Отчет Тестера стратегий |
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MetaQuotes-Demo (Build 1881) |
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Настройки |
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Советник: | TrendDetector+__ | |||||||||||
Символ: | GBPUSD | |||||||||||
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: | 98% | |||||||||||
Бары: | 697693 | Тики: | 2760667 | Символы: | 1 | |||||||
Чистая прибыль: | 9 001.32 | Абсолютная просадка по балансу: | 0.00 | Абсолютная просадка по средствам: | 1 005.12 | |||||||
Общая прибыль: | 9 001.32 | Максимальная просадка по балансу: | 0.00 (0.00%) | Максимальная просадка по средствам: | 6 811.00 (36.23%) | |||||||
Общий убыток: | 0.00 | Относительная просадка по балансу: | 0.00% (0.00) | Относительная просадка по средствам: | 36.23% (6 811.00) | |||||||
Прибыльность: | Матожидание выигрыша: | 692.41 | Уровень маржи: | 166.96% | ||||||||
Фактор восстановления: | 1.32 | Коэффициент Шарпа: | 1.09 | Z-Счет: | 0.00 (0.00%) | |||||||
AHPR: | 1.0517 (5.17%) | LR Correlation: | 0.98 | Результат OnTester: | 0 | |||||||
GHPR: | 1.0506 (5.06%) | LR Standard Error: | 501.35 | |||||||||
Всего трейдов: | 13 | Короткие трейды (% выигравших): | 6 (100.00%) | Длинные трейды (% выигравших): | 7 (100.00%) | |||||||
Всего сделок: | 57 | Прибыльные трейды (% от всех): | 13 (100.00%) | Убыточные трейды (% от всех): | 0 (0.00%) | |||||||
Самый большой прибыльный трейд: | 1 958.40 | Самый большой убыточный трейд: | 0.00 | |||||||||
Средний прибыльный трейд: | 692.41 | Средний убыточный трейд: | 0.00 | |||||||||
Максимальное количество непрерывных выигрышей (прибыль): | 13 (9 001.32) | Максимальное количество непрерывных проигрышей (убыток): | 0 (0.00) | |||||||||
Макс. непрерывная прибыль (число выигрышей): | 9 001.32 (13) | Макс. непрерывный убыток (число проигрышей): | 0.00 (0) | |||||||||
Средний непрерывный выигрыш: | 13 | Средний непрерывный проигрыш: | 0 | |||||||||
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Correlation (Profits,MFE): | 0.87 | Correlation (Profits,MAE): | -0.45 | Correlation (MFE,MAE): | -0.6687 | |||||||
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Минимальное время удержания позиции: | 3:30:00 | Максимальное время удержания позиции: | 55:02:00 | Среднее время удержания позиции: | 15:42:23 | |||||||
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Ордера |
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Время открытия | Ордер | Символ | Тип | Объем | Цена | S / L | T / P | Время | Состояние | Комментарий | ||
