Отчет Тестера стратегий |
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MetaQuotes-Demo (Build 1881) |
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Настройки |
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| Советник: | TrendDetector+__ | |||||||||||
| Символ: | EURUSD | |||||||||||
| 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 |
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| Качество истории: | 92% | |||||||||||
| Бары: | 697954 | Тики: | 2768555 | Символы: | 1 | |||||||
| Чистая прибыль: | 3 565.58 | Абсолютная просадка по балансу: | 0.00 | Абсолютная просадка по средствам: | 648.00 | |||||||
| Общая прибыль: | 3 616.92 | Максимальная просадка по балансу: | 47.50 (0.35%) | Максимальная просадка по средствам: | 2 272.40 (19.16%) | |||||||
| Общий убыток: | -51.34 | Относительная просадка по балансу: | 0.35% (47.50) | Относительная просадка по средствам: | 19.16% (2 272.40) | |||||||
| Прибыльность: | 70.45 | Матожидание выигрыша: | 356.56 | Уровень маржи: | 239.59% | |||||||
| Фактор восстановления: | 1.57 | Коэффициент Шарпа: | 0.73 | Z-Счет: | 0.34 (26.61%) | |||||||
| AHPR: | 1.0319 (3.19%) | LR Correlation: | 0.94 | Результат OnTester: | 0 | |||||||
| GHPR: | 1.0310 (3.10%) | LR Standard Error: | 542.19 | |||||||||
| Всего трейдов: | 10 | Короткие трейды (% выигравших): | 5 (100.00%) | Длинные трейды (% выигравших): | 5 (60.00%) | |||||||
| Всего сделок: | 39 | Прибыльные трейды (% от всех): | 8 (80.00%) | Убыточные трейды (% от всех): | 2 (20.00%) | |||||||
| Самый большой прибыльный трейд: | 1 241.40 | Самый большой убыточный трейд: | -47.50 | |||||||||
| Средний прибыльный трейд: | 452.12 | Средний убыточный трейд: | -25.67 | |||||||||
| Максимальное количество непрерывных выигрышей (прибыль): | 5 (2 363.26) | Максимальное количество непрерывных проигрышей (убыток): | 1 (-47.50) | |||||||||
| Макс. непрерывная прибыль (число выигрышей): | 2 363.26 (5) | Макс. непрерывный убыток (число проигрышей): | -47.50 (1) | |||||||||
| Средний непрерывный выигрыш: | 4 | Средний непрерывный проигрыш: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.82 | Correlation (Profits,MAE): | -0.11 | Correlation (MFE,MAE): | 0.1330 | |||||||
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| Минимальное время удержания позиции: | 1:50:59 | Максимальное время удержания позиции: | 21:30:00 | Среднее время удержания позиции: | 10:31:11 | |||||||
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Ордера |
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| Время открытия | Ордер | Символ | Тип | Объем | Цена | S / L | T / P | Время | Состояние | Комментарий | ||
| 2016.11.23 16:01:00 | 2 | EURUSD | sell | 3.00 / 3.00 | 1.05549 | 1.08549 | 2016.11.23 16:01:00 | filled | ||||
| 2016.11.23 17:14:00 | 3 | EURUSD | sell | 0.10 / 0.10 | 1.05432 | 1.08432 | 2016.11.23 17:14:00 | filled | ||||
