Strategy Tester Report
(Build 625)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2014.01.01 22:00 - 2014.09.08 23:59
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыStarting_Lot=0.1; Increasing_Lot=false; Risk=0.05; comment="KelnerPro"; MagicNumber=12780; Slip=3; MaxOpenOrders=3;
Баров в истории17099Смоделировано тиков9856340Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит2000.00СпредТекущий (12)
Чистая прибыль610.90Общая прибыль1181.90Общий убыток-571.00
Прибыльность2.07Матожидание выигрыша9.70
Абсолютная просадка77.80Максимальная просадка264.60 (12.03%)Относительная просадка12.03% (264.60)
Всего сделок63Короткие позиции (% выигравших)28 (53.57%)Длинные позиции (% выигравших)35 (51.43%)
Прибыльные сделки (% от всех)33 (52.38%)Убыточные сделки (% от всех)30 (47.62%)
Самая большаяприбыльная сделка71.40убыточная сделка-32.60
Средняяприбыльная сделка35.82убыточная сделка-19.03
Максимальное количествонепрерывных выигрышей (прибыль)6 (253.10)непрерывных проигрышей (убыток)6 (-98.00)
Максимальнаянепрерывная прибыль (число выигрышей)253.10 (6)непрерывный убыток (число проигрышей)-111.50 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш3
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12014.01.01 22:15sell10.101.374700.000000.00000
22014.01.01 22:15modify10.101.374701.376071.37383
32014.01.01 22:15close10.101.375171.376071.37383-4.701995.30
42014.01.01 22:30sell20.101.374990.000000.00000
52014.01.01 22:30modify20.101.374991.376371.37408
62014.01.01 22:34close20.101.375571.376371.37408-5.801989.50
72014.01.01 22:45sell30.101.375140.000000.00000
82014.01.01 22:45modify30.101.375141.376521.37423
92014.01.01 22:47close30.101.375561.376521.37423-4.201985.30
102014.01.01 23:00buy40.101.376110.000000.00000
112014.01.01 23:00modify40.101.376111.374611.37729
122014.01.02 01:25close40.101.375551.374611.37729-5.601979.70
132014.01.09 14:15sell50.101.356000.000000.00000
142014.01.09 14:15modify50.101.356001.358621.35218
152014.01.09 14:22close50.101.357651.358621.35218-16.501963.20
162014.01.09 14:45sell60.101.357780.000000.00000
172014.01.09 14:45modify60.101.357781.360391.35396
182014.01.09 15:32close60.101.359421.360391.35396-16.401946.80
192014.01.10 13:45buy70.101.363470.000000.00000
202014.01.10 13:45modify70.101.363471.360701.36765
212014.01.10 14:00buy80.101.363790.000000.00000
222014.01.10 14:00modify80.101.363791.361021.36797
232014.01.10 14:15buy90.101.363760.000000.00000
242014.01.10 14:15modify90.101.363761.360991.36794
252014.01.10 14:56t/p70.101.367651.360701.3676541.801988.60
262014.01.10 15:02t/p90.101.367941.360991.3679441.802030.40
272014.01.10 15:02t/p80.101.367971.361021.3679741.802072.20
282014.01.23 08:15buy100.101.360770.000000.00000
292014.01.23 08:15modify100.101.360771.358261.36435
302014.01.23 08:30buy110.101.362060.000000.00000
312014.01.23 08:30modify110.101.362061.359301.36624
322014.01.23 08:45buy120.101.363080.000000.00000
332014.01.23 08:45modify120.101.363081.359961.36809
342014.01.23 09:52t/p100.101.364351.358261.3643535.802108.00
352014.01.23 13:48t/p110.101.366241.359301.3662441.802149.80
362014.01.23 15:34t/p120.101.368091.359961.3680950.102199.90
372014.01.24 11:30buy130.101.373440.000000.00000
382014.01.24 11:30modify130.101.373441.371111.37660
392014.01.24 11:34close130.101.372061.371111.37660-13.802186.10
402014.01.24 11:45buy140.101.372710.000000.00000
412014.01.24 11:45modify140.101.372711.370251.37616
422014.01.24 12:00buy150.101.372080.000000.00000
432014.01.24 12:00modify150.101.372081.369621.37553
442014.01.24 12:05close140.101.371111.370251.37616-16.002170.10
452014.01.24 12:35close150.101.370441.369621.37553-16.402153.70
462014.01.29 13:15sell160.101.360720.000000.00000
472014.01.29 13:15modify160.101.360721.363221.35718
482014.01.29 13:36close160.101.362241.363221.35718-15.202138.50
492014.01.29 14:30buy170.101.367300.000000.00000
