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

СимволUSDCHF (US Dollar vs Swiss Franc)
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 истории126212Смоделировано тиков21458010Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (2)
Чистая прибыль644.13Общая прибыль1450.25Общий убыток-806.11
Прибыльность1.80Матожидание выигрыша8.05
Абсолютная просадка6.42Максимальная просадка289.55 (22.44%)Относительная просадка22.44% (289.55)
Всего сделок80Короткие позиции (% выигравших)38 (44.74%)Длинные позиции (% выигравших)42 (61.90%)
Прибыльные сделки (% от всех)43 (53.75%)Убыточные сделки (% от всех)37 (46.25%)
Самая большаяприбыльная сделка52.88убыточная сделка-44.25
Среднийприбыльная сделка33.73убыточная сделка-21.79
Максимальное количествонепрерывных выигрышей (прибыль)8 (263.80)непрерывных проигрышей (убыток)7 (-156.40)
Максимальнаянепрерывная прибыль (число выигрышей)263.80 (8)непрерывный убыток (число проигрышей)-157.97 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.10 16:00sell10.100.919000.000000.00000
22013.01.10 16:00modify10.100.919000.921260.91602
32013.01.10 18:05t/p10.100.916020.921260.9160232.531032.53
42013.02.12 13:05sell20.100.915840.000000.00000
52013.02.12 13:05modify20.100.915840.918000.91310
62013.02.12 13:10sell30.100.916330.000000.00000
72013.02.12 13:10modify30.100.916330.918490.91359
82013.02.12 13:37close20.100.917030.918000.91310-12.981019.55
92013.02.12 14:02close30.100.917580.918490.91359-13.621005.93
102013.03.08 15:35buy40.100.948970.000000.00000
112013.03.08 15:35modify40.100.948970.946400.95269
122013.03.08 15:40buy50.100.950480.000000.00000
132013.03.08 15:40modify50.100.950480.947680.95473
142013.03.08 15:45buy60.100.950660.000000.00000
152013.03.08 15:45modify60.100.950660.947780.95511
162013.03.08 15:59t/p40.100.952690.946400.9526939.051044.98
172013.03.08 16:15t/p50.100.954730.947680.9547344.521089.50
182013.03.08 19:11t/p60.100.955110.947780.9551146.591136.09
192013.04.04 15:45buy70.100.951280.000000.00000
202013.04.04 15:45modify70.100.951280.949210.95382
212013.04.04 15:50buy80.100.951350.000000.00000
222013.04.04 15:50modify80.100.951350.949090.95433
232013.04.04 15:55buy90.100.951540.000000.00000
242013.04.04 15:55modify90.100.951540.949280.95452
252013.04.04 16:16close90.100.950130.949280.95452-14.841121.25
262013.04.04 16:16close70.100.950130.949210.95382-12.101109.15
272013.04.04 16:18close80.100.950000.949090.95433-14.211094.94
282013.04.05 15:35sell100.100.933130.000000.00000
292013.04.05 15:35modify100.100.933130.935850.92905
302013.04.05 15:40sell110.100.934650.000000.00000
312013.04.05 15:40modify110.100.934650.937360.93061
322013.04.05 15:40close100.100.935320.935850.92905-23.411071.53
332013.04.05 15:50sell120.100.935230.000000.00000
342013.04.05 15:50modify120.100.935230.937940.93119
352013.04.05 15:55sell130.100.934220.000000.00000
362013.04.05 15:55modify130.100.934220.936930.93018
372013.04.08 00:00close120.100.935200.937940.931190.151071.68
382013.04.08 00:04close110.100.934640.937360.93061-0.061071.63
392013.04.08 00:15close130.100.934060.936930.930181.541073.18
402013.04.23 10:45buy140.100.938490.000000.00000
412013.04.23 10:45modify140.100.938490.936320.94125
422013.04.23 10:50buy150.100.938660.000000.00000
432013.04.23 10:50modify150.100.938660.936450.94152
442013.04.23 13:35t/p140.100.941250.936320.9412529.321102.49
452013.04.23 17:45t/p150.100.941520.936450.9415230.381132.88
462013.05.03 15:35buy160.100.937300.000000.00000
472013.05.03 15:35modify160.100.937300.934950.94049
482013.05.03 15:40buy170.100.938250.000000.00000