| 2016.11.23 17:31:00 | 4 | EURUSD | sell | 0.10 / 0.10 | 1.05325 | 1.08325 | 2016.11.23 17:31:00 | filled | ||||
| 2016.11.23 20:47:00 | 5 | EURUSD | buy | 3.20 / 3.20 | 1.05527 | 2016.11.23 20:47:00 | filled | |||||
| 2017.01.17 13:03:00 | 6 | EURUSD | buy | 3.00 / 3.00 | 1.06871 | 1.03871 | 2017.01.17 13:03:00 | filled | ||||
| 2017.01.17 13:20:00 | 7 | EURUSD | buy | 0.10 / 0.10 | 1.06986 | 1.03986 | 2017.01.17 13:20:00 | filled | ||||
| 2017.01.17 13:31:00 | 8 | EURUSD | buy | 0.10 / 0.10 | 1.07167 | 1.04167 | 2017.01.17 13:31:00 | filled | ||||
| 2017.01.18 02:00:00 | 9 | EURUSD | sell | 3.20 / 3.20 | 1.06961 | 2017.01.18 02:00:00 | filled | |||||
| 2017.02.14 18:01:00 | 10 | EURUSD | sell | 3.00 / 3.00 | 1.05609 | 1.08609 | 2017.02.14 18:01:00 | filled | ||||
| 2017.02.15 10:38:00 | 11 | EURUSD | sell | 0.10 / 0.10 | 1.05552 | 1.08552 | 2017.02.15 10:38:00 | filled | ||||
| 2017.02.15 12:23:00 | 12 | EURUSD | sell | 0.10 / 0.10 | 1.05471 | 1.08471 | 2017.02.15 12:23:00 | filled | ||||
| 2017.02.15 15:31:00 | 13 | EURUSD | buy | 3.20 / 3.20 | 1.05298 | 2017.02.15 15:31:00 | filled | |||||
| 2017.03.15 22:01:00 | 14 | EURUSD | buy | 3.30 / 3.30 | 1.07280 | 1.04280 | 2017.03.15 22:01:00 | filled | ||||
| 2017.03.15 22:06:00 | 15 | EURUSD | buy | 0.10 / 0.10 | 1.07326 | 1.04326 | 2017.03.15 22:06:00 | filled | ||||
| 2017.03.16 02:04:00 | 16 | EURUSD | buy | 0.10 / 0.10 | 1.07411 | 1.04411 | 2017.03.16 02:04:00 | filled | ||||
| 2017.03.16 04:08:00 | 17 | EURUSD | sell | 3.50 / 3.50 | 1.07286 | 2017.03.16 04:08:00 | filled | |||||
| 2017.09.26 19:41:00 | 18 | EURUSD | sell | 3.30 / 3.30 | 1.17602 | 1.20602 | 2017.09.26 19:41:00 | filled | ||||
| 2017.09.27 10:02:00 | 19 | EURUSD | sell | 0.10 / 0.10 | 1.17551 | 1.20551 | 2017.09.27 10:02:00 | filled | ||||
| 2017.09.27 10:18:00 | 20 | EURUSD | sell | 0.10 / 0.10 | 1.17469 | 1.20469 | 2017.09.27 10:18:00 | filled | ||||
| 2017.09.27 11:25:00 | 21 | EURUSD | sell | 0.10 / 0.10 | 1.17372 | 1.20372 | 2017.09.27 11:25:00 | filled | ||||
| 2017.09.27 15:41:00 | 22 | EURUSD | buy | 3.60 / 3.60 | 1.17288 | 2017.09.27 15:41:00 | filled | |||||
| 2017.11.24 16:03:00 | 23 | EURUSD | buy | 3.70 / 3.70 | 1.18988 | 1.15988 | 2017.11.24 16:03:00 | filled | ||||
| 2017.11.24 16:14:00 | 24 | EURUSD | buy | 0.10 / 0.10 | 1.19088 | 1.16088 | 2017.11.24 16:14:00 | filled | ||||
| 2017.11.24 16:55:00 | 25 | EURUSD | buy | 0.10 / 0.10 | 1.19168 | 1.16168 | 2017.11.24 16:55:00 | filled | ||||
| 2017.11.24 17:03:00 | 26 | EURUSD | buy | 0.10 / 0.10 | 1.19254 | 1.16254 | 2017.11.24 17:03:00 | filled | ||||
| 2017.11.24 17:54:00 | 27 | EURUSD | sell | 4.00 / 4.00 | 1.19312 | 2017.11.24 17:54:00 | filled | |||||
| 2018.03.01 02:20:00 | 28 | EURUSD | sell | 4.00 / 4.00 | 1.21870 | 1.24870 | 2018.03.01 02:20:00 | filled | ||||
| 2018.03.01 02:26:00 | 29 | EURUSD | sell | 0.10 / 0.10 | 1.21849 | 1.24849 | 2018.03.01 02:26:00 | filled | ||||