502014.01.29 14:30modify170.101.367301.364751.37097
512014.01.29 14:45buy180.101.366490.000000.00000
522014.01.29 14:45modify180.101.366491.363941.37016
532014.01.29 15:09close170.101.365521.364751.37097-17.802120.70
542014.01.29 15:36close180.101.364611.363941.37016-18.802101.90
552014.02.06 13:45buy190.101.355710.000000.00000
562014.02.06 13:45modify190.101.355711.352911.35997
572014.02.06 13:50t/p190.101.359971.352911.3599742.602144.50
582014.02.06 14:00buy200.101.359560.000000.00000
592014.02.06 14:00modify200.101.359561.356291.36494
602014.02.06 14:15buy210.101.361140.000000.00000
612014.02.06 14:15modify210.101.361141.357651.36705
622014.02.06 14:30buy220.101.360660.000000.00000
632014.02.06 14:30modify220.101.360661.357061.36682
642014.02.06 19:58close210.101.358631.357651.36705-25.102119.40
652014.02.07 08:30close220.101.357531.357061.36682-31.302088.10
662014.02.07 08:31close200.101.356961.356291.36494-26.002062.10
672014.02.12 11:45sell230.101.359240.000000.00000
682014.02.12 11:45modify230.101.359241.361481.35630
692014.02.12 12:00sell240.101.357640.000000.00000
702014.02.12 12:00modify240.101.357641.360101.35418
712014.02.12 12:15sell250.101.358540.000000.00000
722014.02.12 12:15modify250.101.358541.361021.35503
732014.02.12 15:52close240.101.359221.360101.35418-15.802046.30
742014.02.12 23:45close230.101.359071.361481.356301.702048.00
752014.02.13 01:04close250.101.360021.361021.35503-14.802033.20
762014.02.28 10:15buy260.101.380220.000000.00000
772014.02.28 10:15modify260.101.380221.377071.38531
782014.02.28 10:30buy270.101.380680.000000.00000
792014.02.28 10:30modify270.101.380681.377421.38602
802014.02.28 10:45buy280.101.379780.000000.00000
812014.02.28 10:45modify280.101.379781.376521.38512
822014.03.02 22:00s/l260.101.377071.377071.38531-31.502001.70
832014.03.02 22:00s/l270.101.377421.377421.38602-32.601969.10
842014.03.02 22:00s/l280.101.376521.376521.38512-32.601936.50
852014.03.06 13:45buy290.101.379720.000000.00000
862014.03.06 13:45modify290.101.379721.377051.38368
872014.03.06 14:00buy300.101.381640.000000.00000
882014.03.06 14:00modify300.101.381641.378701.38623
892014.03.06 14:15buy310.101.381420.000000.00000
902014.03.06 14:15modify310.101.381421.378321.38638
912014.03.06 14:31t/p290.101.383681.377051.3836839.601976.10
922014.03.06 14:45buy320.101.383680.000000.00000
932014.03.06 14:45modify320.101.383681.380351.38919
942014.03.06 17:08t/p300.101.386231.378701.3862345.902022.00
952014.03.06 17:08t/p310.101.386381.378321.3863849.602071.60
962014.03.07 02:45close320.101.385821.380351.3891921.402093.00
972014.03.13 18:00sell330.101.385730.000000.00000
982014.03.13 18:00modify330.101.385731.388921.38054
992014.03.14 06:00close330.101.384991.388921.380547.402100.40
1002014.03.14 14:15buy340.101.393240.000000.00000
1012014.03.14 14:15modify340.101.393241.390601.39712
1022014.03.14 15:18close340.101.391391.390601.39712-18.502081.90
1032014.03.19 18:15sell350.101.385700.000000.00000
1042014.03.19 18:15modify350.101.385701.388251.38202
1052014.03.19 18:30sell360.101.385570.000000.00000
1062014.03.19 18:30modify360.101.385571.388231.38164
1072014.03.19 18:45sell370.101.384740.000000.00000
1082014.03.19 18:45modify370.101.384741.387451.38069
1092014.03.19 19:03t/p350.101.382021.388251.3820236.802118.70
1102014.03.19 19:07t/p360.101.381641.388231.3816439.302158.00
1112014.03.19 19:15sell380.101.381620.000000.00000
1122014.03.19 19:15modify380.101.381621.384911.37619
1132014.03.20 06:09close380.101.384271.384911.37619-26.502131.50
1142014.03.20 07:00close370.101.383981.387451.380697.602139.10
1152014.03.24 18:00buy390.101.387660.000000.00000
1162014.03.24 18:00modify390.101.387661.384481.39283
1172014.03.24 18:05close390.101.385441.384481.39283-22.202116.90
1182014.03.24 18:15buy400.101.384470.000000.00000
1192014.03.24 18:15modify400.101.384471.381291.38964
1202014.03.25 08:07close400.101.384541.381291.389640.702117.60
