Strategy Tester Report
S Trend v1.01 exp
RoboForex-DemoPro (Build 1280)
| Символ | NVDA (NVDA US stock CFD) | ||||
| Период | 1 Час (H1) 2017.02.13 20:00 - 2021.07.21 16:30 (2003.01.01 - 2021.12.31) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | s1=" # General Settings # "; magic=4747; slippage=3; trade_buy=true; trade_sell=false; set_name="Set Name"; s2=" # Money Management # "; lot=0.01; depo_per_lot=0; s3=" # Entry Settings # "; entry_tf=60; dtrend_entry_period=50; dtrend_entry_percent=5; s4=" # Exit Settings # "; stop_dollar=0; stop_percent=0; use_ma_exit=false; ma_exit_period=24; use_bar_exit=true; bars_to_exit=57; use_take_exit=true; take_percent=87; use_dtrend_exit=true; dtrend_exit_period=16; dtrend_exit_percent=30; s5=" # New Year Filter # "; new_year_start=20; new_year_end=10; | ||||
| Баров в истории | 7961 | Смоделировано тиков | 39382409 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | ЏҐаҐ¬ҐлҐ | ||
| Чистая прибыль | 367.56 | Общая прибыль | 447.03 | Общий убыток | -79.47 |
| Прибыльность | 5.63 | Матожидание выигрыша | 8.35 | ||
| Абсолютная просадка | 0.98 | Максимальная просадка | 63.77 (0.62%) | Относительная просадка | 0.62% (63.77) |
| Всего сделок | 44 | Короткие позиции (% выигравших) | 0 (0.00%) | Длинные позиции (% выигравших) | 44 (61.36%) |
| Прибыльные сделки (% от всех) | 27 (61.36%) | Убыточные сделки (% от всех) | 17 (38.64%) | ||
| Самая большая | прибыльная сделка | 84.51 | убыточная сделка | -17.60 | |
| Средняя | прибыльная сделка | 16.56 | убыточная сделка | -4.67 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 6 (87.60) | непрерывных проигрышей (убыток) | 3 (-24.82) | |
| Макс. | непрерывная прибыль (число выигрышей) | 127.51 (2) | непрерывный убыток (число проигрышей) | -24.82 (3) | |
| Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 2 | |
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2017.03.13 17:00 | buy | 1 | 0.01 | 101.22 | 0.00 | 0.00 | ||
| 2 | 2017.03.22 21:00 | close | 1 | 0.01 | 108.12 | 0.00 | 0.00 | 6.70 | 10006.70 |
| 3 | 2017.04.19 17:00 | buy | 2 | 0.01 | 100.52 | 0.00 | 0.00 | ||
| 4 | 2017.04.28 18:00 | close | 2 | 0.01 | 105.12 | 0.00 | 0.00 | 4.41 | 10011.11 |
| 5 | 2017.05.02 23:00 | buy | 3 | 0.01 | 103.48 | 0.00 | 0.00 | ||
| 6 | 2017.05.05 17:00 | close | 3 | 0.01 | 103.14 | 0.00 | 0.00 | -0.43 | 10010.68 |
| 7 | 2017.07.10 20:00 | buy | 4 | 0.01 | 152.16 | 0.00 | 0.00 | ||
| 8 | 2017.07.20 20:00 | close | 4 | 0.01 | 166.39 | 0.00 | 0.00 | 13.92 | 10024.59 |
| 9 | 2017.08.04 18:00 | buy | 5 | 0.01 | 169.34 | 0.00 | 0.00 | ||
| 10 | 2017.08.10 18:00 | close | 5 | 0.01 | 167.99 | 0.00 | 0.00 | -1.56 | 10023.03 |
| 11 | 2017.08.31 17:00 | buy | 6 | 0.01 | 167.90 | 0.00 | 0.00 | ||
| 12 | 2017.09.05 19:00 | close | 6 | 0.01 | 166.78 | 0.00 | 0.00 | -1.30 | 10021.73 |
| 13 | 2017.09.13 21:00 | buy | 7 | 0.01 | 171.12 | 0.00 | 0.00 | ||
| 14 | 2017.09.20 21:00 | close | 7 | 0.01 | 185.83 | 0.00 | 0.00 | 14.46 | 10036.19 |
