Отчет Тестера стратегий |
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Alpari-MT5-Demo (Build 1430) |
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Настройки |
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| Советник: | Spreader_MT5_v4.1 | |||||||||||
| Символ: | EURUSD | |||||||||||
| Период: | M1 (2016.01.01 - 2016.10.11) | |||||||||||
| Параметры: | seconds_instrument=GBPUSD | |||||||||||
| LotForOnePosition=0.01 | ||||||||||||
| MaxProfitToClosePos=50 | ||||||||||||
| MagicNumber=1234501 | ||||||||||||
| Slippage=2 | ||||||||||||
| CloseAllOrdersWhenLoss=false | ||||||||||||
| CloseLossNTimeProfit=6.000000964850187 | ||||||||||||
| DEBUG=false | ||||||||||||
| Брокер: | Alpari Limited | |||||||||||
| Валюта: | USD | |||||||||||
| Начальный депозит: | 1 000.00 | |||||||||||
| Плечо: | 1:500 | |||||||||||
Бэктест |
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| Качество истории: | 95% | |||||||||||
| Бары: | 288880 | Тики: | 145633995 | Символы: | 2 | |||||||
| Чистая прибыль: | 240.72 | Абсолютная просадка по балансу: | 0.00 | Абсолютная просадка по средствам: | 8.17 | |||||||
| Общая прибыль: | 348.82 | Максимальная просадка по балансу: | 42.40 (3.30%) | Максимальная просадка по средствам: | 100.73 (9.05%) | |||||||
| Общий убыток: | -108.10 | Относительная просадка по балансу: | 3.71% (40.54) | Относительная просадка по средствам: | 9.05% (100.73) | |||||||
| Прибыльность: | 3.23 | Матожидание выигрыша: | 9.26 | Уровень маржи: | 19371.68% | |||||||
| Фактор восстановления: | 2.39 | Коэффициент Шарпа: | 0.45 | Z-Счет: | 1.15 (74.57%) | |||||||
| AHPR: | 1.0085 (0.85%) | LR Correlation: | 0.98 | Результат OnTester: | 0 | |||||||
| GHPR: | 1.0083 (0.83%) | LR Standard Error: | 15.86 | |||||||||
| Всего трейдов: | 26 | Короткие трейды (% выигравших): | 13 (84.62%) | Длинные трейды (% выигравших): | 13 (53.85%) | |||||||
| Всего сделок: | 52 | Прибыльные трейды (% от всех): | 18 (69.23%) | Убыточные трейды (% от всех): | 8 (30.77%) | |||||||
| Самый большой прибыльный трейд: | 59.07 | Самый большой убыточный трейд: | -41.63 | |||||||||
| Средний прибыльный трейд: | 19.38 | Средний убыточный трейд: | -13.51 | |||||||||
| Максимальное количество непрерывных выигрышей (прибыль): | 5 (78.90) | Максимальное количество непрерывных проигрышей (убыток): | 2 (-42.40) | |||||||||
| Макс. непрерывная прибыль (число выигрышей): | 78.90 (5) | Макс. непрерывный убыток (число проигрышей): | -42.40 (2) | |||||||||
