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

СимволNZDUSD (New Zealand 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 истории125882Смоделировано тиков18133221Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (1)
Чистая прибыль624.11Общая прибыль1566.63Общий убыток-942.52
Прибыльность1.66Матожидание выигрыша6.06
Абсолютная просадка122.47Максимальная просадка213.65 (15.74%)Относительная просадка15.74% (213.65)
Всего сделок103Короткие позиции (% выигравших)59 (49.15%)Длинные позиции (% выигравших)44 (40.91%)
Прибыльные сделки (% от всех)47 (45.63%)Убыточные сделки (% от всех)56 (54.37%)
Самая большаяприбыльная сделка59.95убыточная сделка-28.20
Среднийприбыльная сделка33.33убыточная сделка-16.83
Максимальное количествонепрерывных выигрышей (прибыль)6 (248.30)непрерывных проигрышей (убыток)8 (-125.40)
Максимальнаянепрерывная прибыль (число выигрышей)248.30 (6)непрерывный убыток (число проигрышей)-125.40 (8)
Среднийнепрерывный выигрыш3непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.17 23:50sell10.100.836390.000000.00000
22013.01.17 23:50modify10.100.836390.838740.83320
32013.01.17 23:55sell20.100.835770.000000.00000
42013.01.17 23:55modify20.100.835770.838120.83258
52013.01.18 00:00sell30.100.835940.000000.00000
62013.01.18 00:00modify30.100.835940.838270.83279
72013.01.18 01:43close20.100.837250.838120.83258-15.76984.24
82013.01.18 02:24close30.100.837460.838270.83279-15.20969.04
92013.01.18 04:00close10.100.837830.838740.83320-15.36953.68
102013.02.14 23:55buy40.100.851300.000000.00000
112013.02.14 23:55modify40.100.851300.849100.85413
122013.02.15 00:00buy50.100.850510.000000.00000
132013.02.15 00:00modify50.100.850510.848310.85334
142013.02.15 00:05buy60.100.851340.000000.00000
152013.02.15 00:05modify60.100.851340.849140.85418
162013.02.15 02:01close60.100.850070.849140.85418-12.70940.98
172013.02.15 02:01close40.100.850070.849100.85413-11.65929.33
182013.02.15 12:20close50.100.850550.848310.853340.40929.73
192013.02.26 17:15sell70.100.822640.000000.00000
202013.02.26 17:15modify70.100.822640.825160.81904
212013.02.26 17:20sell80.100.823440.000000.00000
222013.02.26 17:20modify80.100.823440.826020.81969
232013.02.26 17:25sell90.100.823920.000000.00000
242013.02.26 17:25modify90.100.823920.826470.82024
252013.02.26 17:26close70.100.824290.825160.81904-16.50913.23
262013.02.26 18:00close80.100.825230.826020.81969-17.90895.33
272013.02.26 19:36close90.100.825580.826470.82024-16.60878.73
282013.03.13 22:05sell100.100.821130.000000.00000
292013.03.13 22:05modify100.100.821130.823250.81848
302013.03.13 22:10sell110.100.820200.000000.00000
312013.03.13 22:10modify110.100.820200.822550.81701
322013.03.13 22:15sell120.100.819090.000000.00000
332013.03.13 22:15modify120.100.819090.821590.81553
342013.03.13 22:15t/p100.100.818480.823250.8184826.50905.23
352013.03.13 22:20sell130.100.819120.000000.00000
362013.03.13 22:20modify130.100.819120.821770.81522
372013.03.13 22:26t/p110.100.817010.822550.8170131.90937.13
382013.03.14 10:15close120.100.818450.821590.815533.52940.65
392013.03.14 10:20close130.100.817760.821770.8152210.72951.37
402013.04.15 05:05sell140.100.849470.000000.00000
412013.04.15 05:05modify140.100.849470.852090.84563
422013.04.15 05:10sell150.100.849000.000000.00000
432013.04.15 05:10modify150.100.849000.851800.84473
442013.04.15 05:15sell160.100.849620.000000.00000
452013.04.15 05:15modify160.100.849620.852420.84535
462013.04.15 08:40close150.100.850860.851800.84473-18.60932.77
472013.04.15 17:05close140.100.847210.852090.8456322.60955.37
482013.04.15 17:15close160.100.847310.852420.8453523.10978.47
