Strategy Tester Report
KeltnerPro
TenkoFX-Demo (Build 670)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период5 Минут (M5) 2013.01.01 22:01 - 2014.09.19 20:59
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 истории128535Смоделировано тиков23542766Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (6)
Чистая прибыль669.65Общая прибыль1468.30Общий убыток-798.65
Прибыльность1.84Матожидание выигрыша7.88
Абсолютная просадка10.78Максимальная просадка244.50 (2.38%)Относительная просадка2.38% (244.50)
Всего сделок85Короткие позиции (% выигравших)38 (47.37%)Длинные позиции (% выигравших)47 (57.45%)
Прибыльные сделки (% от всех)45 (52.94%)Убыточные сделки (% от всех)40 (47.06%)
Самая большаяприбыльная сделка52.89убыточная сделка-44.45
Среднийприбыльная сделка32.63убыточная сделка-19.97
Максимальное количествонепрерывных выигрышей (прибыль)8 (263.20)непрерывных проигрышей (убыток)6 (-129.21)
Максимальнаянепрерывная прибыль (число выигрышей)263.20 (8)непрерывный убыток (число проигрышей)-129.21 (6)
Среднийнепрерывный выигрыш3непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.02 01:05buy10.100.914890.000000.00000
22013.01.02 01:05modify10.100.914890.913780.91515
32013.01.02 01:09close10.100.914730.913780.91515-1.759998.25
42013.01.02 01:10buy20.100.915010.000000.00000
52013.01.02 01:10modify20.100.915010.913900.91528
62013.01.02 01:11close20.100.914880.913900.91528-1.429996.83
72013.01.02 01:15buy30.100.914780.000000.00000
82013.01.02 01:15modify30.100.914780.913630.91514
92013.01.02 01:15t/p30.100.915140.913630.915143.9410000.77
102013.01.02 01:20buy40.100.914810.000000.00000
112013.01.02 01:20modify40.100.914810.913660.91517
122013.01.02 01:36close40.100.914360.913660.91517-4.929995.85
132013.01.10 17:00sell50.100.919040.000000.00000
142013.01.10 17:00modify50.100.919040.921310.91602
152013.01.10 19:06t/p50.100.916020.921310.9160232.9710028.82
162013.02.12 14:05sell60.100.915840.000000.00000
172013.02.12 14:05modify60.100.915840.918000.91310
182013.02.12 14:10sell70.100.916350.000000.00000
192013.02.12 14:10modify70.100.916350.918510.91361
202013.02.12 14:40close60.100.917090.918000.91310-13.6310015.19
212013.02.12 15:01close70.100.917630.918510.91361-13.9510001.24
222013.03.08 16:35buy80.100.949040.000000.00000
232013.03.08 16:35modify80.100.949040.946480.95273
242013.03.08 16:40buy90.100.950540.000000.00000
252013.03.08 16:40modify90.100.950540.947760.95475
262013.03.08 16:45buy100.100.950680.000000.00000
272013.03.08 16:45modify100.100.950680.947820.95509
282013.03.08 16:59t/p80.100.952730.946480.9527338.7310039.97
292013.03.08 17:15t/p90.100.954750.947760.9547544.1010084.07
302013.03.08 20:11t/p100.100.955090.947820.9550946.1710130.24
312013.04.04 15:45buy110.100.951390.000000.00000
322013.04.04 15:45modify110.100.951390.949310.95394
332013.04.04 15:50buy120.100.951440.000000.00000
342013.04.04 15:50modify120.100.951440.949170.95445
352013.04.04 15:55buy130.100.951600.000000.00000
362013.04.04 15:55modify130.100.951600.949330.95461
372013.04.04 16:16close130.100.950280.949330.95461-13.8910116.35
382013.04.04 16:16close110.100.950280.949310.95394-11.6810104.67
392013.04.04 16:17close120.100.949810.949170.95445-17.1610087.51
402013.04.05 15:35sell140.100.933110.000000.00000
412013.04.05 15:35modify140.100.933110.935830.92903
422013.04.05 15:40sell150.100.934660.000000.00000
432013.04.05 15:40modify150.100.934660.937370.93061
442013.04.05 15:41close140.100.935200.935830.92903-22.3510065.16
452013.04.05 15:45close150.100.936380.937370.93061-18.3710046.79
462013.04.05 15:50sell160.100.935300.000000.00000
472013.04.05 15:50modify160.100.935300.938010.93125
482013.04.05 15:55sell170.100.934250.000000.00000
492013.04.05 15:55modify170.100.934250.936960.93020
502013.04.08 00:00close160.100.934860.938010.931254.7110051.50
512013.04.08 00:14close170.100.934080.936960.930201.8210053.32
522013.04.23 10:45buy180.100.938520.000000.00000
532013.04.23 10:45modify180.100.938520.936350.94130
