10.30 18:33:0039EURJPYsellin0.10131.694390.000.000.0014 387.03
2017.10.30 18:39:0040EURJPYbuyout4.40131.655400.000.00424.9914 812.02
2017.11.14 12:00:0041EURJPYbuyin4.40133.308410.000.000.0014 812.02
2017.11.14 14:35:0042EURJPYbuyin0.10133.377420.000.000.0014 812.02
2017.11.14 15:39:0043EURJPYsellout4.50133.432430.000.00485.6315 297.65
2017.11.20 06:00:0044EURJPYsellin4.50131.474440.000.000.0015 297.65
2017.11.20 06:03:0045EURJPYsellin0.10131.463450.000.000.0015 297.65
2017.11.23 02:46:0046EURJPYbuyout4.60131.372460.00-24.70421.1315 694.08
2017.11.30 18:00:0047EURJPYbuyin4.70133.423470.000.000.0015 694.08
2017.11.30 18:08:0048EURJPYsellout4.70133.545480.000.00511.7216 205.80
2017.12.15 06:00:0049EURJPYsellin4.80132.297490.000.000.0016 205.80
2017.12.15 06:03:0050EURJPYsellin0.10132.269500.000.000.0016 205.80
2017.12.15 08:12:0051EURJPYbuyout4.90132.174510.000.00534.8216 740.62
2017.12.20 00:00:0052EURJPYbuyin5.00133.671520.000.000.0016 740.62
2017.12.20 01:58:0053EURJPYbuyin0.10133.740530.000.000.0016 740.62
2017.12.20 02:17:0054EURJPYsellout5.10133.775540.000.00463.3417 203.96
2018.01.10 06:00:0055EURJPYsellin5.10134.088550.000.000.0017 203.96
2018.01.10 06:02:0056EURJPYsellin0.10134.055560.000.000.0017 203.96
2018.01.10 08:35:0057EURJPYbuyout5.20133.979570.000.00501.6617 705.62
2018.02.01 12:00:0058EURJPYbuyin5.30136.452580.000.000.0017 705.62
2018.02.01 14:50:0059EURJPYbuyin0.10136.511590.000.000.0017 705.62
2018.02.01 15:08:0060EURJPYsellout5.40136.557600.000.00511.5918 217.21
2018.02.06 17:25:0061EURJPYsellin5.40134.613610.000.000.0018 217.21
2018.02.06 17:32:0062EURJPYsellin0.10134.565620.000.000.0018 217.21
2018.02.07 17:31:0063EURJPYbuyout5.50134.471630.00-6.02710.3418 921.53
2018.03.13 12:00:0064EURJPYbuyin5.60132.105640.000.000.0018 921.53
2018.03.13 12:05:0065EURJPYbuyin0.10132.126650.000.000.0018 921.53
2018.03.13 12:46:0066EURJPYsellout5.70132.321660.000.001 146.7220 068.25
2018.03.22 18:00:0067EURJPYsellin6.00129.671670.000.000.0020 068.25
2018.03.22 18:03:0068EURJPYsellin0.10129.616680.000.000.0020 068.25
2018.03.22 22:48:0069EURJPYbuyout6.10129.565690.000.00608.8820 677.13
2018.04.09 18:00:0070EURJPYbuyin6.20131.776700.000.000.0020 677.13
2018.04.09 18:13:0071EURJPYbuyin0.10131.836710.000.000.0020 677.13
2018.04.09 18:21:0072EURJPYsellout6.30131.880720.000.00606.4221 283.55
2018.04.27 12:00:0073EURJPYsellin6.30132.034730.000.000.0021 283.55
2018.04.27 12:33:0074EURJPYsellin0.10132.015740.000.000.0021 283.55
2018.04.27 14:51:0075EURJPYsellin0.10131.943750.000.000.0021 283.55
2018.04.27 15:00:0076EURJPYbuyout6.50131.908760.000.00739.1322 022.68
2018.06.07 06:00:0077EURJPYbuyin6.60129.599770.000.000.0022 022.68
2018.06.07 06:14:0078EURJPYbuyin0.10129.660780.000.000.0022 022.68
2018.06.07 08:00:0079EURJPYsellout6.70129.616790.000.0098.0922 120.77
2018.06.19 12:00:0080EURJPYsellin6.60126.903800.000.000.0022 120.77
2018.06.19 12:15:0081EURJPYsellin0.10126.851810.000.000.0022 120.77
2018.06.19 12:16:0082EURJPYsellin0.10126.804820.000.000.0022 120.77
2018.06.19 12:17:0083EURJPYbuyout6.80126.796830.000.00648.4422 769.21
2018.06.29 06:00:0084EURJPYbuyin6.80128.873840.000.000.0022 769.21
2018.06.29 06:01:0085EURJPYsellout6.80129.003850.000.00798.1923 567.40
2018.07.24 06:00:0086EURJPYsellin7.00130.006860.000.000.0023 567.40
2018.07.24 09:11:0087EURJPYsellin0.10129.950870.000.000.0023 567.40
2018.07.24 09:13:0088EURJPYsellin0.10129.902880.000.000.0023 567.40
2018.07.24 09:58:0089EURJPYbuyout7.20129.861890.000.00923.1124 490.51
2018.08.24 06:00:0090EURJPYbuyin7.30128.710900.000.000.0024 490.51
2018.08.24 06:42:0091EURJPYbuyin0.10128.752910.000.000.0024 490.51
2018.08.24 06:54:0092EURJPYbuyin0.10128.811920.000.000.0024 490.51
2018.08.24 07:04:0093EURJPYsellout7.50128.812930.000.00673.4225 163.93
2018.09.07 06:00:0094EURJPYsellin7.50128.477940.000.000.0025 163.93
2018.09.07 06:30:0095EURJPYsellin0.10128.436950.000.000.0025 163.93
2018.09.07 06:34:0096EURJPYbuyout7.60128.373960.000.00711.5525 875.48
2018.09.13 18:00:0097EURJPYbuyin7.70130.607970.000.000.0025 875.48
2018.09.13 18:06:0098EURJPYbuyin0.10130.643980.000.000.0025 875.48
2018.09.13 18:10:0099EURJPYbuyin0.10130.691990.000.000.0025 875.48
2018.09.13 18:14:00100EURJPYsellout7.90130.7121000.000.00730.6926 606.17
0.00 -34.13 16 640.30 26 606.17