492013.04.24 00:05buy170.100.844620.000000.00000
502013.04.24 00:05modify170.100.844620.842370.84759
512013.04.24 00:10buy180.100.844540.000000.00000
522013.04.24 00:10modify180.100.844540.842290.84750
532013.04.24 00:15buy190.100.844320.000000.00000
542013.04.24 00:15modify190.100.844320.842130.84714
552013.04.24 00:43close180.100.843150.842290.84750-13.90964.57
562013.04.24 00:43close170.100.843150.842370.84759-14.70949.87
572013.04.24 00:44close190.100.842990.842130.84714-13.30936.57
582013.05.08 04:15sell200.100.838550.000000.00000
592013.05.08 04:15modify200.100.838550.840990.83515
602013.05.08 04:20sell210.100.839550.000000.00000
612013.05.08 04:20modify210.100.839550.841980.83618
622013.05.08 04:23close200.100.840240.840990.83515-16.90919.67
632013.05.08 04:25sell220.100.839700.000000.00000
642013.05.08 04:25modify220.100.839700.842130.83633
652013.05.08 04:37t/p220.100.836330.842130.8363333.70953.37
662013.05.08 04:37t/p210.100.836180.841980.8361833.70987.07
672013.05.09 01:55buy230.100.846040.000000.00000
682013.05.09 01:55modify230.100.846040.843420.84989
692013.05.09 02:00buy240.100.846150.000000.00000
702013.05.09 02:00modify240.100.846150.843530.85000
712013.05.09 02:05buy250.100.845880.000000.00000
722013.05.09 02:05modify250.100.845880.843260.84973
732013.05.09 02:31close240.100.844340.843530.85000-18.10968.97
742013.05.09 02:31close230.100.844340.843420.84989-17.00951.97
752013.05.09 02:44close250.100.844230.843260.84973-16.50935.47
762013.05.22 17:10buy260.100.818870.000000.00000
772013.05.22 17:10modify260.100.818870.816400.82235
782013.05.22 17:15buy270.100.819660.000000.00000
792013.05.22 17:15modify270.100.819660.816900.82382
802013.05.22 17:20close270.100.817530.816900.82382-21.30914.17
812013.05.22 17:21close260.100.817180.816400.82235-16.90897.27
822013.05.22 17:35sell280.100.811330.000000.00000
832013.05.22 17:35modify280.100.811330.814230.80683
842013.05.22 17:40sell290.100.809640.000000.00000
852013.05.22 17:40modify290.100.809640.812790.80455
862013.05.22 17:45sell300.100.810280.000000.00000
872013.05.22 17:45modify300.100.810280.813450.80514
882013.05.22 17:59t/p280.100.806830.814230.8068345.00942.27
892013.05.23 01:43t/p300.100.805140.813450.8051448.52990.79
902013.05.23 02:10t/p290.100.804550.812790.8045548.021038.81
912013.05.29 14:05buy310.100.813570.000000.00000
922013.05.29 14:05modify310.100.813570.810600.81823
932013.05.29 14:10buy320.100.814670.000000.00000
942013.05.29 14:10modify320.100.814670.811750.81922
952013.05.29 14:13close320.100.812660.811750.81922-20.101018.71
962013.05.29 17:55close310.100.811440.810600.81823-21.30997.41
972013.06.03 17:15buy330.100.804440.000000.00000
982013.06.03 17:15modify330.100.804440.802000.80786
992013.06.03 17:20buy340.100.804230.000000.00000
1002013.06.03 17:20modify340.100.804230.801730.80778
1012013.06.03 17:25buy350.100.804250.000000.00000
1022013.06.03 17:25modify350.100.804250.801650.80803
1032013.06.03 17:37close330.100.802980.802000.80786-14.60982.81
1042013.06.03 18:10t/p340.100.807780.801730.8077835.501018.31
1052013.06.03 18:10t/p350.100.808030.801650.8080337.801056.11
1062013.06.06 18:55buy360.100.802390.000000.00000
1072013.06.06 18:55modify360.100.802390.799500.80688
1082013.06.06 19:04close360.100.799940.799500.80688-24.501031.61
1092013.06.07 15:50sell370.100.791100.000000.00000
1102013.06.07 15:50modify370.100.791100.794120.78631
1112013.06.07 15:55sell380.100.788840.000000.00000
1122013.06.07 15:55modify380.100.788840.792540.78245
1132013.06.07 16:00sell390.100.788170.000000.00000
1142013.06.07 16:00modify390.100.788170.791880.78176
1152013.06.07 16:06close390.100.790990.791880.78176-28.201003.41
