Отчет Тестера стратегий |
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MetaQuotes-Demo (Build 468) |
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Настройки |
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| Советник: | TrendDetector | |||||||||||
| Символ: | GBPUSD | |||||||||||
| Период: | H1 (2009.04.13 - 2011.05.27) | |||||||||||
| Входные параметры: | ||||||||||||
| Брокер: | MetaQuotes Software Corp. | |||||||||||
| Валюта: | USD | |||||||||||
| Начальный депозит: | 10 000.00 | |||||||||||
| Плечо: | 1:100 | |||||||||||
Результаты |
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| Качество истории: | 100% | |||||||||||
| Бары: | 13134 | Тики: | 3038055 | |||||||||
| Чистая прибыль: | 110 447.06 | Общая прибыль: | 110 447.06 | Общий убыток: | 0.00 | |||||||
| Прибыльность: | Матожидание выигрыша: | 5 522.35 | ||||||||||
| Фактор восстановления: | 2.84 | Коэффициент Шарпа: | 10.79 | |||||||||
| Просадка баланса: | ||||||||||||
| Абсолютная просадка по балансу: | 0.00 | Максимальная просадка по балансу: | 0.00 (0.00%) | Относительная просадка по балансу: | 0.00% (0.00) | |||||||
| Просадка средств: | ||||||||||||
| Абсолютная просадка по средствам: | 4 802.28 | Максимальная просадка по средствам: | 38 841.00 (37.19%) | Относительная просадка по средствам: | 65.77% (9 985.28) | |||||||
| Всего трейдов: | 20 | Короткие трейды (% выигравших): | 10 (100.00%) | Длинные трейды (% выигравших): | 10 (100.00%) | |||||||
| Всего сделок: | 40 | Прибыльные трейды (% от всех): | 20 (100.00%) | Убыточные трейды (% от всех): | 0 (0.00%) | |||||||
| Самый большой прибыльный трейд: | 10 500.00 | Самый большой убыточный трейд: | 0.00 | |||||||||
| Средний прибыльный трейд: | 5 522.35 | Средний убыточный трейд: | 0.00 | |||||||||
| Максимальное количество непрерывных выигрышей (прибыль): | 20 (110 447.06) | Максимальное количество непрерывных проигрышей (убыток): | 0 (0.00) | |||||||||
| Максимальная непрерывная прибыль (число выигрышей): | 110 447.06 (20) | Максимальная непрерывный убыток (число проигрышей): | 0.00 (0) | |||||||||
| Средний непрерывный выигрыш: | 20 | Средний непрерывный проигрыш: | 0 | |||||||||
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Ордера |
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| Время открытия | Ордер | Символ | Тип | Объем | Цена | S / L | T / P | Время | Состояние | Комментарий | ||
| 2009.04.13 00:00 | 2 | GBPUSD | buy | 2.00 / 2.00 | 1.46422 | 1.42922 | 1.47122 | 2009.04.13 00:00 | filled | |||
| 2009.04.13 09:10 | 3 | GBPUSD | sell | 2.00 / 2.00 | 1.47122 | 2009.04.13 09:10 | filled | tp 1.47122 | ||||
| 2009.07.08 08:00 | 4 | GBPUSD | sell | 2.20 / 2.20 | 1.60850 | 1.64350 | 1.60150 | 2009.07.08 08:00 | filled | |||
| 2009.07.08 18:00 | 5 | GBPUSD | buy | 2.20 / 2.20 | 1.60150 | 2009.07.08 18:00 | filled | tp 1.60150 | ||||
| 2009.08.03 11:31 | 6 | GBPUSD | buy | 2.50 / 2.50 | 1.68630 | 1.65130 | 1.69330 | 2009.08.03 11:31 | filled | |||
