Strategy Tester Report
KeltnerPro
Alpari-ECN-Demo (Build 670)

СимволAUDUSD (Australian Dollar vs US Dollar)
Период5 Минут (M5) 2013.01.02 09:00 - 2014.09.09 23:55 (2013.01.01 - 2014.09.10)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыStarting_Lot=0.01; Increasing_Lot=true; Risk=0.05; comment="KelnerPro"; Slip=3; MaxOpenOrders=3;
Баров в истории126211Смоделировано тиков20410628Качество моделирования90.00%
Ошибки рассогласования графиков3
Начальный депозит1000.00СпредТекущий (3)
Чистая прибыль1926.07Общая прибыль3272.33Общий убыток-1346.26
Прибыльность2.43Матожидание выигрыша13.01
Абсолютная просадка124.60Максимальная просадка252.02 (8.95%)Относительная просадка17.58% (229.10)
Всего сделок148Короткие позиции (% выигравших)91 (65.93%)Длинные позиции (% выигравших)57 (31.58%)
Прибыльные сделки (% от всех)78 (52.70%)Убыточные сделки (% от всех)70 (47.30%)
Самая большаяприбыльная сделка97.59убыточная сделка-40.30
Среднийприбыльная сделка41.95убыточная сделка-19.23
Максимальное количествонепрерывных выигрышей (прибыль)11 (466.83)непрерывных проигрышей (убыток)9 (-150.90)
Максимальнаянепрерывная прибыль (число выигрышей)475.69 (7)непрерывный убыток (число проигрышей)-169.20 (8)
Среднийнепрерывный выигрыш4непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.02.22 00:45buy10.101.028890.000000.00000
22013.02.22 00:45modify10.101.028891.026561.03204
32013.02.22 00:50buy20.101.029370.000000.00000
42013.02.22 00:50modify20.101.029371.026741.03324
52013.02.22 00:55buy30.101.028820.000000.00000
62013.02.22 00:55modify30.101.028821.026191.03269
72013.02.22 02:41close20.101.027711.026741.03324-16.60983.40
82013.02.22 02:51close10.101.027521.026561.03204-13.70969.70
92013.02.22 02:53close30.101.027101.026191.03269-17.20952.50
102013.03.14 02:35buy40.101.036210.000000.00000
112013.03.14 02:35modify40.101.036211.033751.03968
122013.03.14 02:40buy50.101.036550.000000.00000
132013.03.14 02:40modify50.101.036551.034011.04020
142013.03.14 02:45buy60.101.036410.000000.00000
152013.03.14 02:45modify60.101.036411.033781.04026
162013.03.14 10:25close60.101.034571.033781.04026-18.40934.10
172013.03.14 10:25close50.101.034571.034011.04020-19.80914.30
182013.03.14 10:25close40.101.034571.033751.03968-16.40897.90
192013.04.15 05:05sell70.101.045620.000000.00000
202013.04.15 05:05modify70.101.045621.047921.04253
212013.04.15 05:10sell80.101.044600.000000.00000
222013.04.15 05:10modify80.101.044601.047141.04096
232013.04.15 05:15sell90.101.045110.000000.00000
242013.04.15 05:15modify90.101.045111.047651.04147
252013.04.15 05:44t/p70.101.042531.047921.0425330.90928.80
262013.04.15 11:58t/p90.101.041471.047651.0414736.40965.20
272013.04.15 12:44t/p80.101.040961.047141.0409636.401001.60
282013.05.07 07:35sell100.101.018500.000000.00000
292013.05.07 07:35modify100.101.018501.020791.01544
302013.05.07 07:40sell110.101.018350.000000.00000
312013.05.07 07:40modify110.101.018351.020641.01529
322013.05.07 07:45sell120.101.018010.000000.00000
332013.05.07 07:45modify120.101.018011.020381.01476
342013.05.07 08:32close120.101.019541.020381.01476-15.30986.30
352013.05.07 08:36close110.101.019701.020641.01529-13.50972.80
362013.05.07 08:37close100.101.019801.020791.01544-13.00959.80
372013.05.09 04:35buy130.101.023760.000000.00000
382013.05.09 04:35modify130.101.023761.021091.02771
392013.05.09 04:40buy140.101.023530.000000.00000
402013.05.09 04:40modify140.101.023531.020861.02748
412013.05.09 04:45buy150.101.024180.000000.00000