| 15 | 2017.10.27 19:00 | buy | 8 | 0.01 | 199.84 | 0.00 | 0.00 | ||
| 16 | 2017.11.02 18:00 | close | 8 | 0.01 | 205.23 | 0.00 | 0.00 | 5.15 | 10041.34 |
| 17 | 2017.11.10 17:00 | buy | 9 | 0.01 | 213.34 | 0.00 | 0.00 | ||
| 18 | 2017.11.14 20:00 | close | 9 | 0.01 | 212.55 | 0.00 | 0.00 | -0.97 | 10040.36 |
| 19 | 2017.12.18 18:00 | buy | 10 | 0.01 | 195.32 | 0.00 | 0.00 | ||
| 20 | 2017.12.22 17:00 | close | 10 | 0.01 | 192.27 | 0.00 | 0.00 | -3.22 | 10037.14 |
| 21 | 2018.02.14 17:00 | buy | 11 | 0.01 | 235.15 | 0.00 | 0.00 | ||
| 22 | 2018.02.22 16:30 | close | 11 | 0.01 | 242.49 | 0.00 | 0.00 | 6.97 | 10044.12 |
| 23 | 2018.03.12 15:30 | buy | 12 | 0.01 | 247.15 | 0.00 | 0.00 | ||
| 24 | 2018.03.14 18:00 | close | 12 | 0.01 | 246.70 | 0.00 | 0.00 | -0.57 | 10043.54 |
| 25 | 2018.04.12 17:00 | buy | 13 | 0.01 | 229.85 | 0.00 | 0.00 | ||
| 26 | 2018.04.19 18:00 | close | 13 | 0.01 | 229.33 | 0.00 | 0.00 | -0.83 | 10042.71 |
| 27 | 2018.05.03 17:00 | buy | 14 | 0.01 | 228.31 | 0.00 | 0.00 | ||
| 28 | 2018.05.15 17:00 | close | 14 | 0.01 | 247.44 | 0.00 | 0.00 | 18.59 | 10061.30 |
| 29 | 2018.05.30 18:00 | buy | 15 | 0.01 | 252.17 | 0.00 | 0.00 | ||
| 30 | 2018.06.06 21:00 | close | 15 | 0.01 | 262.92 | 0.00 | 0.00 | 10.41 | 10071.71 |
| 31 | 2018.07.06 18:00 | buy | 16 | 0.01 | 244.73 | 0.00 | 0.00 | ||
| 32 | 2018.07.12 16:30 | close | 16 | 0.01 | 249.25 | 0.00 | 0.00 | 4.23 | 10075.94 |
| 33 | 2018.07.26 18:00 | buy | 17 | 0.01 | 253.75 | 0.00 | 0.00 | ||
| 34 | 2018.07.30 17:00 | close | 17 | 0.01 | 247.62 | 0.00 | 0.00 | -6.34 | 10069.60 |
| 35 | 2018.08.07 17:00 | buy | 18 | 0.01 | 256.07 | 0.00 | 0.00 | ||
| 36 | 2018.08.09 22:00 | close | 18 | 0.01 | 257.13 | 0.00 | 0.00 | 0.93 | 10070.54 |
| 37 | 2018.08.22 19:00 | buy | 19 | 0.01 | 261.76 | 0.00 | 0.00 | ||
| 38 | 2018.09.04 21:00 | close | 19 | 0.01 | 283.73 | 0.00 | 0.00 | 21.33 | 10091.87 |
| 39 | 2018.09.28 17:00 | buy | 20 | 0.01 | 276.40 | 0.00 | 0.00 | ||
| 40 | 2018.10.04 18:00 | close | 20 | 0.01 | 281.75 | 0.00 | 0.00 | 5.02 | 10096.90 |
| 41 | 2018.11.30 18:00 | buy | 21 | 0.01 | 161.07 | 0.00 | 0.00 | ||
| 42 | 2018.12.04 20:00 | close | 21 | 0.01 | 160.91 | 0.00 | 0.00 | -0.31 | 10096.58 |
| 43 | 2019.02.06 18:00 | buy | 22 | 0.01 | 154.04 | 0.00 | 0.00 | ||
| 44 | 2019.02.07 17:00 | close | 22 | 0.01 | 148.34 | 0.00 | 0.00 | -5.77 | 10090.82 |
| 45 | 2019.03.11 19:00 | buy | 23 | 0.01 | 160.79 | 0.00 | 0.00 | ||
| 46 | 2019.03.21 20:00 | close | 23 | 0.01 | 182.49 | 0.00 | 0.00 | 21.38 | 10112.19 |
| 47 | 2019.04.24 21:00 | buy | 24 | 0.01 | 191.87 | 0.00 | 0.00 | ||
| 48 | 2019.04.25 17:00 | close | 24 | 0.01 | 187.15 | 0.00 | 0.00 | -4.79 | 10107.40 |
| 49 | 2019.06.07 17:00 | buy | 25 | 0.01 | 145.16 | 0.00 | 0.00 | ||
| 50 | 2019.06.12 19:00 | close | 25 | 0.01 | 146.31 | 0.00 | 0.00 | 0.99 | 10108.39 |
| 51 | 2019.07.08 19:00 | buy | 26 | 0.01 | 157.16 | 0.00 | 0.00 | ||