| 2018.03.01 11:06:00 | 30 | EURUSD | buy | 4.10 / 4.10 | 1.21868 | 2018.03.01 11:06:00 | filled | |||||
| 2018.03.26 19:38:00 | 31 | EURUSD | buy | 4.00 / 4.00 | 1.24498 | 1.21498 | 2018.03.26 19:38:00 | filled | ||||
| 2018.03.26 20:48:00 | 32 | EURUSD | buy | 0.10 / 0.10 | 1.24552 | 1.21552 | 2018.03.26 20:48:00 | filled | ||||
| 2018.03.26 21:07:00 | 33 | EURUSD | buy | 0.10 / 0.10 | 1.24599 | 1.21599 | 2018.03.26 21:07:00 | filled | ||||
| 2018.03.27 01:56:00 | 34 | EURUSD | sell | 4.20 / 4.20 | 1.24508 | 2018.03.27 01:56:00 | filled | |||||
| 2018.04.05 18:42:00 | 35 | EURUSD | sell | 4.00 / 4.00 | 1.22211 | 1.25211 | 2018.04.05 18:42:00 | filled | ||||
| 2018.04.05 18:43:00 | 36 | EURUSD | sell | 0.10 / 0.10 | 1.22194 | 1.25194 | 2018.04.05 18:43:00 | filled | ||||
| 2018.04.06 15:48:00 | 37 | EURUSD | buy | 4.10 / 4.10 | 1.22208 | 2018.04.06 15:48:00 | filled | |||||
| 2018.09.20 22:09:00 | 38 | EURUSD | buy | 4.00 / 4.00 | 1.17776 | 1.14776 | 2018.09.20 22:09:00 | filled | ||||
| 2018.09.20 22:19:00 | 39 | EURUSD | buy | 0.10 / 0.10 | 1.17800 | 1.14800 | 2018.09.20 22:19:00 | filled | ||||
| 2018.09.20 23:59:59 | 40 | EURUSD | sell | 4.10 / 4.10 | 1.17765 | 2018.09.20 23:59:59 | filled | end of test | ||||
Сделки |
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| Время | Сделка | Символ | Тип | Направление | Объем | Цена | Ордер | Комиссия | Своп | Прибыль | Баланс | Комментарий |
| 2016.11.07 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2016.11.23 16:01:00 | 2 | EURUSD | sell | in | 3.00 | 1.05549 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
| 2016.11.23 17:14:00 | 3 | EURUSD | sell | in | 0.10 | 1.05432 | 3 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
| 2016.11.23 17:31:00 | 4 | EURUSD | sell | in | 0.10 | 1.05325 | 4 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
| 2016.11.23 20:47:00 | 5 | EURUSD | buy | out | 3.20 | 1.05527 | 5 | 0.00 | 0.00 | 36.30 | 10 036.30 | |
| 2017.01.17 13:03:00 | 6 | EURUSD | buy | in | 3.00 | 1.06871 | 6 | 0.00 | 0.00 | 0.00 | 10 036.30 | |
| 2017.01.17 13:20:00 | 7 | EURUSD | buy | in | 0.10 | 1.06986 | 7 | 0.00 | 0.00 | 0.00 | 10 036.30 | |
| 2017.01.17 13:31:00 | 8 | EURUSD | buy | in | 0.10 | 1.07167 | 8 | 0.00 | 0.00 | 0.00 | 10 036.30 | |
| 2017.01.18 02:00:00 | 9 | EURUSD | sell | out | 3.20 | 1.06961 | 9 | 0.00 | -2.24 | 246.90 | 10 280.96 | |
| 2017.02.14 18:01:00 | 10 | EURUSD | sell | in | 3.00 | 1.05609 | 10 | 0.00 | 0.00 | 0.00 | 10 280.96 | |
| 2017.02.15 10:38:00 | 11 | EURUSD | sell | in | 0.10 | 1.05552 | 11 | 0.00 | 0.00 | 0.00 | 10 280.96 | |
| 2017.02.15 12:23:00 | 12 | EURUSD | sell | in | 0.10 | 1.05471 | 12 | 0.00 | 0.00 | 0.00 | 10 280.96 | |
| 2017.02.15 15:31:00 | 13 | EURUSD | buy | out | 3.20 | 1.05298 | 13 | 0.00 | -3.00 | 975.70 | 11 253.66 | |
| 2017.03.15 22:01:00 | 14 | EURUSD | buy | in | 3.30 | 1.07280 | 14 | 0.00 | 0.00 | 0.00 | 11 253.66 | |