| Средний непрерывный выигрыш: | 3 | Средний непрерывный проигрыш: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.68 | Correlation (Profits,MAE): | 0.03 | Correlation (MFE,MAE): | -0.2195 | |||||||
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| Минимальное время удержания позиции: | 0:00:00 | Максимальное время удержания позиции: | 0:00:00 | Среднее время удержания позиции: | 0:00:00 | |||||||
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Ордера |
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| Время открытия | Ордер | Символ | Тип | Объем | Цена | S / L | T / P | Время | Состояние | Комментарий | ||
| 2016.01.04 00:30:00 | 2 | GBPUSD | sell | 0.01 / 0.01 | 1.47390 | 2016.01.04 00:30:00 | filled | Spreader_MT5_v4.1 | ||||
| 2016.01.04 00:30:00 | 3 | EURUSD | buy | 0.01 / 0.01 | 1.08667 | 2016.01.04 00:30:00 | filled | Spreader_MT5_v4.1 | ||||
| 2016.01.08 18:30:42 | 4 | EURUSD | sell | 0.01 / 0.01 | 1.09146 | 2016.01.08 18:30:42 | filled | |||||
| 2016.01.08 18:30:42 | 5 | GBPUSD | buy | 0.01 / 0.01 | 1.45361 | 2016.01.08 18:30:42 | filled | |||||
| 2016.01.08 18:30:43 | 6 | GBPUSD | sell | 0.01 / 0.01 | 1.45312 | 2016.01.08 18:30:43 | filled | Spreader_MT5_v4.1 | ||||
| 2016.01.08 18:30:43 | 7 | EURUSD | buy | 0.01 / 0.01 | 1.09145 | 2016.01.08 18:30:43 | filled | Spreader_MT5_v4.1 | ||||
| 2016.01.15 15:49:36 | 8 | EURUSD | sell | 0.01 / 0.01 | 1.09774 | 2016.01.15 15:49:36 | filled | |||||
| 2016.01.15 15:49:36 | 9 | GBPUSD | buy | 0.01 / 0.01 | 1.43440 | 2016.01.15 15:49:36 | filled | |||||
| 2016.01.15 15:49:37 | 10 | GBPUSD | sell | 0.01 / 0.01 | 1.43391 | 2016.01.15 15:49:37 | filled | Spreader_MT5_v4.1 | ||||
| 2016.01.15 15:49:37 | 11 | EURUSD | buy | 0.01 / 0.01 | 1.09776 | 2016.01.15 15:49:37 | filled | Spreader_MT5_v4.1 | ||||
| 2016.02.09 15:54:31 | 12 | EURUSD | sell | 0.01 / 0.01 | 1.12938 | 2016.02.09 15:54:31 | filled | |||||
| 2016.02.09 15:54:31 | 13 | GBPUSD | buy | 0.01 / 0.01 | 1.44052 | 2016.02.09 15:54:31 | filled | |||||
| 2016.02.09 15:54:32 | 14 | GBPUSD | sell | 0.01 / 0.01 | 1.44042 | 2016.02.09 15:54:32 | filled | Spreader_MT5_v4.1 | ||||
| 2016.02.09 15:54:32 | 15 | EURUSD | buy | 0.01 / 0.01 | 1.12946 | 2016.02.09 15:54:32 | filled | Spreader_MT5_v4.1 | ||||
| 2016.04.01 15:30:59 | 16 | EURUSD | sell | 0.01 / 0.01 | 1.14093 | 2016.04.01 15:30:59 | filled | |||||
| 2016.04.01 15:30:59 | 17 | GBPUSD | buy | 0.01 / 0.01 | 1.42670 | 2016.04.01 15:30:59 | filled | |||||
| 2016.04.01 15:31:00 | 18 | GBPUSD | sell | 0.01 / 0.01 | 1.42662 | 2016.04.01 15:31:00 | filled | Spreader_MT5_v4.1 | ||||
