Результаты бэктеста
ID: 05f28118...-20.63%
Общая доходность
27.03%
Винрейт
825
Всего сделок
22.09%
Макс. просадка
Графики
Кривая эквити
Распределение PnL
Основные метрики
| Начальный баланс: | $1000.00 |
| Финальный баланс: | $793.67 |
| Общая прибыль: | $-206.33 |
| Средняя прибыль: | $5.02 |
| Средний убыток: | $-2.20 |
Риск-метрики
| Sharpe Ratio: | 0.00 |
| Profit Factor: | 0.84 |
| Max Drawdown: | 22.09% |
| Avg Trade Duration: | 8.4h |
| Max Consecutive Wins: | 15 |
| Max Consecutive Losses: | 499 |
История сделок (всего: 826)
| # | Тип | Цена входа | Цена выхода | Объем | PnL | PnL % | Дата |
|---|---|---|---|---|---|---|---|
| 1 | Long | $1.26 | $1.29 | 228.4756 | $13.77 | 4.92% | 2024-12-20T14:15:00 |
| 2 | Long | $1.08 | $1.14 | 93.6076 | $4.99 | 4.92% | 2024-12-20T16:15:00 |
| 3 | Long | $1.13 | $1.00 | 256.3289 | $-28.74 | -10.08% | 2024-12-20T16:30:00 |
| 4 | Long | $1.04 | $1.09 | 95.2303 | $4.87 | 4.92% | 2024-12-20T19:15:00 |
| 5 | Long | $1.14 | $1.01 | 247.3988 | $-28.07 | -10.08% | 2024-12-20T19:45:00 |
| 6 | Long | $0.98 | $1.00 | 284.3244 | $13.31 | 4.92% | 2024-12-21T00:30:00 |
| 7 | Long | $1.00 | $1.05 | 97.7002 | $4.82 | 4.92% | 2024-12-21T01:15:00 |
| 8 | Long | $1.00 | $1.05 | 98.5935 | $4.84 | 4.92% | 2024-12-21T02:00:00 |
| 9 | Long | $0.98 | $0.87 | 287.1590 | $-27.92 | -10.08% | 2024-12-21T02:15:00 |
| 10 | Long | $0.92 | $0.95 | 297.4632 | $13.24 | 4.92% | 2024-12-21T04:30:00 |
| 11 | Long | $0.93 | $0.82 | 298.5914 | $-27.51 | -10.08% | 2024-12-21T05:30:00 |
| 12 | Long | $0.86 | $0.89 | 314.6616 | $13.05 | 4.92% | 2024-12-21T07:30:00 |
| 13 | Long | $0.92 | $0.81 | 297.8329 | $-27.10 | -10.08% | 2024-12-21T10:00:00 |
| 14 | Long | $0.83 | $0.85 | 322.3937 | $12.85 | 4.92% | 2024-12-21T13:00:00 |
| 15 | Long | $0.88 | $0.91 | 306.9991 | $13.03 | 4.92% | 2024-12-21T14:15:00 |
| 16 | Long | $0.90 | $0.80 | 302.7490 | $-27.07 | -10.08% | 2024-12-21T17:15:00 |
| 17 | Long | $0.80 | $0.84 | 117.0143 | $4.59 | 4.92% | 2024-12-21T19:45:00 |
| 18 | Long | $0.83 | $0.74 | 319.8456 | $-26.43 | -10.08% | 2024-12-21T20:45:00 |
| 19 | Long | $0.74 | $0.77 | 123.7459 | $4.48 | 4.92% | 2024-12-22T01:45:00 |
| 20 | Long | $0.76 | $0.80 | 120.7283 | $4.50 | 4.92% | 2024-12-22T02:30:00 |
| 21 | Long | $0.81 | $0.72 | 322.2411 | $-25.94 | -10.08% | 2024-12-22T04:15:00 |