1162013.06.07 16:18t/p370.100.786310.794120.7863147.901051.31
1172013.06.07 17:11close380.100.791590.792540.78245-27.501023.81
1182013.06.19 21:05sell400.100.798210.000000.00000
1192013.06.19 21:05modify400.100.798210.800540.79506
1202013.06.19 21:10sell410.100.797960.000000.00000
1212013.06.19 21:10modify410.100.797960.800600.79408
1222013.06.19 21:15sell420.100.798590.000000.00000
1232013.06.19 21:15modify420.100.798590.801230.79471
1242013.06.19 21:23t/p400.100.795060.800540.7950631.501055.31
1252013.06.19 21:25sell430.100.794950.000000.00000
1262013.06.19 21:25modify430.100.794950.797940.79023
1272013.06.19 21:25t/p420.100.794710.801230.7947138.801094.11
1282013.06.19 21:25t/p410.100.794080.800600.7940838.801132.91
1292013.06.19 21:45t/p430.100.790230.797940.7902347.201180.11
1302013.06.19 21:55sell440.100.787350.000000.00000
1312013.06.19 21:55modify440.100.787350.791750.77929
1322013.06.19 22:00sell450.100.787390.000000.00000
1332013.06.19 22:00modify450.100.787390.791840.77922
1342013.06.20 09:55close440.100.783300.791750.7792937.621217.73
1352013.06.20 10:00close450.100.783440.791840.7792236.621254.35
1362013.06.24 16:00buy460.100.777930.000000.00000
1372013.06.24 16:00modify460.100.777930.775280.78183
1382013.06.24 16:09close460.100.776160.775280.78183-17.701236.65
1392013.07.05 15:40sell470.100.777400.000000.00000
1402013.07.05 15:40modify470.100.777400.780000.77362
1412013.07.05 15:45sell480.100.776440.000000.00000
1422013.07.05 15:45modify480.100.776440.779040.77266
1432013.07.05 15:50sell490.100.776970.000000.00000
1442013.07.05 15:50modify490.100.776970.779570.77319
1452013.07.05 16:14t/p470.100.773620.780000.7736237.801274.45
1462013.07.05 16:53t/p490.100.773190.779570.7731937.801312.25
1472013.07.05 16:54t/p480.100.772660.779040.7726637.801350.05
1482013.07.10 21:50sell500.100.778600.000000.00000
1492013.07.10 21:50modify500.100.778600.781030.77522
1502013.07.10 22:04close500.100.780070.781030.77522-14.701335.35
1512013.07.24 04:50sell510.100.794750.000000.00000
1522013.07.24 04:50modify510.100.794750.796960.79189
1532013.07.24 04:54close510.100.796160.796960.79189-14.101321.25
1542013.07.24 04:55sell520.100.796250.000000.00000
1552013.07.24 04:55modify520.100.796250.798460.79339
1562013.07.24 05:00sell530.100.795730.000000.00000
1572013.07.24 05:00modify530.100.795730.797940.79287
1582013.07.24 05:03close530.100.797320.797940.79287-15.901305.35
1592013.07.24 05:04close520.100.797490.798460.79339-12.401292.95
1602013.08.01 16:05sell540.100.788680.000000.00000
1612013.08.01 16:05modify540.100.788680.791050.78544
1622013.08.01 16:13close540.100.790280.791050.78544-16.001276.95
1632013.08.02 15:40buy550.100.792420.000000.00000
1642013.08.02 15:40modify550.100.792420.789970.79585
1652013.08.02 15:49close550.100.790830.789970.79585-15.901261.05
1662013.08.20 05:10sell560.100.798340.000000.00000
1672013.08.20 05:10modify560.100.798340.801120.79411
1682013.08.20 11:38close560.100.800180.801120.79411-18.401242.65
1692013.09.06 15:35buy570.100.800380.000000.00000
1702013.09.06 15:35modify570.100.800380.797710.80434
1712013.09.06 15:40buy580.100.799640.000000.00000
1722013.09.06 15:40modify580.100.799640.796970.80360
1732013.09.06 15:43close570.100.798580.797710.80434-18.001224.65
1742013.09.06 15:45buy590.100.798960.000000.00000
1752013.09.06 15:45modify590.100.798960.796290.80292
1762013.09.06 15:50buy600.100.799540.000000.00000
1772013.09.06 15:50modify600.100.799540.796870.80350
1782013.09.09 00:01close600.100.799600.796870.803501.251225.90
1792013.09.09 00:01close590.100.799600.796290.802927.051232.95