542013.04.23 10:50buy190.100.938710.000000.00000
552013.04.23 10:50modify190.100.938710.936500.94158
562013.04.23 13:36t/p180.100.941300.936350.9413029.5310082.85
572013.04.23 17:45t/p190.100.941580.936500.9415830.4810113.33
582013.05.03 15:35buy200.100.937340.000000.00000
592013.05.03 15:35modify200.100.937340.934930.94067
602013.05.03 15:40buy210.100.938310.000000.00000
612013.05.03 15:40modify210.100.938310.935620.94231
622013.05.03 15:45buy220.100.939350.000000.00000
632013.05.03 15:45modify220.100.939350.936510.94371
642013.05.03 16:31close220.100.937110.936510.94371-23.9010089.43
652013.05.03 16:37close210.100.936410.935620.94231-20.2910069.14
662013.05.03 16:39s/l200.100.934930.934930.94067-25.7810043.36
672013.05.09 16:35buy230.100.941390.000000.00000
682013.05.09 16:35modify230.100.941390.938990.94472
692013.05.09 20:56t/p230.100.944720.938990.9447235.2510078.61
702013.05.10 10:25buy240.100.955620.000000.00000
712013.05.10 10:25modify240.100.955620.953020.95940
722013.05.10 10:45close240.100.954010.953020.95940-16.8810061.73
732013.05.22 17:35buy250.100.978210.000000.00000
742013.05.22 17:35modify250.100.978210.975140.98312
752013.05.22 17:40buy260.100.979310.000000.00000
762013.05.22 17:40modify260.100.979310.975950.98491
772013.05.22 19:10t/p250.100.983120.975140.9831249.9410111.67
782013.05.23 06:21close260.100.979370.975950.984910.6110112.28
792013.05.29 14:05sell270.100.963130.000000.00000
802013.05.29 14:05modify270.100.963130.966440.95767
812013.05.29 14:10sell280.100.961810.000000.00000
822013.05.29 14:10modify280.100.961810.965410.95566
832013.05.29 14:33close280.100.964660.965410.95566-29.5410082.74
842013.05.29 14:49close270.100.965800.966440.95767-27.6510055.09
852013.06.03 17:15sell290.100.956320.000000.00000
862013.06.03 17:15modify290.100.956320.958730.95298
872013.06.03 17:20sell300.100.955520.000000.00000
882013.06.03 17:20modify300.100.955520.957930.95218
892013.06.03 17:25sell310.100.955640.000000.00000
902013.06.03 17:25modify310.100.955640.958050.95231
912013.06.03 17:51t/p290.100.952980.958730.9529835.0510090.14
922013.06.03 18:09t/p310.100.952310.958050.9523134.9710125.11
932013.06.03 18:09t/p300.100.952180.957930.9521835.0810160.19
942013.06.03 18:15sell320.100.946680.000000.00000
952013.06.03 18:15modify320.100.946680.950670.93960
962013.06.03 18:20sell330.100.944510.000000.00000
972013.06.03 18:20modify330.100.944510.948920.93642
982013.06.03 18:25sell340.100.942840.000000.00000
992013.06.03 18:25modify340.100.942840.947950.93311
1002013.06.03 21:56close340.100.947050.947950.93311-44.4510115.74
1012013.06.04 02:53close330.100.948060.948920.93642-37.4410078.30
1022013.06.04 09:28close320.100.949770.950670.93960-32.5310045.77
1032013.06.06 19:15sell350.100.928310.000000.00000
1042013.06.06 19:15modify350.100.928310.932370.92107
1052013.06.07 07:15close350.100.926970.932370.9210714.4610060.23
1062013.06.07 15:45buy360.100.932260.000000.00000
1072013.06.07 15:45modify360.100.932260.929820.93568
1082013.06.07 15:50buy370.100.931500.000000.00000
1092013.06.07 15:50modify370.100.931500.929000.93506
1102013.06.07 15:55buy380.100.932560.000000.00000
1112013.06.07 15:55modify380.100.932560.929970.93633
1122013.06.07 16:20t/p370.100.935060.929000.9350638.0810098.31
1132013.06.07 16:21t/p360.100.935680.929820.9356836.5510134.86
1142013.06.07 17:39t/p380.100.936330.929970.9363340.2610175.12
1152013.06.19 21:05buy390.100.923470.000000.00000
1162013.06.19 21:05modify390.100.923470.921440.92590
1172013.06.19 21:10buy400.100.923960.000000.00000
1182013.06.19 21:10modify400.100.923960.921640.92709
1192013.06.19 21:15buy410.100.923950.000000.00000
1202013.06.19 21:15modify410.100.923950.921590.92717
1212013.06.19 21:16t/p390.100.925900.921440.9259026.2410201.36
1222013.06.19 21:20buy420.100.924330.000000.00000
1232013.06.19 21:20modify420.100.924330.921800.92796
1242013.06.19 21:28t/p400.100.927090.921640.9270933.7610235.12