| 2016.04.01 15:31:00 | 19 | EURUSD | buy | 0.01 / 0.01 | 1.14100 | 2016.04.01 15:31:00 | filled | Spreader_MT5_v4.1 | ||||
| 2016.06.24 05:43:39 | 20 | EURUSD | sell | 0.01 / 0.01 | 1.10706 | 2016.06.24 05:43:39 | filled | |||||
| 2016.06.24 05:43:39 | 21 | GBPUSD | buy | 0.01 / 0.01 | 1.36767 | 2016.06.24 05:43:39 | filled | |||||
| 2016.06.24 05:43:39 | 22 | GBPUSD | sell | 0.01 / 0.01 | 1.36752 | 2016.06.24 05:43:39 | filled | Spreader_MT5_v4.1 | ||||
| 2016.06.24 05:43:39 | 23 | EURUSD | buy | 0.01 / 0.01 | 1.10712 | 2016.06.24 05:43:39 | filled | Spreader_MT5_v4.1 | ||||
| 2016.06.24 07:20:21 | 24 | EURUSD | sell | 0.01 / 0.01 | 1.10120 | 2016.06.24 07:20:21 | filled | |||||
| 2016.06.24 07:20:21 | 25 | GBPUSD | buy | 0.01 / 0.01 | 1.33659 | 2016.06.24 07:20:21 | filled | |||||
| 2016.06.24 07:20:21 | 26 | GBPUSD | sell | 0.01 / 0.01 | 1.33651 | 2016.06.24 07:20:21 | filled | Spreader_MT5_v4.1 | ||||
| 2016.06.24 07:20:21 | 27 | EURUSD | buy | 0.01 / 0.01 | 1.10127 | 2016.06.24 07:20:21 | filled | Spreader_MT5_v4.1 | ||||
| 2016.07.05 09:05:41 | 28 | EURUSD | sell | 0.01 / 0.01 | 1.11271 | 2016.07.05 09:05:41 | filled | |||||
| 2016.07.05 09:05:41 | 29 | GBPUSD | buy | 0.01 / 0.01 | 1.32289 | 2016.07.05 09:05:41 | filled | |||||
| 2016.07.05 09:05:41 | 30 | GBPUSD | sell | 0.01 / 0.01 | 1.32281 | 2016.07.05 09:05:41 | filled | Spreader_MT5_v4.1 | ||||
| 2016.07.05 09:05:41 | 31 | EURUSD | buy | 0.01 / 0.01 | 1.11277 | 2016.07.05 09:05:41 | filled | Spreader_MT5_v4.1 | ||||
| 2016.07.06 04:58:30 | 32 | EURUSD | sell | 0.01 / 0.01 | 1.10425 | 2016.07.06 04:58:30 | filled | |||||
| 2016.07.06 04:58:30 | 33 | GBPUSD | buy | 0.01 / 0.01 | 1.28928 | 2016.07.06 04:58:30 | filled | |||||
| 2016.07.06 04:58:30 | 34 | GBPUSD | sell | 0.01 / 0.01 | 1.28919 | 2016.07.06 04:58:30 | filled | Spreader_MT5_v4.1 | ||||
| 2016.07.06 04:58:30 | 35 | EURUSD | buy | 0.01 / 0.01 | 1.10431 | 2016.07.06 04:58:30 | filled | Spreader_MT5_v4.1 | ||||
| 2016.10.04 09:51:38 | 36 | EURUSD | sell | 0.01 / 0.01 | 1.11777 | 2016.10.04 09:51:38 | filled | |||||
| 2016.10.04 09:51:38 | 37 | GBPUSD | buy | 0.01 / 0.01 | 1.27763 | 2016.10.04 09:51:38 | filled | |||||
| 2016.10.04 09:51:38 | 38 | GBPUSD | sell | 0.01 / 0.01 | 1.27759 | 2016.10.04 09:51:38 | filled | Spreader_MT5_v4.1 | ||||
| 2016.10.04 09:51:38 | 39 | EURUSD | buy | 0.01 / 0.01 | 1.11779 | 2016.10.04 09:51:38 | filled | Spreader_MT5_v4.1 | ||||
| 2016.10.07 02:07:12 | 40 | EURUSD | sell | 0.01 / 0.01 | 1.11441 | 2016.10.07 02:07:12 | filled | |||||
