Отчет Тестера стратегий
MetaQuotes-Demo (Build 1881)
Настройки
Советник: TrendDetector+__
Символ: GBPJPY
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: 99%
Бары: 697218 Тики: 2780754 Символы: 1
Чистая прибыль: 20 491.24 Абсолютная просадка по балансу: 0.00 Абсолютная просадка по средствам: 5 582.29
Общая прибыль: 20 491.24 Максимальная просадка по балансу: 0.00 (0.00%) Максимальная просадка по средствам: 8 895.99 (50.18%)
Общий убыток: 0.00 Относительная просадка по балансу: 0.00% (0.00) Относительная просадка по средствам: 65.69% (8 456.86)
Прибыльность: Матожидание выигрыша: 1 366.08 Уровень маржи: 90.88%
Фактор восстановления: 2.30 Коэффициент Шарпа: 2.04 Z-Счет: 0.00 (0.00%)
AHPR: 1.0779 (7.79%) LR Correlation: 0.98 Результат OnTester: 0
GHPR: 1.0772 (7.72%) LR Standard Error: 1 313.29
Всего трейдов: 15 Короткие трейды (% выигравших): 7 (100.00%) Длинные трейды (% выигравших): 8 (100.00%)
Всего сделок: 76 Прибыльные трейды (% от всех): 15 (100.00%) Убыточные трейды (% от всех): 0 (0.00%)
Самый большой прибыльный трейд: 2 484.93 Самый большой убыточный трейд: 0.00
Средний прибыльный трейд: 1 366.08 Средний убыточный трейд: 0.00
Максимальное количество непрерывных выигрышей (прибыль): 15 (20 491.24) Максимальное количество непрерывных проигрышей (убыток): 0 (0.00)
Макс. непрерывная прибыль (число выигрышей): 20 491.24 (15) Макс. непрерывный убыток (число проигрышей): 0.00 (0)
Средний непрерывный выигрыш: 15 Средний непрерывный проигрыш: 0
Graph
Graph
Correlation (Profits,MFE): 0.98 Correlation (Profits,MAE): 0.00 Correlation (MFE,MAE): -0.0361
Graph
Минимальное время удержания позиции: 0:16:00 Максимальное время удержания позиции: 108:50:00 Среднее время удержания позиции: 12:03:16
Graph
Ордера
Время открытия Ордер Символ Тип Объем Цена S / L T / P Время Состояние Комментарий
2016.12.12 10:08:002GBPJPYbuy3.00 / 3.00146.066143.0662016.12.12 10:08:00filled
2016.12.12 10:13:003GBPJPYbuy0.10 / 0.10146.254143.2542016.12.12 10:13:00filled
2016.12.12 20:51:004GBPJPYsell3.10 / 3.10146.0852016.12.12 20:51:00filled
2017.01.09 14:04:005GBPJPYsell3.00 / 3.00141.888144.8882017.01.09 14:04:00filled
2017.01.09 15:02:006GBPJPYsell0.10 / 0.10141.719144.7192017.01.09 15:02:00filled
2017.01.09 15:05:007GBPJPYsell0.10 / 0.10141.598144.5982017.01.09 15:05:00filled
2017.01.09 15:12:008GBPJPYbuy3.20 / 3.20141.5462017.01.09 15:12:00filled
2017.04.25 15:28:009GBPJPYbuy3.20 / 3.20141.871138.8712017.04.25 15:28:00filled
2017.04.25 15:29:0010GBPJPYbuy0.10 / 0.10141.937138.9372017.04.25 15:29:00filled
2017.04.25 16:22:0011GBPJPYbuy0.10 / 0.10142.048139.0482017.04.25 16:22:00filled