| 2009.08.03 17:02 | 7 | GBPUSD | sell | 2.50 / 2.50 | 1.69330 | 2009.08.03 17:02 | filled | tp 1.69330 | ||||
| 2009.08.17 16:00 | 8 | GBPUSD | sell | 2.90 / 2.90 | 1.63000 | 1.66500 | 1.62300 | 2009.08.17 16:00 | filled | |||
| 2009.08.26 15:15 | 9 | GBPUSD | buy | 2.90 / 2.90 | 1.62300 | 2009.08.26 15:15 | filled | tp 1.62300 | ||||
| 2009.09.10 18:00 | 10 | GBPUSD | buy | 3.30 / 3.30 | 1.66500 | 1.63000 | 1.67200 | 2009.09.10 18:00 | filled | |||
| 2009.09.11 07:04 | 11 | GBPUSD | sell | 3.30 / 3.30 | 1.67200 | 2009.09.11 07:04 | filled | tp 1.67200 | ||||
| 2009.09.25 00:00 | 12 | GBPUSD | sell | 3.70 / 3.70 | 1.60620 | 1.64120 | 1.59920 | 2009.09.25 00:00 | filled | |||
| 2009.09.25 01:45 | 13 | GBPUSD | buy | 3.70 / 3.70 | 1.59920 | 2009.09.25 01:45 | filled | tp 1.59920 | ||||
| 2009.10.20 16:00 | 14 | GBPUSD | buy | 4.30 / 4.30 | 1.64640 | 1.61140 | 1.65340 | 2009.10.20 16:00 | filled | |||
| 2009.10.21 10:34 | 15 | GBPUSD | sell | 4.30 / 4.30 | 1.65340 | 2009.10.21 10:34 | filled | tp 1.65340 | ||||
| 2009.12.08 16:00 | 16 | GBPUSD | sell | 4.90 / 4.90 | 1.62959 | 1.66459 | 1.62259 | 2009.12.08 16:00 | filled | |||
| 2009.12.09 07:29 | 17 | GBPUSD | buy | 4.90 / 4.90 | 1.62259 | 2009.12.09 07:29 | filled | tp 1.62259 | ||||
| 2010.01.18 16:00 | 18 | GBPUSD | buy | 5.50 / 5.50 | 1.63212 | 1.59712 | 1.63912 | 2010.01.18 16:00 | filled | |||
| 2010.01.19 01:52 | 19 | GBPUSD | sell | 5.50 / 5.50 | 1.63912 | 2010.01.19 01:52 | filled | tp 1.63912 | ||||
| 2010.02.01 16:00 | 20 | GBPUSD | sell | 6.30 / 6.30 | 1.59323 | 1.62823 | 1.58623 | 2010.02.01 16:00 | filled | |||
| 2010.02.04 10:15 | 21 | GBPUSD | buy | 6.30 / 6.30 | 1.58623 | 2010.02.04 10:15 | filled | tp 1.58623 | ||||
| 2010.04.09 16:00 | 22 | GBPUSD | buy | 7.20 / 7.20 | 1.53591 | 1.50091 | 1.54291 | 2010.04.09 16:00 | filled | |||
| 2010.04.12 00:16 | 23 | GBPUSD | sell | 7.20 / 7.20 | 1.54291 | 2010.04.12 00:16 | filled | tp 1.54291 | ||||
| 2010.04.29 00:00 | 24 | GBPUSD | sell | 8.20 / 8.20 | 1.52026 | 1.55526 | 1.51326 | 2010.04.29 00:00 | filled | |||
| 2010.05.04 16:04 | 25 | GBPUSD | buy | 8.20 / 8.20 | 1.51326 | 2010.05.04 16:04 | filled | tp 1.51326 | ||||
| 2010.06.14 18:00 | 26 | GBPUSD | buy | 9.30 / 9.30 | 1.47701 | 1.44201 | 1.48401 | 2010.06.14 18:00 | filled | |||
| 2010.06.16 17:08 | 27 | GBPUSD | sell | 9.30 / 9.30 | 1.48401 | 2010.06.16 17:08 | filled | tp 1.48401 | ||||
| 2010.08.24 08:00 | 28 | GBPUSD | sell | 10.60 / 10.60 | 1.54135 | 1.57635 | 1.53435 | 2010.08.24 08:00 | filled | |||
| 2010.08.31 17:09 | 29 | GBPUSD | buy | 10.60 / 10.60 | 1.53435 | 2010.08.31 17:09 | filled | tp 1.53435 | ||||
| 2010.09.17 08:00 | 30 | GBPUSD | buy | 12.10 / 12.10 | 1.57143 | 1.53643 | 1.57843 | 2010.09.17 08:00 | filled | |||
| 2010.09.24 14:46 | 31 | GBPUSD | sell | 12.10 / 12.10 | 1.57843 | 2010.09.24 14:46 | filled | tp 1.57843 | ||||
| 2010.11.25 16:00 | 32 | GBPUSD | sell | 13.80 / 13.80 | 1.57684 | 1.61184 | 1.56984 | 2010.11.25 16:00 | filled | |||