422013.05.09 04:45modify150.101.024181.021511.02813
432013.05.09 11:56close150.101.022461.021511.02813-17.20942.60
442013.05.09 12:10close130.101.022081.021091.02771-16.80925.80
452013.05.09 12:11close140.101.021721.020861.02748-18.10907.70
462013.05.09 21:10sell160.101.012580.000000.00000
472013.05.09 21:10modify160.101.012581.014881.00950
482013.05.09 21:15sell170.101.012450.000000.00000
492013.05.09 21:15modify170.101.012451.014831.00917
502013.05.09 21:20sell180.101.012620.000000.00000
512013.05.09 21:20modify180.101.012621.015001.00934
522013.05.09 21:28t/p160.101.009501.014881.0095030.80938.50
532013.05.09 21:28t/p180.101.009341.015001.0093432.80971.30
542013.05.09 21:28t/p170.101.009171.014831.0091732.801004.10
552013.05.09 21:30sell190.101.008640.000000.00000
562013.05.09 21:30modify190.101.008641.011721.00372
572013.05.09 21:50sell200.101.005690.000000.00000
582013.05.09 21:50modify200.101.005691.009440.99919
592013.05.09 22:33close200.101.008461.009440.99919-27.70976.40
602013.05.10 09:30close190.101.006351.011721.0037222.13998.53
612013.05.22 17:35sell210.100.972370.000000.00000
622013.05.22 17:35modify210.100.972370.975490.96735
632013.05.22 17:40sell220.100.970740.000000.00000
642013.05.22 17:40modify220.100.970740.974220.96488
652013.05.22 17:45sell230.100.971130.000000.00000
662013.05.22 17:45modify230.100.971130.974730.96497
672013.05.22 17:59t/p210.100.967350.975490.9673550.201048.73
682013.05.23 04:13t/p230.100.964970.974730.9649759.291108.02
692013.05.23 04:13t/p220.100.964880.974220.9648856.291164.31
702013.05.29 14:05buy240.100.963910.000000.00000
712013.05.29 14:05modify240.100.963910.960880.96871
722013.05.29 14:10buy250.100.965440.000000.00000
732013.05.29 14:10modify250.100.965440.962100.97097
742013.05.29 14:14close250.100.962880.962100.97097-25.601138.71
752013.05.29 15:53close240.100.961860.960880.96871-20.501118.21
762013.06.03 17:15buy260.100.969880.000000.00000
772013.06.03 17:15modify260.100.969880.967600.97292
782013.06.03 17:20buy270.100.970790.000000.00000
792013.06.03 17:20modify270.100.970790.968290.97435
802013.06.03 17:25buy280.100.970150.000000.00000
812013.06.03 17:25modify280.100.970150.967650.97371
822013.06.03 17:33close270.100.969190.968290.97435-16.001102.21
832013.06.03 17:37close280.100.968640.967650.97371-15.101087.11
842013.06.03 17:52t/p260.100.972920.967600.9729230.401117.51
852013.06.04 09:35sell290.100.968320.000000.00000
862013.06.04 09:35modify290.100.968320.970360.96585
872013.06.04 10:04close290.100.969610.970360.96585-12.901104.61
882013.06.06 18:55buy300.100.958930.000000.00000
892013.06.06 18:55modify300.100.958930.955700.96421
902013.06.06 19:00buy310.100.959370.000000.00000
912013.06.06 19:00modify310.100.959370.955170.96696
922013.06.06 19:10buy320.100.960180.000000.00000
932013.06.06 19:10modify320.100.960180.955980.96777
942013.06.06 19:25t/p300.100.964210.955700.9642152.801157.41
952013.06.06 19:26t/p310.100.966960.955170.9669675.901233.31
962013.06.06 20:08close320.100.956150.955980.96777-40.301193.01
972013.06.07 15:55sell330.100.945040.000000.00000
982013.06.07 15:55modify330.100.945040.948790.93852
992013.06.07 16:00sell340.100.944690.000000.00000
1002013.06.07 16:00modify340.100.944690.948440.93817
1012013.06.07 16:40close340.100.947650.948440.93817-29.601163.41
1022013.06.07 16:44close330.100.948230.948790.93852-31.901131.51
1032013.06.12 10:30buy350.100.952530.000000.00000
1042013.06.12 10:30modify350.100.952530.949440.95748