1212014.04.03 13:15sell410.101.372010.000000.00000
1222014.04.03 13:15modify410.101.372011.374691.36803
1232014.04.03 13:30sell420.101.372120.000000.00000
1242014.04.03 13:30modify420.101.372121.374931.36782
1252014.04.03 14:15sell430.101.370810.000000.00000
1262014.04.03 14:15modify430.101.370811.373771.36618
1272014.04.04 01:15close410.101.371891.374691.368031.202118.80
1282014.04.04 01:31close420.101.371661.374931.367824.602123.40
1292014.04.04 05:38close430.101.370781.373771.366180.302123.70
1302014.05.02 13:15sell440.101.381720.000000.00000
1312014.05.02 13:15modify440.101.381721.383731.37932
1322014.05.02 14:07close440.101.382761.383731.37932-10.402113.30
1332014.05.02 14:45buy450.101.386880.000000.00000
1342014.05.02 14:45modify450.101.386881.384751.38956
1352014.05.02 15:00buy460.101.386520.000000.00000
1362014.05.02 15:00modify460.101.386521.384391.38920
1372014.05.04 21:00close460.101.388181.384391.3892016.602129.90
1382014.05.04 21:00close450.101.388181.384751.3895613.002142.90
1392014.05.08 13:00sell470.101.390920.000000.00000
1402014.05.08 13:00modify470.101.390921.393781.38652
1412014.05.08 13:15sell480.101.388720.000000.00000
1422014.05.08 13:15modify480.101.388721.391781.38384
1432014.05.08 13:30sell490.101.389140.000000.00000
1442014.05.08 13:30modify490.101.389141.392321.38398
1452014.05.08 14:01t/p470.101.386521.393781.3865244.002186.90
1462014.05.08 20:15t/p490.101.383981.392321.3839851.602238.50
1472014.05.08 20:15t/p480.101.383841.391781.3838448.802287.30
1482014.06.05 12:45sell500.101.351480.000000.00000
1492014.06.05 12:45modify500.101.351481.355151.34515
1502014.06.05 12:54close500.101.354641.355151.34515-31.602255.70
1512014.06.05 13:00sell510.101.353840.000000.00000
1522014.06.05 13:00modify510.101.353841.357511.34751
1532014.06.05 13:15sell520.101.353800.000000.00000
1542014.06.05 13:15modify520.101.353801.357471.34747
1552014.06.05 13:35close520.101.356601.357471.34747-28.002227.70
1562014.06.05 13:35close510.101.356601.357511.34751-27.602200.10
1572014.06.05 14:00buy530.101.358430.000000.00000
1582014.06.05 14:00modify530.101.358431.354761.36476
1592014.06.05 14:15buy540.101.359020.000000.00000
1602014.06.05 14:15modify540.101.359021.355351.36535
1612014.06.05 14:25t/p530.101.364761.354761.3647663.302263.40
1622014.06.05 14:25t/p540.101.365351.355351.3653563.302326.70
1632014.06.05 14:30buy550.101.362050.000000.00000
1642014.06.05 14:30modify550.101.362051.358191.36882
1652014.06.05 14:45buy560.101.362220.000000.00000
1662014.06.05 14:45modify560.101.362221.358361.36899
1672014.06.06 02:31close550.101.366141.358191.3688240.902367.60
1682014.06.06 02:45close560.101.366051.358361.3689938.302405.90
1692014.08.13 13:00buy570.101.341250.000000.00000
1702014.08.13 13:00modify570.101.341251.338871.34453
1712014.08.13 13:12close570.101.339811.338871.34453-14.402391.50
1722014.08.13 13:15buy580.101.339790.000000.00000
1732014.08.13 13:15modify580.101.339791.337411.34307
1742014.08.13 13:30buy590.101.339310.000000.00000
1752014.08.13 13:30modify590.101.339311.336931.34259
1762014.08.13 14:08close580.101.338131.337411.34307-16.602374.90
1772014.08.13 14:09close590.101.337881.336931.34259-14.302360.60
1782014.09.04 12:00sell600.101.304980.000000.00000
1792014.09.04 12:00modify600.101.304981.308211.29969
1802014.09.04 12:15sell610.101.301610.000000.00000
1812014.09.04 12:15modify610.101.301611.305271.29531
1822014.09.04 12:30sell620.101.303900.000000.00000
1832014.09.04 12:30modify620.101.303901.307561.29760
1842014.09.04 12:37t/p600.101.299691.308211.2996952.902413.50
1852014.09.04 12:45sell630.101.302330.000000.00000
1862014.09.04 12:45modify630.101.302331.306341.29519
1872014.09.04 14:47t/p620.101.297601.307561.2976063.002476.50
1882014.09.04 15:43t/p610.101.295311.305271.2953163.002539.50
1892014.09.04 15:43t/p630.101.295191.306341.2951971.402610.90