2016.11.25 21:14:00 | 2 | GBPUSD | buy | 3.00 / 3.00 | 1.24632 | 1.21632 | 2016.11.25 21:14:00 | filled | ||||
2016.11.25 21:57:00 | 3 | GBPUSD | buy | 0.10 / 0.10 | 1.24757 | 1.21757 | 2016.11.25 21:57:00 | filled | ||||
2016.11.28 03:55:00 | 4 | GBPUSD | buy | 0.10 / 0.10 | 1.24887 | 1.21887 | 2016.11.28 03:55:00 | filled | ||||
2016.11.28 04:10:00 | 5 | GBPUSD | sell | 3.20 / 3.20 | 1.24952 | 2016.11.28 04:10:00 | filled | |||||
2016.12.22 18:34:00 | 6 | GBPUSD | sell | 3.20 / 3.20 | 1.22883 | 1.25883 | 2016.12.22 18:34:00 | filled | ||||
2016.12.22 18:35:00 | 7 | GBPUSD | sell | 0.10 / 0.10 | 1.22869 | 1.25869 | 2016.12.22 18:35:00 | filled | ||||
2016.12.23 02:00:00 | 8 | GBPUSD | buy | 3.30 / 3.30 | 1.22850 | 2016.12.23 02:00:00 | filled | |||||
2017.01.23 09:09:00 | 9 | GBPUSD | buy | 3.30 / 3.30 | 1.24477 | 1.21477 | 2017.01.23 09:09:00 | filled | ||||
2017.01.23 09:11:00 | 10 | GBPUSD | buy | 0.10 / 0.10 | 1.24614 | 1.21614 | 2017.01.23 09:11:00 | filled | ||||
2017.01.23 09:13:00 | 11 | GBPUSD | buy | 0.10 / 0.10 | 1.24688 | 1.21688 | 2017.01.23 09:13:00 | filled | ||||
2017.01.23 17:20:00 | 12 | GBPUSD | buy | 0.10 / 0.10 | 1.24761 | 1.21761 | 2017.01.23 17:20:00 | filled | ||||
2017.01.23 17:43:00 | 13 | GBPUSD | sell | 3.60 / 3.60 | 1.24798 | 2017.01.23 17:43:00 | filled | |||||
2017.03.02 01:13:00 | 14 | GBPUSD | sell | 3.60 / 3.60 | 1.22754 | 1.25754 | 2017.03.02 01:13:00 | filled | ||||
2017.03.02 02:02:00 | 15 | GBPUSD | sell | 0.10 / 0.10 | 1.22669 | 1.25669 | 2017.03.02 02:02:00 | filled | ||||
2017.03.02 11:35:00 | 16 | GBPUSD | buy | 3.70 / 3.70 | 1.22746 | 2017.03.02 11:35:00 | filled | |||||
2017.03.27 12:47:00 | 17 | GBPUSD | buy | 3.60 / 3.60 | 1.25817 | 1.22817 | 2017.03.27 12:47:00 | filled | ||||
2017.03.27 12:56:00 | 18 | GBPUSD | buy | 0.10 / 0.10 | 1.25866 | 1.22866 | 2017.03.27 12:56:00 | filled | ||||
2017.03.27 13:39:00 | 19 | GBPUSD | buy | 0.10 / 0.10 | 1.25957 | 1.22957 | 2017.03.27 13:39:00 | filled | ||||
2017.03.27 15:16:00 | 20 | GBPUSD | buy | 0.10 / 0.10 | 1.26087 | 1.23087 | 2017.03.27 15:16:00 | filled | ||||
2017.03.27 16:17:00 | 21 | GBPUSD | sell | 3.90 / 3.90 | 1.26133 | 2017.03.27 16:17:00 | filled | |||||
2017.06.06 11:00:00 | 22 | GBPUSD | sell | 4.00 / 4.00 | 1.29250 | 1.32250 | 2017.06.06 11:00:00 | filled | ||||
2017.06.06 11:24:00 | 23 | GBPUSD | sell | 0.10 / 0.10 | 1.29159 | 1.32159 | 2017.06.06 11:24:00 | filled | ||||