| 52 | 2019.07.18 20:00 | close | 26 | 0.01 | 168.44 | 0.00 | 0.00 | 10.96 | 10119.35 |
| 53 | 2019.08.16 17:00 | buy | 27 | 0.01 | 159.51 | 0.00 | 0.00 | ||
| 54 | 2019.08.23 17:00 | close | 27 | 0.01 | 168.07 | 0.00 | 0.00 | 8.32 | 10127.68 |
| 55 | 2019.10.01 17:00 | buy | 28 | 0.01 | 180.92 | 0.00 | 0.00 | ||
| 56 | 2019.10.02 18:00 | close | 28 | 0.01 | 171.55 | 0.00 | 0.00 | -9.44 | 10118.24 |
| 57 | 2019.11.18 19:00 | buy | 29 | 0.01 | 211.73 | 0.00 | 0.00 | ||
| 58 | 2019.11.29 18:00 | close | 29 | 0.01 | 217.11 | 0.00 | 0.00 | 4.95 | 10123.18 |
| 59 | 2019.12.11 19:00 | buy | 30 | 0.01 | 215.91 | 0.00 | 0.00 | ||
| 60 | 2019.12.23 20:00 | close | 30 | 0.01 | 239.86 | 0.00 | 0.00 | 23.45 | 10146.63 |
| 61 | 2020.02.05 17:00 | buy | 31 | 0.01 | 250.75 | 0.00 | 0.00 | ||
| 62 | 2020.02.05 18:00 | close | 31 | 0.01 | 249.28 | 0.00 | 0.00 | -1.51 | 10145.12 |
| 63 | 2020.02.05 22:00 | buy | 32 | 0.01 | 250.74 | 0.00 | 0.00 | ||
| 64 | 2020.02.19 16:30 | close | 32 | 0.01 | 301.15 | 0.00 | 0.00 | 49.74 | 10194.86 |
| 65 | 2020.03.04 21:00 | buy | 33 | 0.01 | 279.94 | 0.00 | 0.00 | ||
| 66 | 2020.03.06 17:00 | close | 33 | 0.01 | 262.47 | 0.00 | 0.00 | -17.60 | 10177.26 |
| 67 | 2020.03.24 16:00 | buy | 34 | 0.01 | 241.60 | 0.00 | 0.00 | ||
| 68 | 2020.04.01 20:00 | close | 34 | 0.01 | 250.71 | 0.00 | 0.00 | 8.73 | 10185.99 |
| 69 | 2020.04.07 17:00 | buy | 35 | 0.01 | 273.39 | 0.00 | 0.00 | ||
| 70 | 2020.04.20 18:00 | close | 35 | 0.01 | 292.23 | 0.00 | 0.00 | 18.21 | 10204.20 |
| 71 | 2020.05.06 21:00 | buy | 36 | 0.01 | 301.36 | 0.00 | 0.00 | ||
| 72 | 2020.05.13 19:00 | close | 36 | 0.01 | 311.50 | 0.00 | 0.00 | 9.74 | 10213.93 |
| 73 | 2020.07.02 17:00 | buy | 37 | 0.01 | 388.63 | 0.00 | 0.00 | ||
| 74 | 2020.07.13 22:00 | close | 37 | 0.01 | 416.35 | 0.00 | 0.00 | 26.94 | 10240.87 |
| 75 | 2020.09.25 21:00 | buy | 38 | 0.01 | 509.68 | 0.00 | 0.00 | ||
| 76 | 2020.10.02 19:00 | close | 38 | 0.01 | 528.31 | 0.00 | 0.00 | 17.98 | 10258.84 |
| 77 | 2020.11.04 19:00 | buy | 39 | 0.01 | 546.86 | 0.00 | 0.00 | ||
| 78 | 2020.11.09 22:00 | close | 39 | 0.01 | 553.40 | 0.00 | 0.00 | 6.02 | 10264.87 |
| 79 | 2020.12.01 19:00 | buy | 40 | 0.01 | 540.57 | 0.00 | 0.00 | ||
| 80 | 2020.12.08 17:00 | close | 40 | 0.01 | 535.41 | 0.00 | 0.00 | -5.83 | 10259.03 |
| 81 | 2021.01.11 17:00 | buy | 41 | 0.01 | 553.68 | 0.00 | 0.00 | ||
| 82 | 2021.01.14 17:00 | close | 41 | 0.01 | 538.17 | 0.00 | 0.00 | -15.82 | 10243.21 |
| 83 | 2021.03.15 17:00 | buy | 42 | 0.01 | 523.31 | 0.00 | 0.00 | ||
| 84 | 2021.03.18 18:00 | close | 42 | 0.01 | 520.45 | 0.00 | 0.00 | -3.16 | 10240.05 |
| 85 | 2021.03.31 21:00 | buy | 43 | 0.01 | 537.62 | 0.00 | 0.00 | ||
| 86 | 2021.04.14 16:30 | close | 43 | 0.01 | 623.50 | 0.00 | 0.00 | 84.51 | 10324.56 |
| 87 | 2021.05.20 17:00 | buy | 44 | 0.01 | 576.37 | 0.00 | 0.00 | ||
| 88 | 2021.05.27 17:00 | close | 44 | 0.01 | 620.13 | 0.00 | 0.00 | 43.00 | 10367.56 |