1052013.06.12 16:45close350.100.950230.949440.95748-23.001108.51
1062013.06.19 21:05sell360.100.945280.000000.00000
1072013.06.19 21:05modify360.100.945280.948200.94074
1082013.06.19 21:10sell370.100.946160.000000.00000
1092013.06.19 21:10modify370.100.946160.949240.94122
1102013.06.19 21:15sell380.100.946920.000000.00000
1112013.06.19 21:15modify380.100.946920.950000.94198
1122013.06.19 21:15close360.100.947270.948200.94074-19.901088.61
1132013.06.19 21:20sell390.100.944760.000000.00000
1142013.06.19 21:20modify390.100.944760.947840.93982
1152013.06.19 21:23t/p380.100.941980.950000.9419849.401138.01
1162013.06.19 21:25sell400.100.942130.000000.00000
1172013.06.19 21:25modify400.100.942130.945810.93578
1182013.06.19 21:25t/p370.100.941220.949240.9412249.401187.41
1192013.06.19 21:26t/p390.100.939820.947840.9398249.401236.81
1202013.06.19 21:40sell410.100.939510.000000.00000
1212013.06.19 21:40modify410.100.939510.943970.93132
1222013.06.19 21:45sell420.100.937350.000000.00000
1232013.06.19 21:45modify420.100.937350.941920.92890
1242013.06.19 21:45t/p400.100.935780.945810.9357863.501300.31
1252013.06.19 21:50sell430.100.934370.000000.00000
1262013.06.19 21:50modify430.100.934370.939590.92438
1272013.06.19 22:14t/p410.100.931320.943970.9313281.901382.21
1282013.06.19 23:02t/p420.100.928900.941920.9289084.501466.71
1292013.06.20 04:45t/p430.100.924380.939590.9243897.591564.30
1302013.06.24 16:00buy440.100.926380.000000.00000
1312013.06.24 16:00modify440.100.926380.923250.93142
1322013.06.24 16:16close440.100.924230.923250.93142-21.501542.80
1332013.06.28 17:10sell450.100.914310.000000.00000
1342013.06.28 17:10modify450.100.914310.917510.90910
1352013.06.28 17:25close450.100.916560.917510.90910-22.501520.30
1362013.07.05 15:40sell460.100.911450.000000.00000
1372013.07.05 15:40modify460.100.911450.913990.90781
1382013.07.05 15:45sell470.100.910780.000000.00000
1392013.07.05 15:45modify470.100.910780.913320.90714
1402013.07.05 15:50sell480.100.911080.000000.00000
1412013.07.05 15:50modify480.100.911080.913620.90744
1422013.07.05 16:54t/p460.100.907810.913990.9078136.401556.70
1432013.07.05 16:54t/p480.100.907440.913620.9074436.401593.10
1442013.07.05 16:58t/p470.100.907140.913320.9071436.401629.50
1452013.07.10 21:50sell490.100.910040.000000.00000
1462013.07.10 21:50modify490.100.910040.913040.90530
1472013.07.10 22:04close490.100.912270.913040.90530-22.301607.20
1482013.07.12 13:55sell500.100.905370.000000.00000
1492013.07.12 13:55modify500.100.905370.908920.89933
1502013.07.15 01:00close500.100.907990.908920.89933-26.971580.23
1512013.07.16 04:45buy510.100.916520.000000.00000
1522013.07.16 04:45modify510.100.916520.914000.92012
1532013.07.16 04:55buy520.100.915660.000000.00000
1542013.07.16 04:55modify520.100.915660.913140.91926
1552013.07.16 06:37close510.100.914890.914000.92012-16.301563.93
1562013.07.16 08:59t/p520.100.919260.913140.9192636.001599.93
1572013.07.17 15:45buy530.100.926330.000000.00000
1582013.07.17 15:45modify530.100.926330.924040.92939
1592013.07.17 15:50buy540.100.926000.000000.00000
1602013.07.17 15:50modify540.100.926000.923510.92952
1612013.07.17 15:55buy550.100.925990.000000.00000
1622013.07.17 15:55modify550.100.925990.923500.92951
1632013.07.17 16:58close530.100.924720.924040.92939-16.101583.83
1642013.07.17 17:00close550.100.924070.923500.92951-19.201564.63
1652013.07.17 17:00close540.100.924070.923510.92952-19.301545.33
1662013.07.19 14:10buy560.100.922500.000000.00000