2017.06.06 13:27:00 | 24 | GBPUSD | sell | 0.10 / 0.10 | 1.29082 | 1.32082 | 2017.06.06 13:27:00 | filled | ||||
2017.06.06 13:35:00 | 25 | GBPUSD | sell | 0.10 / 0.10 | 1.29008 | 1.32008 | 2017.06.06 13:35:00 | filled | ||||
2017.06.06 15:37:00 | 26 | GBPUSD | buy | 4.30 / 4.30 | 1.28925 | 2017.06.06 15:37:00 | filled | |||||
2017.06.29 12:14:00 | 27 | GBPUSD | buy | 4.40 / 4.40 | 1.30061 | 1.27061 | 2017.06.29 12:14:00 | filled | ||||
2017.06.30 03:37:00 | 28 | GBPUSD | buy | 0.10 / 0.10 | 1.30159 | 1.27159 | 2017.06.30 03:37:00 | filled | ||||
2017.06.30 03:55:00 | 29 | GBPUSD | buy | 0.10 / 0.10 | 1.30207 | 1.27207 | 2017.06.30 03:55:00 | filled | ||||
2017.06.30 05:07:00 | 30 | GBPUSD | buy | 0.10 / 0.10 | 1.30281 | 1.27281 | 2017.06.30 05:07:00 | filled | ||||
2017.06.30 09:00:00 | 31 | GBPUSD | sell | 4.70 / 4.70 | 1.30083 | 2017.06.30 09:00:00 | filled | |||||
2017.08.18 18:23:00 | 32 | GBPUSD | sell | 4.40 / 4.40 | 1.28387 | 1.31387 | 2017.08.18 18:23:00 | filled | ||||
2017.08.22 12:43:00 | 33 | GBPUSD | sell | 0.10 / 0.10 | 1.28296 | 1.31296 | 2017.08.22 12:43:00 | filled | ||||
2017.08.22 13:18:00 | 34 | GBPUSD | sell | 0.10 / 0.10 | 1.28247 | 1.31247 | 2017.08.22 13:18:00 | filled | ||||
2017.08.22 14:03:00 | 35 | GBPUSD | sell | 0.10 / 0.10 | 1.28166 | 1.31166 | 2017.08.22 14:03:00 | filled | ||||
2017.08.22 17:00:00 | 36 | GBPUSD | buy | 4.70 / 4.70 | 1.28247 | 2017.08.22 17:00:00 | filled | |||||
2017.09.07 18:04:00 | 37 | GBPUSD | buy | 4.60 / 4.60 | 1.31145 | 1.28145 | 2017.09.07 18:04:00 | filled | ||||
2017.09.08 05:28:00 | 38 | GBPUSD | buy | 0.10 / 0.10 | 1.31260 | 1.28260 | 2017.09.08 05:28:00 | filled | ||||
2017.09.08 05:29:00 | 39 | GBPUSD | buy | 0.10 / 0.10 | 1.31299 | 1.28299 | 2017.09.08 05:29:00 | filled | ||||
2017.09.08 05:50:00 | 40 | GBPUSD | buy | 0.10 / 0.10 | 1.31364 | 1.28364 | 2017.09.08 05:50:00 | filled | ||||
2017.09.08 08:13:00 | 41 | GBPUSD | buy | 0.10 / 0.10 | 1.31437 | 1.28437 | 2017.09.08 08:13:00 | filled | ||||
2017.09.08 08:17:00 | 42 | GBPUSD | sell | 5.00 / 5.00 | 1.31473 | 2017.09.08 08:17:00 | filled | |||||
2018.03.01 00:48:00 | 43 | GBPUSD | sell | 5.00 / 5.00 | 1.37545 | 1.40545 | 2018.03.01 00:48:00 | filled | ||||
2018.03.01 01:28:00 | 44 | GBPUSD | sell | 0.10 / 0.10 | 1.37526 | 1.40526 | 2018.03.01 01:28:00 | filled | ||||
2018.03.01 02:34:00 | 45 | GBPUSD | sell | 0.10 / 0.10 | 1.37458 | 1.40458 | 2018.03.01 02:34:00 | filled | ||||
2018.03.01 06:11:00 | 46 | GBPUSD | buy | 5.20 / 5.20 | 1.37531 | 2018.03.01 06:11:00 | filled | |||||