| 22 | Long | $0.73 | $0.76 | 123.1816 | $4.39 | 4.92% | 2024-12-22T19:45:00 |
| 23 | Long | $0.77 | $0.68 | 331.2369 | $-25.33 | -10.08% | 2024-12-22T21:15:00 |
| 24 | Long | $0.68 | $0.71 | 128.1569 | $4.29 | 4.92% | 2024-12-23T00:15:00 |
| 25 | Long | $0.69 | $0.73 | 126.7947 | $4.31 | 4.92% | 2024-12-23T01:45:00 |
| 26 | Long | $0.73 | $0.66 | 120.1233 | $-8.88 | -10.08% | 2024-12-23T03:15:00 |
| 27 | Long | $0.68 | $0.61 | 128.7025 | $-8.79 | -10.08% | 2024-12-23T05:30:00 |
| 28 | Long | $0.60 | $0.63 | 144.4798 | $4.25 | 4.92% | 2024-12-23T15:00:00 |
| 29 | Long | $0.63 | $0.67 | 136.7049 | $4.27 | 4.92% | 2024-12-23T16:15:00 |
| 30 | Long | $0.75 | $0.79 | 116.2451 | $4.29 | 4.92% | 2024-12-23T17:00:00 |
| 31 | Long | $0.75 | $0.79 | 116.7079 | $4.31 | 4.92% | 2024-12-23T17:30:00 |
| 32 | Long | $0.82 | $0.86 | 107.0202 | $4.33 | 4.92% | 2024-12-23T20:45:00 |
| 33 | Long | $0.88 | $0.79 | 100.3743 | $-8.92 | -10.08% | 2024-12-23T21:15:00 |
| 34 | Long | $0.77 | $0.81 | 113.3648 | $4.31 | 4.92% | 2024-12-24T00:15:00 |
| 35 | Long | $0.88 | $0.92 | 99.9537 | $4.33 | 4.92% | 2024-12-24T08:15:00 |
| 36 | Long | $0.94 | $0.99 | 93.9394 | $4.35 | 4.92% | 2024-12-24T13:45:00 |
| 37 | Long | $1.01 | $1.06 | 88.2805 | $4.37 | 4.92% | 2024-12-24T16:00:00 |
| 38 | Long | $1.06 | $1.12 | 84.0415 | $4.39 | 4.92% | 2024-12-24T17:45:00 |
| 39 | Long | $1.11 | $1.15 | 229.7540 | $12.36 | 4.92% | 2024-12-24T19:15:00 |
| 40 | Long | $1.12 | $1.18 | 81.1594 | $4.48 | 4.92% | 2024-12-24T21:45:00 |
| 41 | Long | $1.26 | $1.30 | 206.3842 | $12.60 | 4.92% | 2024-12-24T22:30:00 |
| 42 | Long | $1.27 | $1.13 | 206.8292 | $-26.16 | -10.08% | 2024-12-25T03:15:00 |
| 43 | Long | $1.13 | $1.19 | 79.8435 | $4.43 | 4.92% | 2024-12-25T14:30:00 |
| 44 | Long | $1.21 | $1.08 | 211.8561 | $-25.55 | -10.08% | 2024-12-25T16:15:00 |
| 45 | Long | $1.08 | $0.97 | 81.6931 | $-8.87 | -10.08% | 2024-12-26T06:15:00 |
| 46 | Long | $0.95 | $1.00 | 91.3423 | $4.28 | 4.92% | 2024-12-26T08:15:00 |
| 47 | Long | $1.00 | $0.90 | 87.6292 | $-8.82 | -10.08% | 2024-12-26T09:00:00 |
| 48 | Long | $0.90 | $0.95 | 95.9790 | $4.26 | 4.92% | 2024-12-26T18:00:00 |
| 49 | Long | $0.98 | $1.03 | 89.1267 | $4.28 | 4.92% | 2024-12-26T22:15:00 |
| 50 | Long | $1.02 | $1.07 | 85.6301 | $4.30 | 4.92% | 2024-12-27T06:45:00 |
Показано 50 из 826