1802013.09.09 00:02close580.100.800140.796970.803605.651238.60
1812013.09.12 00:15buy610.100.813110.000000.00000
1822013.09.12 00:15modify610.100.813110.810840.81611
1832013.09.12 00:20buy620.100.813080.000000.00000
1842013.09.12 00:20modify620.100.813080.810860.81597
1852013.09.12 00:25buy630.100.813210.000000.00000
1862013.09.12 00:25modify630.100.813210.810990.81610
1872013.09.12 05:09close630.100.811590.810990.81610-16.201222.40
1882013.09.12 05:09close620.100.811590.810860.81597-14.901207.50
1892013.09.12 05:09close610.100.811590.810840.81611-15.201192.30
1902013.09.16 00:15sell640.100.819280.000000.00000
1912013.09.16 00:15modify640.100.819280.822210.81470
1922013.09.16 00:20sell650.100.819710.000000.00000
1932013.09.16 00:20modify650.100.819710.822640.81513
1942013.09.16 00:38close640.100.821260.822210.81470-19.801172.50
1952013.09.16 00:40close650.100.821850.822640.81513-21.401151.10
1962013.09.18 21:05buy660.100.829860.000000.00000
1972013.09.18 21:05modify660.100.829860.826780.83480
1982013.09.18 21:10buy670.100.832910.000000.00000
1992013.09.18 21:10modify670.100.832910.829460.83871
2002013.09.18 21:15buy680.100.831650.000000.00000
2012013.09.18 21:15modify680.100.831650.828200.83745
2022013.09.18 21:49t/p660.100.834800.826780.8348049.401200.50
2032013.09.18 22:00t/p680.100.837450.828200.8374558.001258.50
2042013.09.19 02:45t/p670.100.838710.829460.8387159.951318.45
2052013.10.22 15:35buy690.100.849850.000000.00000
2062013.10.22 15:35modify690.100.849850.847640.85272
2072013.10.22 15:40buy700.100.850580.000000.00000
2082013.10.22 15:40modify700.100.850580.848110.85407
2092013.10.22 15:45buy710.100.849590.000000.00000
2102013.10.22 15:45modify710.100.849590.847180.85293
2112013.10.22 15:49close700.100.848950.848110.85407-16.301302.15
2122013.10.22 15:50buy720.100.849190.000000.00000
2132013.10.22 15:50modify720.100.849190.846780.85253
2142013.10.22 17:02t/p720.100.852530.846780.8525333.401335.55
2152013.10.22 17:03t/p690.100.852720.847640.8527228.701364.25
2162013.10.22 17:04t/p710.100.852930.847180.8529333.401397.65
2172013.10.23 07:30sell730.100.840110.000000.00000
2182013.10.23 07:30modify730.100.840110.843340.83482
2192013.10.23 19:30close730.100.838230.843340.8348218.801416.45
2202013.10.30 20:25sell740.100.820260.000000.00000
2212013.10.30 20:25modify740.100.820260.822380.81762
2222013.10.30 20:47close740.100.821450.822380.81762-11.901404.55
2232013.12.06 15:35sell750.100.814290.000000.00000
2242013.12.06 15:35modify750.100.814290.816460.81152
2252013.12.06 15:39close750.100.815910.816460.81152-16.201388.35
2262013.12.06 15:40sell760.100.816180.000000.00000
2272013.12.06 15:40modify760.100.816180.818390.81331
2282013.12.06 15:41close760.100.817780.818390.81331-16.001372.35
2292013.12.06 16:00buy770.100.820460.000000.00000
2302013.12.06 16:00modify770.100.820460.818100.82367
2312013.12.06 16:05buy780.100.822790.000000.00000
2322013.12.06 16:05modify780.100.822790.820110.82677
2332013.12.06 16:05t/p770.100.823670.818100.8236732.101404.45
2342013.12.06 16:13close780.100.820590.820110.82677-22.001382.45
2352013.12.06 16:15buy790.100.821800.000000.00000
2362013.12.06 16:15modify790.100.821800.818800.82654
2372013.12.06 17:34t/p790.100.826540.818800.8265447.401429.85
2382013.12.12 15:35sell800.100.826360.000000.00000
2392013.12.12 15:35modify800.100.826360.828520.82361
2402013.12.12 15:37close800.100.827530.828520.82361-11.701418.15
2412014.01.20 23:55buy810.100.831020.000000.00000
2422014.01.20 23:55modify810.100.831020.828770.83399
2432014.01.21 00:00buy820.100.832300.000000.00000
2442014.01.21 00:00modify820.100.832300.829800.83585
2452014.01.21 00:05buy830.100.832010.000000.00000