2017.04.25 17:58:0012GBPJPYbuy0.10 / 0.10142.154139.1542017.04.25 17:58:00filled
2017.04.25 18:00:0013GBPJPYsell3.50 / 3.50142.2232017.04.25 18:00:00filled
2017.05.31 00:38:0014GBPJPYsell3.60 / 3.60141.767144.7672017.05.31 00:38:00filled
2017.05.31 11:39:0015GBPJPYsell0.10 / 0.10141.613144.6132017.05.31 11:39:00filled
2017.05.31 11:40:0016GBPJPYsell0.10 / 0.10141.491144.4912017.05.31 11:40:00filled
2017.06.06 13:28:0017GBPJPYbuy3.80 / 3.80141.3852017.06.06 13:28:00filled
2017.06.29 05:13:0018GBPJPYbuy3.90 / 3.90145.548142.5482017.06.29 05:13:00filled
2017.06.29 09:07:0019GBPJPYsell3.90 / 3.90145.5542017.06.29 09:07:00filled
2017.08.08 20:07:0020GBPJPYsell3.90 / 3.90143.200146.2002017.08.08 20:07:00filled
2017.08.09 01:08:0021GBPJPYsell0.10 / 0.10143.109146.1092017.08.09 01:08:00filled
2017.08.09 01:36:0022GBPJPYsell0.10 / 0.10143.036146.0362017.08.09 01:36:00filled
2017.08.09 03:01:0023GBPJPYsell0.10 / 0.10142.950145.9502017.08.09 03:01:00filled
2017.08.09 03:31:0024GBPJPYbuy4.20 / 4.20142.8652017.08.09 03:31:00filled
2017.09.11 19:07:0025GBPJPYbuy4.30 / 4.30143.735140.7352017.09.11 19:07:00filled
2017.09.11 19:24:0026GBPJPYbuy0.10 / 0.10143.824140.8242017.09.11 19:24:00filled
2017.09.11 20:29:0027GBPJPYbuy0.10 / 0.10143.895140.8952017.09.11 20:29:00filled
2017.09.11 20:44:0028GBPJPYbuy0.10 / 0.10143.980140.9802017.09.11 20:44:00filled
2017.09.11 20:51:0029GBPJPYbuy0.10 / 0.10144.074141.0742017.09.11 20:51:00filled
2017.09.11 20:56:0030GBPJPYsell4.70 / 4.70144.0622017.09.11 20:56:00filled
2017.11.28 15:12:0031GBPJPYsell4.70 / 4.70147.620150.6202017.11.28 15:12:00filled
2017.11.28 17:48:0032GBPJPYsell0.10 / 0.10147.550150.5502017.11.28 17:48:00filled
2017.11.28 17:49:0033GBPJPYsell0.10 / 0.10147.436150.4362017.11.28 17:49:00filled
2017.11.28 17:50:0034GBPJPYsell0.20 / 0.20147.324150.3242017.11.28 17:50:00filled
2017.11.28 17:52:0035GBPJPYbuy5.10 / 5.10147.2462017.11.28 17:52:00filled
2017.12.01 10:02:0036GBPJPYbuy5.20 / 5.20152.422149.4222017.12.01 10:02:00filled
2017.12.04 13:30:0037GBPJPYbuy0.10 / 0.10152.542149.5422017.12.04 13:30:00filled
2017.12.04 13:31:0038GBPJPYbuy0.20 / 0.20152.620149.6202017.12.04 13:31:00filled
2017.12.04 13:36:0039GBPJPYbuy0.10 / 0.10152.684149.6842017.12.04 13:36:00filled
2017.12.04 14:15:0040GBPJPYsell5.60 / 5.60152.7962017.12.04 14:15:00filled
2018.02.09 18:51:0041GBPJPYsell5.70 / 5.70149.789152.7892018.02.09 18:51:00filled
2018.02.09 18:53:0042GBPJPYsell0.10 / 0.10149.760152.7602018.02.09 18:53:00filled
2018.02.09 18:57:0043GBPJPYsell0.30 / 0.30149.562152.5622018.02.09 18:57:00filled
2018.02.09 19:06:0044GBPJPYsell0.10 / 0.10149.510152.5102018.02.09 19:06:00filled