| 2016.10.07 02:07:12 | 41 | GBPUSD | buy | 0.01 / 0.01 | 1.24886 | 2016.10.07 02:07:12 | filled | |||||
| 2016.10.07 02:07:12 | 42 | GBPUSD | sell | 0.01 / 0.01 | 1.24881 | 2016.10.07 02:07:12 | filled | Spreader_MT5_v4.1 | ||||
| 2016.10.07 02:07:12 | 43 | EURUSD | buy | 0.01 / 0.01 | 1.11443 | 2016.10.07 02:07:12 | filled | Spreader_MT5_v4.1 | ||||
| 2016.10.07 02:07:37 | 44 | EURUSD | sell | 0.01 / 0.01 | 1.11469 | 2016.10.07 02:07:37 | filled | |||||
| 2016.10.07 02:07:37 | 45 | GBPUSD | buy | 0.01 / 0.01 | 1.22394 | 2016.10.07 02:07:37 | filled | |||||
| 2016.10.07 02:07:38 | 46 | GBPUSD | sell | 0.01 / 0.01 | 1.22389 | 2016.10.07 02:07:38 | filled | Spreader_MT5_v4.1 | ||||
| 2016.10.07 02:07:38 | 47 | EURUSD | buy | 0.01 / 0.01 | 1.11471 | 2016.10.07 02:07:38 | filled | Spreader_MT5_v4.1 | ||||
| 2016.10.07 02:09:00 | 48 | EURUSD | sell | 0.01 / 0.01 | 1.11442 | 2016.10.07 02:09:00 | filled | |||||
| 2016.10.07 02:09:00 | 49 | GBPUSD | buy | 0.01 / 0.01 | 1.19484 | 2016.10.07 02:09:00 | filled | |||||
| 2016.10.07 02:09:00 | 50 | GBPUSD | sell | 0.01 / 0.01 | 1.19464 | 2016.10.07 02:09:00 | filled | Spreader_MT5_v4.1 | ||||
| 2016.10.07 02:09:00 | 51 | EURUSD | buy | 0.01 / 0.01 | 1.11444 | 2016.10.07 02:09:00 | filled | Spreader_MT5_v4.1 | ||||
| 2016.10.10 23:59:59 | 52 | EURUSD | sell | 0.01 / 0.01 | 1.11375 | 2016.10.10 23:59:59 | filled | end of test | ||||
| 2016.10.10 23:59:59 | 53 | GBPUSD | buy | 0.01 / 0.01 | 1.23627 | 2016.10.10 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 |
| 2016.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 1 000.00 | 1 000.00 | ||||||
| 2016.01.04 00:30:00 | 2 | GBPUSD | sell | in | 0.01 | 1.47390 | 2 | 0.00 | 0.00 | 0.00 | 1 000.00 | Spreader_MT5_v4.1 |
| 2016.01.04 00:30:00 | 3 | EURUSD | buy | in | 0.01 | 1.08667 | 3 | 0.00 | 0.00 | 0.00 | 1 000.00 | Spreader_MT5_v4.1 |
| 2016.01.08 18:30:42 | 4 | EURUSD | sell | out | 0.01 | 1.09146 | 4 | 0.00 | -0.47 | 4.79 | 1 004.32 | |
| 2016.01.08 18:30:42 | 5 | GBPUSD | buy | out | 0.01 | 1.45361 | 5 | 0.00 | 0.01 | 20.29 | 1 024.62 | |
| 2016.01.08 18:30:43 | 6 | GBPUSD | sell | in | 0.01 | 1.45312 | 6 | 0.00 | 0.00 | 0.00 | 1 024.62 | Spreader_MT5_v4.1 |
| 2016.01.08 18:30:43 | 7 | EURUSD | buy | in | 0.01 | 1.09145 | 7 | 0.00 | 0.00 | 0.00 | 1 024.62 | Spreader_MT5_v4.1 |
| 2016.01.15 15:49:36 | 8 | EURUSD | sell | out | 0.01 | 1.09774 | 8 | 0.00 | -0.55 | 6.29 | 1 030.36 | |
| 2016.01.15 15:49:36 | 9 | GBPUSD | buy | out | 0.01 | 1.43440 | 9 | 0.00 | 0.01 | 18.72 | 1 049.09 | |
| 2016.01.15 15:49:37 | 10 | GBPUSD | sell | in | 0.01 | 1.43391 | 10 | 0.00 | 0.00 | 0.00 | 1 049.09 | Spreader_MT5_v4.1 |