492013.05.03 15:40modify170.100.938250.935620.94211
502013.05.03 15:45buy180.100.939320.000000.00000
512013.05.03 15:45modify180.100.939320.936540.94353
522013.05.03 16:32close180.100.937030.936540.94353-24.441108.43
532013.05.03 16:39close170.100.935890.935620.94211-25.221083.21
542013.05.03 16:39close160.100.935890.934950.94049-15.071068.15
552013.05.09 16:35buy190.100.941270.000000.00000
562013.05.09 16:35modify190.100.941270.938880.94456
572013.05.09 20:52t/p190.100.944560.938880.9445634.831102.97
582013.05.10 10:25buy200.100.955630.000000.00000
592013.05.10 10:25modify200.100.955630.953030.95941
602013.05.10 10:47close200.100.953980.953030.95941-17.301085.68
612013.05.22 17:35buy210.100.978210.000000.00000
622013.05.22 17:35modify210.100.978210.975160.98306
632013.05.22 17:40buy220.100.979260.000000.00000
642013.05.22 17:40modify220.100.979260.975920.98481
652013.05.22 19:10t/p210.100.983060.975160.9830649.341135.01
662013.05.23 06:21close220.100.979610.975920.984813.341138.35
672013.05.29 14:05sell230.100.963090.000000.00000
682013.05.29 14:05modify230.100.963090.966390.95765
692013.05.29 14:10sell240.100.961770.000000.00000
702013.05.29 14:10modify240.100.961770.965360.95563
712013.05.29 14:29close240.100.964560.965360.95563-28.931109.42
722013.05.29 14:49close230.100.965780.966390.95765-27.851081.57
732013.06.03 17:15sell250.100.956310.000000.00000
742013.06.03 17:15modify250.100.956310.958720.95296
752013.06.03 17:20sell260.100.955510.000000.00000
762013.06.03 17:20modify260.100.955510.957920.95216
772013.06.03 17:25sell270.100.955600.000000.00000
782013.06.03 17:25modify270.100.955600.958010.95225
792013.06.03 17:51t/p250.100.952960.958720.9529635.161116.73
802013.06.03 18:09t/p270.100.952250.958010.9522535.181151.91
812013.06.03 18:09t/p260.100.952160.957920.9521635.181187.09
822013.06.03 18:15sell280.100.946660.000000.00000
832013.06.03 18:15modify280.100.946660.950650.93957
842013.06.03 18:20sell290.100.944560.000000.00000
852013.06.03 18:20modify290.100.944560.948980.93647
862013.06.03 18:25sell300.100.942730.000000.00000
872013.06.03 18:25modify300.100.942730.947850.93298
882013.06.03 21:56close300.100.946880.947850.93298-43.831143.26
892013.06.04 02:54close290.100.948000.948980.93647-36.451106.81
902013.06.04 09:29close280.100.949820.950650.93957-33.441073.37
912013.06.06 19:15sell310.100.928300.000000.00000
922013.06.06 19:15modify310.100.928300.932360.92106
932013.06.06 19:25sell320.100.922540.000000.00000
942013.06.06 19:25modify320.100.922540.927480.91320
952013.06.06 19:28close320.100.926640.927480.91320-44.251029.12
962013.06.07 07:15close310.100.926890.932360.9210615.051044.17
972013.06.07 15:45buy330.100.932090.000000.00000
982013.06.07 15:45modify330.100.932090.929660.93547
992013.06.07 15:50buy340.100.931460.000000.00000
1002013.06.07 15:50modify340.100.931460.928960.93502
1012013.06.07 15:55buy350.100.932490.000000.00000
1022013.06.07 15:55modify350.100.932490.929880.93631
1032013.06.07 16:20t/p340.100.935020.928960.9350238.071082.24
1042013.06.07 16:21t/p330.100.935470.929660.9354736.131118.37
1052013.06.07 17:39t/p350.100.936310.929880.9363140.801159.17
1062013.06.19 21:05buy360.100.923330.000000.00000
1072013.06.19 21:05modify360.100.923330.921300.92576
1082013.06.19 21:10buy370.100.923960.000000.00000
1092013.06.19 21:10modify370.100.923960.921640.92708
1102013.06.19 21:15buy380.100.923880.000000.00000
1112013.06.19 21:15modify380.100.923880.921520.92710
1122013.06.19 21:16t/p360.100.925760.921300.9257626.251185.42
1132013.06.19 21:20buy390.100.924300.000000.00000