2018.03.22 02:05:00 | 47 | GBPUSD | buy | 5.10 / 5.10 | 1.41523 | 1.38523 | 2018.03.22 02:05:00 | filled | ||||
2018.03.22 02:23:00 | 48 | GBPUSD | buy | 0.10 / 0.10 | 1.41594 | 1.38594 | 2018.03.22 02:23:00 | filled | ||||
2018.03.22 02:49:00 | 49 | GBPUSD | buy | 0.10 / 0.10 | 1.41657 | 1.38657 | 2018.03.22 02:49:00 | filled | ||||
2018.03.22 09:07:00 | 50 | GBPUSD | sell | 5.30 / 5.30 | 1.41528 | 2018.03.22 09:07:00 | filled | |||||
2018.04.23 20:10:00 | 51 | GBPUSD | sell | 5.10 / 5.10 | 1.39365 | 1.42365 | 2018.04.23 20:10:00 | filled | ||||
2018.04.23 20:15:00 | 52 | GBPUSD | sell | 0.10 / 0.10 | 1.39300 | 1.42300 | 2018.04.23 20:15:00 | filled | ||||
2018.04.24 04:12:00 | 53 | GBPUSD | sell | 0.10 / 0.10 | 1.39219 | 1.42219 | 2018.04.24 04:12:00 | filled | ||||
2018.04.24 09:53:00 | 54 | GBPUSD | buy | 5.30 / 5.30 | 1.39353 | 2018.04.24 09:53:00 | filled | |||||
2018.09.11 08:48:00 | 55 | GBPUSD | buy | 5.10 / 5.10 | 1.30535 | 1.27535 | 2018.09.11 08:48:00 | filled | ||||
2018.09.11 08:51:00 | 56 | GBPUSD | buy | 0.10 / 0.10 | 1.30605 | 1.27605 | 2018.09.11 08:51:00 | filled | ||||
2018.09.11 10:18:00 | 57 | GBPUSD | buy | 0.30 / 0.30 | 1.30844 | 1.27844 | 2018.09.11 10:18:00 | filled | ||||
2018.09.13 15:50:00 | 58 | GBPUSD | sell | 5.50 / 5.50 | 1.30910 | 2018.09.13 15:50:00 | filled | |||||
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 | ||||||
2016.11.25 21:14:00 | 2 | GBPUSD | buy | in | 3.00 | 1.24632 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2016.11.25 21:57:00 | 3 | GBPUSD | buy | in | 0.10 | 1.24757 | 3 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2016.11.28 03:55:00 | 4 | GBPUSD | buy | in | 0.10 | 1.24887 | 4 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2016.11.28 04:10:00 | 5 | GBPUSD | sell | out | 3.20 | 1.24952 | 5 | 0.00 | -0.62 | 986.00 | 10 985.38 | |
2016.12.22 18:34:00 | 6 | GBPUSD | sell | in | 3.20 | 1.22883 | 6 | 0.00 | 0.00 | 0.00 | 10 985.38 | |
2016.12.22 18:35:00 | 7 | GBPUSD | sell | in | 0.10 | 1.22869 | 7 | 0.00 | 0.00 | 0.00 | 10 985.38 | |
2016.12.23 02:00:00 | 8 | GBPUSD | buy | out | 3.30 | 1.22850 | 8 | 0.00 | -7.26 | 107.50 | 11 085.62 | |
2017.01.23 09:09:00 | 9 | GBPUSD | buy | in | 3.30 | 1.24477 | 9 | 0.00 | 0.00 | 0.00 | 11 085.62 | |
2017.01.23 09:11:00 | 10 | GBPUSD | buy | in | 0.10 | 1.24614 | 10 | 0.00 | 0.00 | 0.00 | 11 085.62 | |
2017.01.23 09:13:00 | 11 | GBPUSD | buy | in | 0.10 | 1.24688 | 11 | 0.00 | 0.00 | 0.00 | 11 085.62 | |