| 2010.11.26 08:38 | 33 | GBPUSD | buy | 13.80 / 13.80 | 1.56984 | 2010.11.26 08:38 | filled | tp 1.56984 | ||||
| 2011.01.12 16:00 | 34 | GBPUSD | buy | 15.00 / 15.00 | 1.56716 | 1.53216 | 1.57416 | 2011.01.12 16:00 | filled | |||
| 2011.01.12 18:12 | 35 | GBPUSD | sell | 15.00 / 15.00 | 1.57416 | 2011.01.12 18:12 | filled | tp 1.57416 | ||||
| 2011.03.28 16:00 | 36 | GBPUSD | sell | 15.00 / 15.00 | 1.60224 | 1.63724 | 1.59524 | 2011.03.28 16:00 | filled | |||
| 2011.03.29 14:10 | 37 | GBPUSD | buy | 15.00 / 15.00 | 1.59524 | 2011.03.29 14:10 | filled | tp 1.59524 | ||||
| 2011.04.08 16:00 | 38 | GBPUSD | buy | 15.00 / 15.00 | 1.63934 | 1.60434 | 1.64634 | 2011.04.08 16:00 | filled | |||
| 2011.04.21 07:47 | 39 | GBPUSD | sell | 15.00 / 15.00 | 1.64634 | 2011.04.21 07:47 | filled | tp 1.64634 | ||||
| 2011.05.16 00:00 | 40 | GBPUSD | sell | 15.00 / 15.00 | 1.61758 | 1.65258 | 1.61058 | 2011.05.16 00:00 | filled | |||
| 2011.05.23 17:15 | 41 | GBPUSD | buy | 15.00 / 15.00 | 1.61058 | 2011.05.23 17:15 | filled | tp 1.61058 | ||||
Сделки |
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| Время | Сделка | Символ | Тип | Направление | Объем | Цена | Ордер | Комиссия | Своп | Прибыль | Баланс | Комментарий |
| 2009.04.13 00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2009.04.13 00:00 | 2 | GBPUSD | buy | in | 2.00 | 1.46422 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
| 2009.04.13 09:10 | 3 | GBPUSD | sell | out | 2.00 | 1.47122 | 3 | 0.00 | 0.00 | 1 400.00 | 11 400.00 | tp 1.47122 |
| 2009.07.08 08:00 | 4 | GBPUSD | sell | in | 2.20 | 1.60850 | 4 | 0.00 | 0.00 | 0.00 | 11 400.00 | |
| 2009.07.08 18:00 | 5 | GBPUSD | buy | out | 2.20 | 1.60150 | 5 | 0.00 | 0.00 | 1 540.00 | 12 940.00 | tp 1.60150 |
| 2009.08.03 11:31 | 6 | GBPUSD | buy | in | 2.50 | 1.68630 | 6 | 0.00 | 0.00 | 0.00 | 12 940.00 | |
| 2009.08.03 17:02 | 7 | GBPUSD | sell | out | 2.50 | 1.69330 | 7 | 0.00 | 0.00 | 1 750.00 | 14 690.00 | tp 1.69330 |
| 2009.08.17 16:00 | 8 | GBPUSD | sell | in | 2.90 | 1.63000 | 8 | 0.00 | 0.00 | 0.00 | 14 690.00 | |
| 2009.08.26 15:15 | 9 | GBPUSD | buy | out | 2.90 | 1.62300 | 9 | 0.00 | -57.42 | 2 030.00 | 16 662.58 | tp 1.62300 |
| 2009.09.10 18:00 | 10 | GBPUSD | buy | in | 3.30 | 1.66500 | 10 | 0.00 | 0.00 | 0.00 | 16 662.58 | |
| 2009.09.11 07:04 | 11 | GBPUSD | sell | out | 3.30 | 1.67200 | 11 | 0.00 | -0.66 | 2 310.00 | 18 971.92 | tp 1.67200 |
| 2009.09.25 00:00 | 12 | GBPUSD | sell | in | 3.70 | 1.60620 | 12 | 0.00 | 0.00 | 0.00 | 18 971.92 | |
| 2009.09.25 01:45 | 13 | GBPUSD | buy | out | 3.70 | 1.59920 | 13 | 0.00 | 0.00 | 2 590.00 | 21 561.92 | tp 1.59920 |
| 2009.10.20 16:00 | 14 | GBPUSD | buy | in | 4.30 | 1.64640 | 14 | 0.00 | 0.00 | 0.00 | 21 561.92 | |
| 2009.10.21 10:34 | 15 | GBPUSD | sell | out | 4.30 | 1.65340 | 15 | 0.00 | -0.86 | 3 010.00 | 24 571.06 | tp 1.65340 |
| 2009.12.08 16:00 | 16 | GBPUSD | sell | in | 4.90 | 1.62959 | 16 | 0.00 | 0.00 | 0.00 | 24 571.06 | |