1672013.07.19 14:10modify560.100.922500.920270.92542
1682013.07.19 14:15buy570.100.923010.000000.00000
1692013.07.19 14:15modify570.100.923010.920630.92627
1702013.07.19 14:20buy580.100.922230.000000.00000
1712013.07.19 14:20modify580.100.922230.919850.92549
1722013.07.19 14:21close570.100.921440.920630.92627-15.701529.63
1732013.07.19 14:25buy590.100.921520.000000.00000
1742013.07.19 14:25modify590.100.921520.919140.92478
1752013.07.19 14:43close580.100.920700.919850.92549-15.301514.33
1762013.07.19 14:43close560.100.920700.920270.92542-18.001496.33
1772013.07.19 17:42close590.100.919760.919140.92478-17.601478.73
1782013.07.24 04:50sell600.100.924650.000000.00000
1792013.07.24 04:50modify600.100.924650.927040.92135
1802013.07.24 05:00sell610.100.925140.000000.00000
1812013.07.24 05:00modify610.100.925140.927530.92184
1822013.07.24 05:04close600.100.926220.927040.92135-15.701463.03
1832013.07.24 05:05sell620.100.926420.000000.00000
1842013.07.24 05:05modify620.100.926420.928810.92312
1852013.07.24 05:09close610.100.926540.927530.92184-14.001449.03
1862013.07.24 05:10sell630.100.926580.000000.00000
1872013.07.24 05:10modify630.100.926580.928970.92328
1882013.07.24 10:38t/p630.100.923280.928970.9232833.001482.03
1892013.07.24 10:39t/p620.100.923120.928810.9231233.001515.03
1902013.07.24 10:55sell640.100.920490.000000.00000
1912013.07.24 10:55modify640.100.920490.922690.91766
1922013.07.24 12:10close640.100.921750.922690.91766-12.601502.43
1932013.07.30 06:10sell650.100.910400.000000.00000
1942013.07.30 06:10modify650.100.910400.913400.90566
1952013.07.30 06:15sell660.100.910240.000000.00000
1962013.07.30 06:15modify660.100.910240.913430.90507
1972013.07.30 06:20sell670.100.910190.000000.00000
1982013.07.30 06:20modify670.100.910190.913380.90502
1992013.07.30 09:49t/p650.100.905660.913400.9056647.401549.83
2002013.07.30 17:20t/p660.100.905070.913430.9050751.701601.53
2012013.07.30 17:20t/p670.100.905020.913380.9050251.701653.23
2022013.07.31 15:35sell680.100.895990.000000.00000
2032013.07.31 15:35modify680.100.895990.898880.89151
2042013.07.31 15:40sell690.100.896540.000000.00000
2052013.07.31 15:40modify690.100.896540.899430.89206
2062013.07.31 21:00close680.100.898070.898880.89151-20.801632.43
2072013.07.31 21:34close690.100.898460.899430.89206-19.201613.23
2082013.08.02 15:40buy700.100.894840.000000.00000
2092013.08.02 15:40modify700.100.894840.892210.89871
2102013.08.02 15:45buy710.100.893940.000000.00000
2112013.08.02 15:45modify710.100.893940.891230.89800
2122013.08.02 15:50buy720.100.894650.000000.00000
2132013.08.02 15:50modify720.100.894650.891940.89871
2142013.08.02 15:54close700.100.893090.892210.89871-17.501595.73
2152013.08.02 15:57close720.100.892660.891940.89871-19.901575.83
2162013.08.02 15:58close710.100.891930.891230.89800-20.101555.73
2172013.08.08 06:25buy730.100.906590.000000.00000
2182013.08.08 06:25modify730.100.906590.903740.91097
2192013.08.08 06:30buy740.100.906360.000000.00000
2202013.08.08 06:30modify740.100.906360.903510.91074
2212013.08.08 10:53close730.100.904620.903740.91097-19.701536.03
2222013.08.08 17:27t/p740.100.910740.903510.9107443.801579.83
2232013.08.15 15:35sell750.100.910390.000000.00000
2242013.08.15 15:35modify750.100.910390.913050.90646
2252013.08.15 15:40sell760.100.910490.000000.00000
2262013.08.15 15:40modify760.100.910490.913280.90626
2272013.08.15 15:45sell770.100.910240.000000.00000
2282013.08.15 15:45modify770.100.910240.913050.90597