| 2016.01.15 15:49:37 | 11 | EURUSD | buy | in | 0.01 | 1.09776 | 11 | 0.00 | 0.00 | 0.00 | 1 049.09 | Spreader_MT5_v4.1 |
| 2016.02.09 15:54:31 | 12 | EURUSD | sell | out | 0.01 | 1.12938 | 12 | 0.00 | -1.81 | 31.62 | 1 078.90 | |
| 2016.02.09 15:54:31 | 13 | GBPUSD | buy | out | 0.01 | 1.44052 | 13 | 0.00 | 0.03 | -6.61 | 1 072.32 | |
| 2016.02.09 15:54:32 | 14 | GBPUSD | sell | in | 0.01 | 1.44042 | 14 | 0.00 | 0.00 | 0.00 | 1 072.32 | Spreader_MT5_v4.1 |
| 2016.02.09 15:54:32 | 15 | EURUSD | buy | in | 0.01 | 1.12946 | 15 | 0.00 | 0.00 | 0.00 | 1 072.32 | Spreader_MT5_v4.1 |
| 2016.04.01 15:30:59 | 16 | EURUSD | sell | out | 0.01 | 1.14093 | 16 | 0.00 | -4.24 | 11.47 | 1 079.55 | |
| 2016.04.01 15:30:59 | 17 | GBPUSD | buy | out | 0.01 | 1.42670 | 17 | 0.00 | 0.08 | 13.72 | 1 093.35 | |
| 2016.04.01 15:31:00 | 18 | GBPUSD | sell | in | 0.01 | 1.42662 | 18 | 0.00 | 0.00 | 0.00 | 1 093.35 | Spreader_MT5_v4.1 |
| 2016.04.01 15:31:00 | 19 | EURUSD | buy | in | 0.01 | 1.14100 | 19 | 0.00 | 0.00 | 0.00 | 1 093.35 | Spreader_MT5_v4.1 |
| 2016.06.24 05:43:39 | 20 | EURUSD | sell | out | 0.01 | 1.10706 | 20 | 0.00 | -6.60 | -33.94 | 1 052.81 | |
| 2016.06.24 05:43:39 | 21 | GBPUSD | buy | out | 0.01 | 1.36767 | 21 | 0.00 | 0.12 | 58.95 | 1 111.88 | |
| 2016.06.24 05:43:39 | 22 | GBPUSD | sell | in | 0.01 | 1.36752 | 22 | 0.00 | 0.00 | 0.00 | 1 111.88 | Spreader_MT5_v4.1 |
| 2016.06.24 05:43:39 | 23 | EURUSD | buy | in | 0.01 | 1.10712 | 23 | 0.00 | 0.00 | 0.00 | 1 111.88 | Spreader_MT5_v4.1 |
| 2016.06.24 07:20:21 | 24 | EURUSD | sell | out | 0.01 | 1.10120 | 24 | 0.00 | 0.00 | -5.92 | 1 105.96 | |
| 2016.06.24 07:20:21 | 25 | GBPUSD | buy | out | 0.01 | 1.33659 | 25 | 0.00 | 0.00 | 30.93 | 1 136.89 | |
| 2016.06.24 07:20:21 | 26 | GBPUSD | sell | in | 0.01 | 1.33651 | 26 | 0.00 | 0.00 | 0.00 | 1 136.89 | Spreader_MT5_v4.1 |
| 2016.06.24 07:20:21 | 27 | EURUSD | buy | in | 0.01 | 1.10127 | 27 | 0.00 | 0.00 | 0.00 | 1 136.89 | Spreader_MT5_v4.1 |
| 2016.07.05 09:05:41 | 28 | EURUSD | sell | out | 0.01 | 1.11271 | 28 | 0.00 | -0.71 | 11.44 | 1 147.62 | |
| 2016.07.05 09:05:41 | 29 | GBPUSD | buy | out | 0.01 | 1.32289 | 29 | 0.00 | 0.01 | 13.62 | 1 161.25 | |
| 2016.07.05 09:05:41 | 30 | GBPUSD | sell | in | 0.01 | 1.32281 | 30 | 0.00 | 0.00 | 0.00 | 1 161.25 | Spreader_MT5_v4.1 |
| 2016.07.05 09:05:41 | 31 | EURUSD | buy | in | 0.01 | 1.11277 | 31 | 0.00 | 0.00 | 0.00 | 1 161.25 | Spreader_MT5_v4.1 |