2018.02.09 19:07:0045GBPJPYbuy6.20 / 6.20149.4662018.02.09 19:07:00filled
2018.04.05 04:59:0046GBPJPYbuy6.30 / 6.30150.637147.6372018.04.05 04:59:00filled
2018.04.05 10:24:0047GBPJPYsell6.30 / 6.30150.6472018.04.05 10:24:00filled
2018.05.04 15:36:0048GBPJPYsell6.30 / 6.30147.585150.5852018.05.04 15:36:00filled
2018.05.04 15:37:0049GBPJPYsell0.10 / 0.10147.538150.5382018.05.04 15:37:00filled
2018.05.04 15:41:0050GBPJPYsell0.20 / 0.20147.412150.4122018.05.04 15:41:00filled
2018.05.04 15:46:0051GBPJPYsell0.10 / 0.10147.339150.3392018.05.04 15:46:00filled
2018.05.04 15:47:0052GBPJPYsell0.10 / 0.10147.290150.2902018.05.04 15:47:00filled
2018.05.04 16:19:0053GBPJPYbuy6.80 / 6.80147.1902018.05.04 16:19:00filled
2018.07.12 04:39:0054GBPJPYbuy7.00 / 7.00148.227145.2272018.07.12 04:39:00filled
2018.07.12 09:28:0055GBPJPYbuy0.10 / 0.10148.290145.2902018.07.12 09:28:00filled
2018.07.12 09:52:0056GBPJPYbuy0.10 / 0.10148.319145.3192018.07.12 09:52:00filled
2018.07.12 09:55:0057GBPJPYbuy0.10 / 0.10148.384145.3842018.07.12 09:55:00filled
2018.07.12 10:07:0058GBPJPYbuy0.10 / 0.10148.428145.4282018.07.12 10:07:00filled
2018.07.12 10:12:0059GBPJPYbuy0.10 / 0.10148.485145.4852018.07.12 10:12:00filled
2018.07.12 10:19:0060GBPJPYbuy0.10 / 0.10148.529145.5292018.07.12 10:19:00filled
2018.07.12 10:20:0061GBPJPYsell7.60 / 7.60148.5802018.07.12 10:20:00filled
2018.08.03 16:07:0062GBPJPYsell7.70 / 7.70144.881147.8812018.08.03 16:07:00filled
2018.08.03 16:31:0063GBPJPYsell0.10 / 0.10144.777147.7772018.08.03 16:31:00filled
2018.08.03 16:33:0064GBPJPYsell0.10 / 0.10144.748147.7482018.08.03 16:33:00filled
2018.08.03 16:36:0065GBPJPYsell0.10 / 0.10144.702147.7022018.08.03 16:36:00filled
2018.08.03 16:47:0066GBPJPYsell0.10 / 0.10144.662147.6622018.08.03 16:47:00filled
2018.08.03 16:51:0067GBPJPYsell0.10 / 0.10144.572147.5722018.08.03 16:51:00filled
2018.08.03 16:52:0068GBPJPYsell0.10 / 0.10144.570147.5702018.08.03 16:52:00filled
2018.08.03 16:55:0069GBPJPYbuy8.30 / 8.30144.5602018.08.03 16:55:00filled
2018.09.13 16:28:0070GBPJPYbuy8.40 / 8.40146.140143.1402018.09.13 16:28:00filled
2018.09.13 16:37:0071GBPJPYbuy0.10 / 0.10146.244143.2442018.09.13 16:37:00filled
2018.09.13 16:39:0072GBPJPYbuy0.10 / 0.10146.287143.2872018.09.13 16:39:00filled
2018.09.13 16:40:0073GBPJPYbuy0.10 / 0.10146.316143.3162018.09.13 16:40:00filled
2018.09.13 16:46:0074GBPJPYbuy0.10 / 0.10146.354143.3542018.09.13 16:46:00filled
2018.09.13 16:49:0075GBPJPYbuy0.10 / 0.10146.402143.4022018.09.13 16:49:00filled
2018.09.13 16:55:0076GBPJPYbuy0.10 / 0.10146.437143.4372018.09.13 16:55:00filled
2018.09.13 17:11:0077GBPJPYsell9.00 / 9.00146.4622018.09.13 17:11:00filled