2292013.08.15 17:09t/p750.100.906460.913050.9064639.301619.13
2302013.08.15 17:09t/p760.100.906260.913280.9062642.301661.43
2312013.08.15 17:09t/p770.100.905970.913050.9059742.701704.13
2322013.08.26 15:55buy780.100.906590.000000.00000
2332013.08.26 15:55modify780.100.906590.904330.90958
2342013.08.26 16:17close780.100.905220.904330.90958-13.701690.43
2352013.09.03 07:50buy790.100.903860.000000.00000
2362013.09.03 07:50modify790.100.903860.901540.90699
2372013.09.03 07:55buy800.100.903390.000000.00000
2382013.09.03 07:55modify800.100.903390.901070.90652
2392013.09.03 10:37close790.100.902450.901540.90699-14.101676.33
2402013.09.03 11:12close800.100.901860.901070.90652-15.301661.03
2412013.09.06 15:35buy810.100.920830.000000.00000
2422013.09.06 15:35modify810.100.920830.918320.92441
2432013.09.06 15:41close810.100.919250.918320.92441-15.801645.23
2442013.09.06 15:55buy820.100.920250.000000.00000
2452013.09.06 15:55modify820.100.920250.917760.92379
2462013.09.06 16:49close820.100.918740.917760.92379-15.101630.13
2472013.09.12 04:35sell830.100.929130.000000.00000
2482013.09.12 04:35modify830.100.929130.931520.92583
2492013.09.12 04:40sell840.100.928710.000000.00000
2502013.09.12 04:40modify840.100.928710.931100.92541
2512013.09.12 04:45sell850.100.927180.000000.00000
2522013.09.12 04:45modify850.100.927180.929840.92325
2532013.09.12 05:12t/p830.100.925830.931520.9258333.001663.13
2542013.09.12 06:33t/p840.100.925410.931100.9254133.001696.13
2552013.09.12 12:26t/p850.100.923250.929840.9232539.301735.43
2562013.09.18 21:05buy860.100.944210.000000.00000
2572013.09.18 21:05modify860.100.944210.940840.94982
2582013.09.18 21:10buy870.100.946170.000000.00000
2592013.09.18 21:10modify870.100.946170.942680.95208
2602013.09.18 21:15buy880.100.944070.000000.00000
2612013.09.18 21:15modify880.100.944070.940580.94998
2622013.09.18 21:58t/p860.100.949820.940840.9498256.101791.53
2632013.09.18 21:58t/p880.100.949980.940580.9499859.101850.63
2642013.09.18 23:14t/p870.100.952080.942680.9520859.101909.73
2652013.10.23 07:10sell890.100.966520.000000.00000
2662013.10.23 07:10modify890.100.966520.969340.96221
2672013.10.23 11:15t/p890.100.962210.969340.9622143.101952.83
2682013.10.30 20:25sell900.100.944770.000000.00000
2692013.10.30 20:25modify900.100.944770.947030.94178
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2712013.11.08 15:35sell910.100.940650.000000.00000
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2732013.11.08 15:40sell920.100.940450.000000.00000
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2792013.11.08 16:48t/p930.100.936450.942540.9364535.802035.73
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2832013.12.04 02:40modify950.100.907620.909950.90447
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2882013.12.04 08:50t/p960.100.904070.909750.9040732.902130.33
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2912013.12.06 15:39close970.110.901370.901930.89565-22.112108.22
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3112013.12.12 15:35sell1050.110.896650.000000.00000
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3152013.12.12 17:17t/p1050.110.891850.899680.8918552.802331.43
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3332014.01.22 09:43t/p1110.120.888250.882870.8882536.962567.56
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3872014.03.20 02:03t/p1290.130.901960.907730.9019640.552702.55
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