| 2017.03.15 22:06:00 | 15 | EURUSD | buy | in | 0.10 | 1.07326 | 15 | 0.00 | 0.00 | 0.00 | 11 253.66 | |
| 2017.03.16 02:04:00 | 16 | EURUSD | buy | in | 0.10 | 1.07411 | 16 | 0.00 | 0.00 | 0.00 | 11 253.66 | |
| 2017.03.16 04:08:00 | 17 | EURUSD | sell | out | 3.50 | 1.07286 | 17 | 0.00 | -7.14 | 3.30 | 11 249.82 | |
| 2017.09.26 19:41:00 | 18 | EURUSD | sell | in | 3.30 | 1.17602 | 18 | 0.00 | 0.00 | 0.00 | 11 249.82 | |
| 2017.09.27 10:02:00 | 19 | EURUSD | sell | in | 0.10 | 1.17551 | 19 | 0.00 | 0.00 | 0.00 | 11 249.82 | |
| 2017.09.27 10:18:00 | 20 | EURUSD | sell | in | 0.10 | 1.17469 | 20 | 0.00 | 0.00 | 0.00 | 11 249.82 | |
| 2017.09.27 11:25:00 | 21 | EURUSD | sell | in | 0.10 | 1.17372 | 21 | 0.00 | 0.00 | 0.00 | 11 249.82 | |
| 2017.09.27 15:41:00 | 22 | EURUSD | buy | out | 3.60 | 1.17288 | 22 | 0.00 | -3.30 | 1 089.00 | 12 335.52 | |
| 2017.11.24 16:03:00 | 23 | EURUSD | buy | in | 3.70 | 1.18988 | 23 | 0.00 | 0.00 | 0.00 | 12 335.52 | |
| 2017.11.24 16:14:00 | 24 | EURUSD | buy | in | 0.10 | 1.19088 | 24 | 0.00 | 0.00 | 0.00 | 12 335.52 | |
| 2017.11.24 16:55:00 | 25 | EURUSD | buy | in | 0.10 | 1.19168 | 25 | 0.00 | 0.00 | 0.00 | 12 335.52 | |
| 2017.11.24 17:03:00 | 26 | EURUSD | buy | in | 0.10 | 1.19254 | 26 | 0.00 | 0.00 | 0.00 | 12 335.52 | |
| 2017.11.24 17:54:00 | 27 | EURUSD | sell | out | 4.00 | 1.19312 | 27 | 0.00 | 0.00 | 1 241.40 | 13 576.92 | |
| 2018.03.01 02:20:00 | 28 | EURUSD | sell | in | 4.00 | 1.21870 | 28 | 0.00 | 0.00 | 0.00 | 13 576.92 | |
| 2018.03.01 02:26:00 | 29 | EURUSD | sell | in | 0.10 | 1.21849 | 29 | 0.00 | 0.00 | 0.00 | 13 576.92 | |
| 2018.03.01 11:06:00 | 30 | EURUSD | buy | out | 4.10 | 1.21868 | 30 | 0.00 | 0.00 | 6.10 | 13 583.02 | |
| 2018.03.26 19:38:00 | 31 | EURUSD | buy | in | 4.00 | 1.24498 | 31 | 0.00 | 0.00 | 0.00 | 13 583.02 | |
| 2018.03.26 20:48:00 | 32 | EURUSD | buy | in | 0.10 | 1.24552 | 32 | 0.00 | 0.00 | 0.00 | 13 583.02 | |
| 2018.03.26 21:07:00 | 33 | EURUSD | buy | in | 0.10 | 1.24599 | 33 | 0.00 | 0.00 | 0.00 | 13 583.02 | |
| 2018.03.27 01:56:00 | 34 | EURUSD | sell | out | 4.20 | 1.24508 | 34 | 0.00 | -2.94 | 26.50 | 13 606.58 | |
| 2018.04.05 18:42:00 | 35 | EURUSD | sell | in | 4.00 | 1.22211 | 35 | 0.00 | 0.00 | 0.00 | 13 606.58 | |
| 2018.04.05 18:43:00 | 36 | EURUSD | sell | in | 0.10 | 1.22194 | 36 | 0.00 | 0.00 | 0.00 | 13 606.58 | |
| 2018.04.06 15:48:00 | 37 | EURUSD | buy | out | 4.10 | 1.22208 | 37 | 0.00 | -4.10 | 10.60 | 13 613.08 | |
| 2018.09.20 22:09:00 | 38 | EURUSD | buy | in | 4.00 | 1.17776 | 38 | 0.00 | 0.00 | 0.00 | 13 613.08 | |
| 2018.09.20 22:19:00 | 39 | EURUSD | buy | in | 0.10 | 1.17800 | 39 | 0.00 | 0.00 | 0.00 | 13 613.08 | |
| 2018.09.20 23:59:59 | 40 | EURUSD | sell | out | 4.10 | 1.17765 | 40 | 0.00 | 0.00 | -47.50 | 13 565.58 | end of test |
| 0.00 | -22.72 | 3 588.30 | 13 565.58 | |||||||||