1142013.06.19 21:20modify390.100.924300.921770.92793
1152013.06.19 21:28t/p370.100.927080.921640.9270833.661219.08
1162013.06.19 21:28t/p380.100.927100.921520.9271034.731253.81
1172013.06.19 21:38t/p390.100.927930.921770.9279339.111292.92
1182013.06.19 21:45buy400.100.929500.000000.00000
1192013.06.19 21:45modify400.100.929500.926270.93479
1202013.06.19 21:55buy410.100.930960.000000.00000
1212013.06.19 21:55modify410.100.930960.927490.93682
1222013.06.19 23:17close410.100.928390.927490.93682-27.681265.24
1232013.06.19 23:19close400.100.927260.926270.93479-24.161241.08
1242013.07.04 15:50buy420.100.954590.000000.00000
1252013.07.04 15:50modify420.100.954590.952130.95806
1262013.07.04 15:55buy430.100.955510.000000.00000
1272013.07.04 15:55modify430.100.955510.952900.95933
1282013.07.04 16:38t/p420.100.958060.952130.9580636.221277.30
1292013.07.05 04:00close430.100.957060.952900.9593316.121293.42
1302013.07.05 15:35buy440.100.963780.000000.00000
1312013.07.05 15:35modify440.100.963780.961290.96731
1322013.07.05 15:40buy450.100.963650.000000.00000
1332013.07.05 15:40modify450.100.963650.960960.96764
1342013.07.05 15:45buy460.100.964120.000000.00000
1352013.07.05 15:45modify460.100.964120.961430.96811
1362013.07.05 16:26close460.100.961690.961430.96811-25.271268.15
1372013.07.05 16:26close450.100.961690.960960.96764-20.381247.77
1382013.07.05 16:26close440.100.961690.961290.96731-21.731226.04
1392013.08.02 15:40sell470.100.932320.000000.00000
1402013.08.02 15:40modify470.100.932320.934700.92905
1412013.08.02 15:45sell480.100.931140.000000.00000
1422013.08.02 15:45modify480.100.931140.933790.92723
1432013.08.02 15:50sell490.100.931480.000000.00000
1442013.08.02 15:50modify490.100.931480.934130.92757
1452013.08.02 16:12close490.100.933720.934130.92757-23.991202.05
1462013.08.02 16:12close480.100.933720.933790.92723-27.631174.42
1472013.08.02 16:12close470.100.933720.934700.92905-14.991159.43
1482013.09.06 17:05sell500.100.935070.000000.00000
1492013.09.06 17:05modify500.100.935070.938160.93013
1502013.09.06 17:22close500.100.937170.938160.93013-22.411137.02
1512013.09.18 21:05sell510.100.917780.000000.00000
1522013.09.18 21:05modify510.100.917780.920580.91353
1532013.09.18 21:10sell520.100.916250.000000.00000
1542013.09.18 21:10modify520.100.916250.919280.91143
1552013.09.18 21:15sell530.100.918110.000000.00000
1562013.09.18 21:15modify530.100.918110.921140.91329
1572013.09.18 21:59t/p510.100.913530.920580.9135346.521183.54
1582013.09.18 21:59t/p530.100.913290.921140.9132952.781236.32
1592013.09.18 23:30t/p520.100.911430.919280.9114352.881289.20
1602013.10.17 10:40sell540.100.905970.000000.00000
1612013.10.17 10:40modify540.100.905970.908430.90252
1622013.10.17 15:05t/p540.100.902520.908430.9025238.231327.43
1632013.10.22 15:35sell550.100.897950.000000.00000
1642013.10.22 15:35modify550.100.897950.900360.89461
1652013.10.22 15:40sell560.100.897990.000000.00000
1662013.10.22 15:40modify560.100.897990.900400.89465
1672013.10.22 15:45sell570.100.899050.000000.00000
1682013.10.22 15:45modify570.100.899050.901460.89571
1692013.10.22 15:49close560.100.899920.900400.89465-21.451305.98
1702013.10.22 15:49close550.100.899920.900360.89461-21.891284.09
1712013.10.22 15:50sell580.100.899490.000000.00000
1722013.10.22 15:50modify580.100.899490.901900.89615
1732013.10.22 15:55sell590.100.899820.000000.00000
1742013.10.22 15:55modify590.100.899820.902230.89648
1752013.10.22 17:25t/p590.100.896480.902230.8964837.261321.35
1762013.10.22 17:26t/p580.100.896150.901900.8961537.271358.62