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
2016.12.12 10:08:002GBPJPYbuyin3.00146.06620.000.000.0010 000.00
2016.12.12 10:13:003GBPJPYbuyin0.10146.25430.000.000.0010 000.00
2016.12.12 20:51:004GBPJPYsellout3.10146.08540.000.0034.8310 034.83
2017.01.09 14:04:005GBPJPYsellin3.00141.88850.000.000.0010 034.83
2017.01.09 15:02:006GBPJPYsellin0.10141.71960.000.000.0010 034.83
2017.01.09 15:05:007GBPJPYsellin0.10141.59870.000.000.0010 034.83
2017.01.09 15:12:008GBPJPYbuyout3.20141.54680.000.00899.2110 934.04
2017.04.25 15:28:009GBPJPYbuyin3.20141.87190.000.000.0010 934.04
2017.04.25 15:29:0010GBPJPYbuyin0.10141.937100.000.000.0010 934.04
2017.04.25 16:22:0011GBPJPYbuyin0.10142.048110.000.000.0010 934.04
2017.04.25 17:58:0012GBPJPYbuyin0.10142.154120.000.000.0010 934.04
2017.04.25 18:00:0013GBPJPYsellout3.50142.223130.000.001 063.7111 997.75
2017.05.31 00:38:0014GBPJPYsellin3.60141.767140.000.000.0011 997.75
2017.05.31 11:39:0015GBPJPYsellin0.10141.613150.000.000.0011 997.75
2017.05.31 11:40:0016GBPJPYsellin0.10141.491160.000.000.0011 997.75
2017.06.06 13:28:0017GBPJPYbuyout3.80141.385170.00-45.291 285.5813 238.04
2017.06.29 05:13:0018GBPJPYbuyin3.90145.548180.000.000.0013 238.04
2017.06.29 09:07:0019GBPJPYsellout3.90145.554190.000.0020.8413 258.88
2017.08.08 20:07:0020GBPJPYsellin3.90143.200200.000.000.0013 258.88
2017.08.09 01:08:0021GBPJPYsellin0.10143.109210.000.000.0013 258.88
2017.08.09 01:36:0022GBPJPYsellin0.10143.036220.000.000.0013 258.88
2017.08.09 03:01:0023GBPJPYsellin0.10142.950230.000.000.0013 258.88
2017.08.09 03:31:0024GBPJPYbuyout4.20142.865240.00-7.771 232.0214 483.13
2017.09.11 19:07:0025GBPJPYbuyin4.30143.735250.000.000.0014 483.13
2017.09.11 19:24:0026GBPJPYbuyin0.10143.824260.000.000.0014 483.13
2017.09.11 20:29:0027GBPJPYbuyin0.10143.895270.000.000.0014 483.13
2017.09.11 20:44:0028GBPJPYbuyin0.10143.980280.000.000.0014 483.13
2017.09.11 20:51:0029GBPJPYbuyin0.10144.074290.000.000.0014 483.13
2017.09.11 20:56:0030GBPJPYsellout4.70144.062300.000.001 328.9815 812.11
2017.11.28 15:12:0031GBPJPYsellin4.70147.620310.000.000.0015 812.11
2017.11.28 17:48:0032GBPJPYsellin0.10147.550320.000.000.0015 812.11
2017.11.28 17:49:0033GBPJPYsellin0.10147.436330.000.000.0015 812.11
2017.11.28 17:50:0034GBPJPYsellin0.20147.324340.000.000.0015 812.11
2017.11.28 17:52:0035GBPJPYbuyout5.10147.246350.000.001 638.8417 450.95
2017.12.01 10:02:0036GBPJPYbuyin5.20152.422360.000.000.0017 450.95
2017.12.04 13:30:0037GBPJPYbuyin0.10152.542370.000.000.0017 450.95
2017.12.04 13:31:0038GBPJPYbuyin0.20152.620380.000.000.0017 450.95
2017.12.04 13:36:0039GBPJPYbuyin0.10152.684390.000.000.0017 450.95