2462014.01.21 00:05modify830.100.832010.829510.83556
2472014.01.21 10:07close820.100.830790.829800.83585-15.101403.05
2482014.01.21 10:32close830.100.830280.829510.83556-17.301385.75
2492014.01.21 10:33close810.100.829660.828770.83399-12.951372.80
2502014.01.29 22:05sell840.100.820310.000000.00000
2512014.01.29 22:05modify840.100.820310.822850.81666
2522014.01.29 22:10sell850.100.820560.000000.00000
2532014.01.29 22:10modify850.100.820560.823110.81690
2542014.01.29 22:15sell860.100.818620.000000.00000
2552014.01.29 22:15modify860.100.818620.821420.81437
2562014.01.29 22:27close860.100.820960.821420.81437-23.401349.40
2572014.01.30 06:29t/p850.100.816900.823110.8169033.721383.12
2582014.01.30 08:26t/p840.100.816660.822850.8166633.621416.74
2592014.03.19 20:10sell870.100.857720.000000.00000
2602014.03.19 20:10modify870.100.857720.859940.85484
2612014.03.19 20:15sell880.100.855240.000000.00000
2622014.03.19 20:15modify880.100.855240.857890.85133
2632014.03.19 20:20sell890.100.855520.000000.00000
2642014.03.19 20:20modify890.100.855520.858170.85161
2652014.03.19 20:27close880.100.857130.857890.85133-18.901397.84
2662014.03.19 20:59t/p870.100.854840.859940.8548428.801426.64
2672014.03.20 08:20close890.100.852720.858170.8516125.121451.76
2682014.04.09 21:25buy900.100.870140.000000.00000
2692014.04.09 21:25modify900.100.870140.867990.87286
2702014.04.10 03:05t/p900.100.872860.867990.8728629.151480.91
2712014.05.02 15:35sell910.100.860160.000000.00000
2722014.05.02 15:35modify910.100.860160.862360.85733
2732014.05.02 15:37close910.100.861450.862360.85733-12.901468.01
2742014.05.02 15:40sell920.100.861190.000000.00000
2752014.05.02 15:40modify920.100.861190.863390.85836
2762014.05.02 15:45sell930.100.859550.000000.00000
2772014.05.02 15:45modify930.100.859550.861750.85672
2782014.05.02 15:50sell940.100.860150.000000.00000
2792014.05.02 15:50modify940.100.860150.862350.85732
2802014.05.02 16:00close930.100.860980.861750.85672-14.301453.71
2812014.05.02 16:51close940.100.861410.862350.85732-12.601441.11
2822014.05.02 17:12close920.100.862680.863390.85836-14.901426.21
2832014.06.12 00:05buy950.100.862270.000000.00000
2842014.06.12 00:05modify950.100.862270.859350.86681
2852014.06.12 00:07close950.100.860280.859350.86681-19.901406.31
2862014.06.12 00:10buy960.100.860180.000000.00000
2872014.06.12 00:10modify960.100.860180.857210.86485
2882014.06.12 00:15buy970.100.861700.000000.00000
2892014.06.12 00:15modify970.100.861700.858730.86637
2902014.06.12 00:20buy980.100.861720.000000.00000
2912014.06.12 00:20modify980.100.861720.858750.86639
2922014.06.12 04:53t/p960.100.864850.857210.8648546.701453.01
2932014.06.12 09:50t/p970.100.866370.858730.8663746.701499.71
2942014.06.12 09:50t/p980.100.866390.858750.8663946.701546.41
2952014.07.24 00:05sell990.100.863100.000000.00000
2962014.07.24 00:05modify990.100.863100.865680.85936
2972014.07.24 00:10sell1000.100.860830.000000.00000
2982014.07.24 00:10modify1000.100.860830.863720.85636
2992014.07.24 00:15sell1010.100.861280.000000.00000
3002014.07.24 00:15modify1010.100.861280.864170.85681
3012014.07.24 06:04t/p990.100.859360.865680.8593637.401583.81
3022014.07.24 09:44t/p1010.100.856810.864170.8568144.701628.51
3032014.07.24 12:10close1000.100.858220.863720.8563626.101654.61
3042014.08.25 00:35sell1020.100.834240.000000.00000
3052014.08.25 00:35modify1020.100.834240.836630.83095
3062014.08.25 00:40sell1030.100.834410.000000.00000
3072014.08.25 00:40modify1030.100.834410.836800.83112
3082014.08.25 02:18close1020.100.835680.836630.83095-14.401640.21
3092014.08.25 02:21close1030.100.836020.836800.83112-16.101624.11