1772013.10.22 17:35t/p570.100.895710.901460.8957137.291395.91
1782013.10.30 20:25buy600.100.900730.000000.00000
1792013.10.30 20:25modify600.100.900730.898590.90342
1802013.10.30 21:03close600.100.899420.898590.90342-14.561381.35
1812013.11.07 14:50buy610.100.921130.000000.00000
1822013.11.07 14:50modify610.100.921130.918250.92557
1832013.11.07 14:55buy620.100.920350.000000.00000
1842013.11.07 14:55modify620.100.920350.917370.92504
1852013.11.07 15:00buy630.100.919800.000000.00000
1862013.11.07 15:00modify630.100.919800.916820.92449
1872013.11.07 15:11close610.100.919240.918250.92557-20.561360.79
1882013.11.07 15:35t/p630.100.924490.916820.9244950.731411.52
1892013.11.07 18:13close620.100.917710.917370.92504-28.771382.75
1902013.11.20 17:40buy640.100.914860.000000.00000
1912013.11.20 17:40modify640.100.914860.912780.91741
1922013.11.20 17:45buy650.100.914490.000000.00000
1932013.11.20 17:45modify650.100.914490.912410.91704
1942013.11.20 17:50close640.100.913560.912780.91741-14.231368.52
1952013.11.20 20:00t/p650.100.917040.912410.9170427.811396.33
1962014.01.10 15:35sell660.100.903140.000000.00000
1972014.01.10 15:35modify660.100.903140.905240.90053
1982014.01.10 15:39close660.100.904600.905240.90053-16.141380.19
1992014.01.10 15:40sell670.100.905140.000000.00000
2002014.01.10 15:40modify670.100.905140.907360.90226
2012014.01.10 15:45sell680.100.905330.000000.00000
2022014.01.10 15:45modify680.100.905330.907550.90245
2032014.01.10 15:50sell690.100.905080.000000.00000
2042014.01.10 15:50modify690.100.905080.907300.90220
2052014.01.10 16:51t/p680.100.902450.907550.9024531.911412.10
2062014.01.10 16:52t/p670.100.902260.907360.9022631.921444.02
2072014.01.10 16:52t/p690.100.902200.907300.9022031.921475.94
2082014.01.24 13:30sell700.100.890620.000000.00000
2092014.01.24 13:30modify700.100.890620.893170.88694
2102014.01.24 13:35sell710.100.892080.000000.00000
2112014.01.24 13:35modify710.100.892080.894630.88840
2122014.01.24 13:53close700.100.892320.893170.88694-19.051456.89
2132014.01.24 14:35close710.100.893810.894630.88840-19.361437.53
2142014.02.06 15:50sell720.100.898960.000000.00000
2152014.02.06 15:50modify720.100.898960.901390.89557
2162014.02.06 15:55sell730.100.899070.000000.00000
2172014.02.06 15:55modify730.100.899070.901570.89552
2182014.02.06 20:36close720.100.900500.901390.89557-17.101420.43
2192014.02.06 21:21close730.100.900580.901570.89552-16.771403.66
2202014.03.19 20:20buy740.100.879710.000000.00000
2212014.03.19 20:20modify740.100.879710.877480.88262
2222014.03.19 20:25buy750.100.879380.000000.00000
2232014.03.19 20:25modify750.100.879380.877150.88229
2242014.03.19 21:02t/p750.100.882290.877150.8822932.991436.65
2252014.03.19 21:03t/p740.100.882620.877480.8826232.971469.62
2262014.05.08 16:05buy760.100.876280.000000.00000
2272014.05.08 16:05modify760.100.876280.874120.87903
2282014.05.08 16:15buy770.100.876980.000000.00000
2292014.05.08 16:15modify770.100.876980.874680.88005
2302014.05.08 17:03t/p760.100.879030.874120.8790331.291500.91
2312014.05.08 23:13t/p770.100.880050.874680.8800534.881535.79
2322014.09.04 14:50buy780.100.925140.000000.00000
2332014.09.04 14:50modify780.100.925140.922720.92849
2342014.09.04 14:55buy790.100.923880.000000.00000
2352014.09.04 14:55modify790.100.923880.921460.92723
2362014.09.04 15:00buy800.100.923890.000000.00000
2372014.09.04 15:00modify800.100.923890.921470.92724
2382014.09.04 17:01t/p790.100.927230.921460.9272336.131571.92
2392014.09.04 17:01t/p800.100.927240.921470.9272436.131608.05
2402014.09.04 17:32t/p780.100.928490.922720.9284936.081644.13