2017.01.23 17:20:00 | 12 | GBPUSD | buy | in | 0.10 | 1.24761 | 12 | 0.00 | 0.00 | 0.00 | 11 085.62 | |
2017.01.23 17:43:00 | 13 | GBPUSD | sell | out | 3.60 | 1.24798 | 13 | 0.00 | 0.00 | 1 092.40 | 12 178.02 | |
2017.03.02 01:13:00 | 14 | GBPUSD | sell | in | 3.60 | 1.22754 | 14 | 0.00 | 0.00 | 0.00 | 12 178.02 | |
2017.03.02 02:02:00 | 15 | GBPUSD | sell | in | 0.10 | 1.22669 | 15 | 0.00 | 0.00 | 0.00 | 12 178.02 | |
2017.03.02 11:35:00 | 16 | GBPUSD | buy | out | 3.70 | 1.22746 | 16 | 0.00 | 0.00 | 21.10 | 12 199.12 | |
2017.03.27 12:47:00 | 17 | GBPUSD | buy | in | 3.60 | 1.25817 | 17 | 0.00 | 0.00 | 0.00 | 12 199.12 | |
2017.03.27 12:56:00 | 18 | GBPUSD | buy | in | 0.10 | 1.25866 | 18 | 0.00 | 0.00 | 0.00 | 12 199.12 | |
2017.03.27 13:39:00 | 19 | GBPUSD | buy | in | 0.10 | 1.25957 | 19 | 0.00 | 0.00 | 0.00 | 12 199.12 | |
2017.03.27 15:16:00 | 20 | GBPUSD | buy | in | 0.10 | 1.26087 | 20 | 0.00 | 0.00 | 0.00 | 12 199.12 | |
2017.03.27 16:17:00 | 21 | GBPUSD | sell | out | 3.90 | 1.26133 | 21 | 0.00 | 0.00 | 1 186.50 | 13 385.62 | |
2017.06.06 11:00:00 | 22 | GBPUSD | sell | in | 4.00 | 1.29250 | 22 | 0.00 | 0.00 | 0.00 | 13 385.62 | |
2017.06.06 11:24:00 | 23 | GBPUSD | sell | in | 0.10 | 1.29159 | 23 | 0.00 | 0.00 | 0.00 | 13 385.62 | |
2017.06.06 13:27:00 | 24 | GBPUSD | sell | in | 0.10 | 1.29082 | 24 | 0.00 | 0.00 | 0.00 | 13 385.62 | |
2017.06.06 13:35:00 | 25 | GBPUSD | sell | in | 0.10 | 1.29008 | 25 | 0.00 | 0.00 | 0.00 | 13 385.62 | |
2017.06.06 15:37:00 | 26 | GBPUSD | buy | out | 4.30 | 1.28925 | 26 | 0.00 | 0.00 | 1 347.40 | 14 733.02 | |
2017.06.29 12:14:00 | 27 | GBPUSD | buy | in | 4.40 | 1.30061 | 27 | 0.00 | 0.00 | 0.00 | 14 733.02 | |
2017.06.30 03:37:00 | 28 | GBPUSD | buy | in | 0.10 | 1.30159 | 28 | 0.00 | 0.00 | 0.00 | 14 733.02 | |
2017.06.30 03:55:00 | 29 | GBPUSD | buy | in | 0.10 | 1.30207 | 29 | 0.00 | 0.00 | 0.00 | 14 733.02 | |
2017.06.30 05:07:00 | 30 | GBPUSD | buy | in | 0.10 | 1.30281 | 30 | 0.00 | 0.00 | 0.00 | 14 733.02 | |
2017.06.30 09:00:00 | 31 | GBPUSD | sell | out | 4.70 | 1.30083 | 31 | 0.00 | -0.88 | 57.00 | 14 789.14 | |
2017.08.18 18:23:00 | 32 | GBPUSD | sell | in | 4.40 | 1.28387 | 32 | 0.00 | 0.00 | 0.00 | 14 789.14 | |
2017.08.22 12:43:00 | 33 | GBPUSD | sell | in | 0.10 | 1.28296 | 33 | 0.00 | 0.00 | 0.00 | 14 789.14 | |
2017.08.22 13:18:00 | 34 | GBPUSD | sell | in | 0.10 | 1.28247 | 34 | 0.00 | 0.00 | 0.00 | 14 789.14 | |
2017.08.22 14:03:00 | 35 | GBPUSD | sell | in | 0.10 | 1.28166 | 35 | 0.00 | 0.00 | 0.00 | 14 789.14 | |