| 2016.07.06 04:58:30 | 32 | EURUSD | sell | out | 0.01 | 1.10425 | 32 | 0.00 | -0.08 | -8.52 | 1 152.65 | |
| 2016.07.06 04:58:30 | 33 | GBPUSD | buy | out | 0.01 | 1.28928 | 33 | 0.00 | 0.00 | 33.53 | 1 186.18 | |
| 2016.07.06 04:58:30 | 34 | GBPUSD | sell | in | 0.01 | 1.28919 | 34 | 0.00 | 0.00 | 0.00 | 1 186.18 | Spreader_MT5_v4.1 |
| 2016.07.06 04:58:30 | 35 | EURUSD | buy | in | 0.01 | 1.10431 | 35 | 0.00 | 0.00 | 0.00 | 1 186.18 | Spreader_MT5_v4.1 |
| 2016.10.04 09:51:38 | 36 | EURUSD | sell | out | 0.01 | 1.11777 | 36 | 0.00 | -7.07 | 13.46 | 1 192.57 | |
| 2016.10.04 09:51:38 | 37 | GBPUSD | buy | out | 0.01 | 1.27763 | 37 | 0.00 | 0.13 | 11.56 | 1 204.26 | |
| 2016.10.04 09:51:38 | 38 | GBPUSD | sell | in | 0.01 | 1.27759 | 38 | 0.00 | 0.00 | 0.00 | 1 204.26 | Spreader_MT5_v4.1 |
| 2016.10.04 09:51:38 | 39 | EURUSD | buy | in | 0.01 | 1.11779 | 39 | 0.00 | 0.00 | 0.00 | 1 204.26 | Spreader_MT5_v4.1 |
| 2016.10.07 02:07:12 | 40 | EURUSD | sell | out | 0.01 | 1.11441 | 40 | 0.00 | -0.39 | -3.38 | 1 200.49 | |
| 2016.10.07 02:07:12 | 41 | GBPUSD | buy | out | 0.01 | 1.24886 | 41 | 0.00 | 0.01 | 28.73 | 1 229.23 | |
| 2016.10.07 02:07:12 | 42 | GBPUSD | sell | in | 0.01 | 1.24881 | 42 | 0.00 | 0.00 | 0.00 | 1 229.23 | Spreader_MT5_v4.1 |
| 2016.10.07 02:07:12 | 43 | EURUSD | buy | in | 0.01 | 1.11443 | 43 | 0.00 | 0.00 | 0.00 | 1 229.23 | Spreader_MT5_v4.1 |
| 2016.10.07 02:07:37 | 44 | EURUSD | sell | out | 0.01 | 1.11469 | 44 | 0.00 | 0.00 | 0.26 | 1 229.49 | |
| 2016.10.07 02:07:37 | 45 | GBPUSD | buy | out | 0.01 | 1.22394 | 45 | 0.00 | 0.00 | 24.87 | 1 254.36 | |
| 2016.10.07 02:07:38 | 46 | GBPUSD | sell | in | 0.01 | 1.22389 | 46 | 0.00 | 0.00 | 0.00 | 1 254.36 | Spreader_MT5_v4.1 |
| 2016.10.07 02:07:38 | 47 | EURUSD | buy | in | 0.01 | 1.11471 | 47 | 0.00 | 0.00 | 0.00 | 1 254.36 | Spreader_MT5_v4.1 |
| 2016.10.07 02:09:00 | 48 | EURUSD | sell | out | 0.01 | 1.11442 | 48 | 0.00 | 0.00 | -0.29 | 1 254.07 | |
| 2016.10.07 02:09:00 | 49 | GBPUSD | buy | out | 0.01 | 1.19484 | 49 | 0.00 | 0.00 | 29.05 | 1 283.12 | |
| 2016.10.07 02:09:00 | 50 | GBPUSD | sell | in | 0.01 | 1.19464 | 50 | 0.00 | 0.00 | 0.00 | 1 283.12 | Spreader_MT5_v4.1 |
| 2016.10.07 02:09:00 | 51 | EURUSD | buy | in | 0.01 | 1.11444 | 51 | 0.00 | 0.00 | 0.00 | 1 283.12 | Spreader_MT5_v4.1 |
| 2016.10.10 23:59:59 | 52 | EURUSD | sell | out | 0.01 | 1.11375 | 52 | 0.00 | -0.08 | -0.69 | 1 282.35 | end of test |
| 2016.10.10 23:59:59 | 53 | GBPUSD | buy | out | 0.01 | 1.23627 | 53 | 0.00 | 0.00 | -41.63 | 1 240.72 | end of test |
| 0.00 | -21.60 | 262.32 | 1 240.72 | |||||||||