| 2009.12.09 07:29 | 17 | GBPUSD | buy | out | 4.90 | 1.62259 | 17 | 0.00 | -10.78 | 3 430.00 | 27 990.28 | tp 1.62259 |
| 2010.01.18 16:00 | 18 | GBPUSD | buy | in | 5.50 | 1.63212 | 18 | 0.00 | 0.00 | 0.00 | 27 990.28 | |
| 2010.01.19 01:52 | 19 | GBPUSD | sell | out | 5.50 | 1.63912 | 19 | 0.00 | -1.10 | 3 850.00 | 31 839.18 | tp 1.63912 |
| 2010.02.01 16:00 | 20 | GBPUSD | sell | in | 6.30 | 1.59323 | 20 | 0.00 | 0.00 | 0.00 | 31 839.18 | |
| 2010.02.04 10:15 | 21 | GBPUSD | buy | out | 6.30 | 1.58623 | 21 | 0.00 | -69.30 | 4 410.00 | 36 179.88 | tp 1.58623 |
| 2010.04.09 16:00 | 22 | GBPUSD | buy | in | 7.20 | 1.53591 | 22 | 0.00 | 0.00 | 0.00 | 36 179.88 | |
| 2010.04.12 00:16 | 23 | GBPUSD | sell | out | 7.20 | 1.54291 | 23 | 0.00 | -1.44 | 5 040.00 | 41 218.44 | tp 1.54291 |
| 2010.04.29 00:00 | 24 | GBPUSD | sell | in | 8.20 | 1.52026 | 24 | 0.00 | 0.00 | 0.00 | 41 218.44 | |
| 2010.05.04 16:04 | 25 | GBPUSD | buy | out | 8.20 | 1.51326 | 25 | 0.00 | -54.12 | 5 740.00 | 46 904.32 | tp 1.51326 |
| 2010.06.14 18:00 | 26 | GBPUSD | buy | in | 9.30 | 1.47701 | 26 | 0.00 | 0.00 | 0.00 | 46 904.32 | |
| 2010.06.16 17:08 | 27 | GBPUSD | sell | out | 9.30 | 1.48401 | 27 | 0.00 | -3.72 | 6 510.00 | 53 410.60 | tp 1.48401 |
| 2010.08.24 08:00 | 28 | GBPUSD | sell | in | 10.60 | 1.54135 | 28 | 0.00 | 0.00 | 0.00 | 53 410.60 | |
| 2010.08.31 17:09 | 29 | GBPUSD | buy | out | 10.60 | 1.53435 | 29 | 0.00 | -163.24 | 7 420.00 | 60 667.36 | tp 1.53435 |
| 2010.09.17 08:00 | 30 | GBPUSD | buy | in | 12.10 | 1.57143 | 30 | 0.00 | 0.00 | 0.00 | 60 667.36 | |
| 2010.09.24 14:46 | 31 | GBPUSD | sell | out | 12.10 | 1.57843 | 31 | 0.00 | -16.94 | 8 470.00 | 69 120.42 | tp 1.57843 |
| 2010.11.25 16:00 | 32 | GBPUSD | sell | in | 13.80 | 1.57684 | 32 | 0.00 | 0.00 | 0.00 | 69 120.42 | |
| 2010.11.26 08:38 | 33 | GBPUSD | buy | out | 13.80 | 1.56984 | 33 | 0.00 | -30.36 | 9 660.00 | 78 750.06 | tp 1.56984 |
| 2011.01.12 16:00 | 34 | GBPUSD | buy | in | 15.00 | 1.56716 | 34 | 0.00 | 0.00 | 0.00 | 78 750.06 | |
| 2011.01.12 18:12 | 35 | GBPUSD | sell | out | 15.00 | 1.57416 | 35 | 0.00 | 0.00 | 10 500.00 | 89 250.06 | tp 1.57416 |
| 2011.03.28 16:00 | 36 | GBPUSD | sell | in | 15.00 | 1.60224 | 36 | 0.00 | 0.00 | 0.00 | 89 250.06 | |
| 2011.03.29 14:10 | 37 | GBPUSD | buy | out | 15.00 | 1.59524 | 37 | 0.00 | -33.00 | 10 500.00 | 99 717.06 | tp 1.59524 |
| 2011.04.08 16:00 | 38 | GBPUSD | buy | in | 15.00 | 1.63934 | 38 | 0.00 | 0.00 | 0.00 | 99 717.06 | |
| 2011.04.21 07:47 | 39 | GBPUSD | sell | out | 15.00 | 1.64634 | 39 | 0.00 | -39.00 | 10 500.00 | 110 178.06 | tp 1.64634 |
| 2011.05.16 00:00 | 40 | GBPUSD | sell | in | 15.00 | 1.61758 | 40 | 0.00 | 0.00 | 0.00 | 110 178.06 | |
| 2011.05.23 17:15 | 41 | GBPUSD | buy | out | 15.00 | 1.61058 | 41 | 0.00 | -231.00 | 10 500.00 | 120 447.06 | tp 1.61058 |
| 0.00 | -712.94 | 111 160.00 | 120 447.06 | |||||||||
| Copyright 2001-2011, MetaQuotes Software Corp. | ||||||||||||