2017.12.04 14:15:0040GBPJPYsellout5.60152.796400.001.391 785.4719 237.81
2018.02.09 18:51:0041GBPJPYsellin5.70149.789410.000.000.0019 237.81
2018.02.09 18:53:0042GBPJPYsellin0.10149.760420.000.000.0019 237.81
2018.02.09 18:57:0043GBPJPYsellin0.30149.562430.000.000.0019 237.81
2018.02.09 19:06:0044GBPJPYsellin0.10149.510440.000.000.0019 237.81
2018.02.09 19:07:0045GBPJPYbuyout6.20149.466450.000.001 756.6320 994.44
2018.04.05 04:59:0046GBPJPYbuyin6.30150.637460.000.000.0020 994.44
2018.04.05 10:24:0047GBPJPYsellout6.30150.647470.000.0058.8121 053.25
2018.05.04 15:36:0048GBPJPYsellin6.30147.585480.000.000.0021 053.25
2018.05.04 15:37:0049GBPJPYsellin0.10147.538490.000.000.0021 053.25
2018.05.04 15:41:0050GBPJPYsellin0.20147.412500.000.000.0021 053.25
2018.05.04 15:46:0051GBPJPYsellin0.10147.339510.000.000.0021 053.25
2018.05.04 15:47:0052GBPJPYsellin0.10147.290520.000.000.0021 053.25
2018.05.04 16:19:0053GBPJPYbuyout6.80147.190530.000.002 377.6223 430.87
2018.07.12 04:39:0054GBPJPYbuyin7.00148.227540.000.000.0023 430.87
2018.07.12 09:28:0055GBPJPYbuyin0.10148.290550.000.000.0023 430.87
2018.07.12 09:52:0056GBPJPYbuyin0.10148.319560.000.000.0023 430.87
2018.07.12 09:55:0057GBPJPYbuyin0.10148.384570.000.000.0023 430.87
2018.07.12 10:07:0058GBPJPYbuyin0.10148.428580.000.000.0023 430.87
2018.07.12 10:12:0059GBPJPYbuyin0.10148.485590.000.000.0023 430.87
2018.07.12 10:19:0060GBPJPYbuyin0.10148.529600.000.000.0023 430.87
2018.07.12 10:20:0061GBPJPYsellout7.60148.580610.000.002 291.9425 722.81
2018.08.03 16:07:0062GBPJPYsellin7.70144.881620.000.000.0025 722.81
2018.08.03 16:31:0063GBPJPYsellin0.10144.777630.000.000.0025 722.81
2018.08.03 16:33:0064GBPJPYsellin0.10144.748640.000.000.0025 722.81
2018.08.03 16:36:0065GBPJPYsellin0.10144.702650.000.000.0025 722.81
2018.08.03 16:47:0066GBPJPYsellin0.10144.662660.000.000.0025 722.81
2018.08.03 16:51:0067GBPJPYsellin0.10144.572670.000.000.0025 722.81
2018.08.03 16:52:0068GBPJPYsellin0.10144.570680.000.000.0025 722.81
2018.08.03 16:55:0069GBPJPYbuyout8.30144.560690.000.002 283.5028 006.31
2018.09.13 16:28:0070GBPJPYbuyin8.40146.140700.000.000.0028 006.31
2018.09.13 16:37:0071GBPJPYbuyin0.10146.244710.000.000.0028 006.31
2018.09.13 16:39:0072GBPJPYbuyin0.10146.287720.000.000.0028 006.31
2018.09.13 16:40:0073GBPJPYbuyin0.10146.316730.000.000.0028 006.31
2018.09.13 16:46:0074GBPJPYbuyin0.10146.354740.000.000.0028 006.31
2018.09.13 16:49:0075GBPJPYbuyin0.10146.402750.000.000.0028 006.31
2018.09.13 16:55:0076GBPJPYbuyin0.10146.437760.000.000.0028 006.31
2018.09.13 17:11:0077GBPJPYsellout9.00146.462770.000.002 484.9330 491.24
0.00 -51.67 20 542.91 30 491.24