2017.08.22 17:00:00 | 36 | GBPUSD | buy | out | 4.70 | 1.28247 | 36 | 0.00 | -19.36 | 612.80 | 15 382.58 | |
2017.09.07 18:04:00 | 37 | GBPUSD | buy | in | 4.60 | 1.31145 | 37 | 0.00 | 0.00 | 0.00 | 15 382.58 | |
2017.09.08 05:28:00 | 38 | GBPUSD | buy | in | 0.10 | 1.31260 | 38 | 0.00 | 0.00 | 0.00 | 15 382.58 | |
2017.09.08 05:29:00 | 39 | GBPUSD | buy | in | 0.10 | 1.31299 | 39 | 0.00 | 0.00 | 0.00 | 15 382.58 | |
2017.09.08 05:50:00 | 40 | GBPUSD | buy | in | 0.10 | 1.31364 | 40 | 0.00 | 0.00 | 0.00 | 15 382.58 | |
2017.09.08 08:13:00 | 41 | GBPUSD | buy | in | 0.10 | 1.31437 | 41 | 0.00 | 0.00 | 0.00 | 15 382.58 | |
2017.09.08 08:17:00 | 42 | GBPUSD | sell | out | 5.00 | 1.31473 | 42 | 0.00 | -0.92 | 1 562.00 | 16 943.66 | |
2018.03.01 00:48:00 | 43 | GBPUSD | sell | in | 5.00 | 1.37545 | 43 | 0.00 | 0.00 | 0.00 | 16 943.66 | |
2018.03.01 01:28:00 | 44 | GBPUSD | sell | in | 0.10 | 1.37526 | 44 | 0.00 | 0.00 | 0.00 | 16 943.66 | |
2018.03.01 02:34:00 | 45 | GBPUSD | sell | in | 0.10 | 1.37458 | 45 | 0.00 | 0.00 | 0.00 | 16 943.66 | |
2018.03.01 06:11:00 | 46 | GBPUSD | buy | out | 5.20 | 1.37531 | 46 | 0.00 | 0.00 | 62.20 | 17 005.86 | |
2018.03.22 02:05:00 | 47 | GBPUSD | buy | in | 5.10 | 1.41523 | 47 | 0.00 | 0.00 | 0.00 | 17 005.86 | |
2018.03.22 02:23:00 | 48 | GBPUSD | buy | in | 0.10 | 1.41594 | 48 | 0.00 | 0.00 | 0.00 | 17 005.86 | |
2018.03.22 02:49:00 | 49 | GBPUSD | buy | in | 0.10 | 1.41657 | 49 | 0.00 | 0.00 | 0.00 | 17 005.86 | |
2018.03.22 09:07:00 | 50 | GBPUSD | sell | out | 5.30 | 1.41528 | 50 | 0.00 | 0.00 | 6.00 | 17 011.86 | |
2018.04.23 20:10:00 | 51 | GBPUSD | sell | in | 5.10 | 1.39365 | 51 | 0.00 | 0.00 | 0.00 | 17 011.86 | |
2018.04.23 20:15:00 | 52 | GBPUSD | sell | in | 0.10 | 1.39300 | 52 | 0.00 | 0.00 | 0.00 | 17 011.86 | |
2018.04.24 04:12:00 | 53 | GBPUSD | sell | in | 0.10 | 1.39219 | 53 | 0.00 | 0.00 | 0.00 | 17 011.86 | |
2018.04.24 09:53:00 | 54 | GBPUSD | buy | out | 5.30 | 1.39353 | 54 | 0.00 | -11.44 | 42.50 | 17 042.92 | |
2018.09.11 08:48:00 | 55 | GBPUSD | buy | in | 5.10 | 1.30535 | 55 | 0.00 | 0.00 | 0.00 | 17 042.92 | |
2018.09.11 08:51:00 | 56 | GBPUSD | buy | in | 0.10 | 1.30605 | 56 | 0.00 | 0.00 | 0.00 | 17 042.92 | |
2018.09.11 10:18:00 | 57 | GBPUSD | buy | in | 0.30 | 1.30844 | 57 | 0.00 | 0.00 | 0.00 | 17 042.92 | |
2018.09.13 15:50:00 | 58 | GBPUSD | sell | out | 5.50 | 1.30910 | 58 | 0.00 | -4.40 | 1 962.80 | 19 001.32 | |
0.00 | -44.88 | 9 046.20 | 19 001.32 | |||||||||