1252013.06.19 21:28t/p410.100.927170.921590.9271734.7310269.85
1262013.06.19 21:38t/p420.100.927960.921800.9279639.1210308.97
1272013.06.19 21:45buy430.100.929520.000000.00000
1282013.06.19 21:45modify430.100.929520.926290.93481
1292013.06.19 21:55buy440.100.931030.000000.00000
1302013.06.19 21:55modify440.100.931030.927540.93692
1312013.06.19 23:16close440.100.928520.927540.93692-27.0310281.94
1322013.06.20 01:10close430.100.927270.926290.93481-24.2610257.68
1332013.07.04 15:50buy450.100.954650.000000.00000
1342013.07.04 15:50modify450.100.954650.952180.95812
1352013.07.04 15:55buy460.100.955530.000000.00000
1362013.07.04 15:55modify460.100.955530.952920.95934
1372013.07.04 16:38t/p450.100.958120.952180.9581236.2110293.89
1382013.07.05 03:58close460.100.956900.952920.9593414.3210308.21
1392013.07.05 15:35buy470.100.963650.000000.00000
1402013.07.05 15:35modify470.100.963650.961130.96724
1412013.07.05 15:40buy480.100.963730.000000.00000
1422013.07.05 15:40modify480.100.963730.961030.96776
1432013.07.05 15:45buy490.100.964320.000000.00000
1442013.07.05 15:45modify490.100.964320.961620.96835
1452013.07.05 16:25close490.100.962370.961620.96835-20.2610287.95
1462013.07.05 16:26close480.100.961260.961030.96776-25.7010262.25
1472013.07.05 16:26close470.100.961260.961130.96724-24.8610237.39
1482013.08.02 15:40sell500.100.932240.000000.00000
1492013.08.02 15:40modify500.100.932240.934650.92890
1502013.08.02 15:45sell510.100.931170.000000.00000
1512013.08.02 15:45modify510.100.931170.933840.92722
1522013.08.02 15:50sell520.100.931440.000000.00000
1532013.08.02 15:50modify520.100.931440.934110.92749
1542013.08.02 16:11close510.100.932980.933840.92722-19.4010217.99
1552013.08.02 16:13close520.100.933660.934110.92749-23.7810194.21
1562013.08.02 16:13close500.100.933660.934650.92890-15.2110179.00
1572013.08.15 20:15sell530.100.928390.000000.00000
1582013.08.15 20:15modify530.100.928390.931520.92335
1592013.08.16 08:15close530.100.927320.931520.9233511.5410190.54
1602013.09.06 17:05sell540.100.935050.000000.00000
1612013.09.06 17:05modify540.100.935050.938130.93013
1622013.09.06 17:18close540.100.937320.938130.93013-24.2210166.32
1632013.09.18 21:05sell550.100.917910.000000.00000
1642013.09.18 21:05modify550.100.917910.920700.91368
1652013.09.18 21:10sell560.100.916210.000000.00000
1662013.09.18 21:10modify560.100.916210.919250.91139
1672013.09.18 21:15sell570.100.918190.000000.00000
1682013.09.18 21:15modify570.100.918190.921230.91337
1692013.09.18 21:59t/p550.100.913680.920700.9136846.3110212.63
1702013.09.18 21:59t/p570.100.913370.921230.9133752.7810265.41
1712013.09.18 23:30t/p560.100.911390.919250.9113952.8910318.30
1722013.10.17 10:40sell580.100.906010.000000.00000
1732013.10.17 10:40modify580.100.906010.908470.90255
1742013.10.17 15:05t/p580.100.902550.908470.9025538.3410356.64
1752013.10.22 15:35sell590.100.898000.000000.00000
1762013.10.22 15:35modify590.100.898000.900430.89462
1772013.10.22 15:40sell600.100.898030.000000.00000
1782013.10.22 15:40modify600.100.898030.900460.89465
1792013.10.22 15:45sell610.100.899030.000000.00000
1802013.10.22 15:45modify610.100.899030.901460.89565
1812013.10.22 15:49close600.100.899880.900460.89465-20.5610336.08
1822013.10.22 15:49close590.100.899880.900430.89462-20.8910315.19
1832013.10.22 15:50sell620.100.899520.000000.00000
1842013.10.22 15:50modify620.100.899520.901950.89614
1852013.10.22 15:55sell630.100.899870.000000.00000
1862013.10.22 15:55modify630.100.899870.902300.89649
1872013.10.22 17:25t/p630.100.896490.902300.8964937.7110352.90
1882013.10.22 17:26t/p620.100.896140.901950.8961437.7210390.62
1892013.10.22 17:35t/p610.100.895650.901460.8956537.7410428.36
1902013.10.30 21:20buy640.100.900450.000000.00000
1912013.10.30 21:20modify640.100.900450.898350.90305
1922013.10.30 21:25buy650.100.900800.000000.00000
1932013.10.30 21:25modify650.100.900800.898660.90349
1942013.10.30 22:03close650.100.899560.898660.90349-13.7810414.58
1952013.10.30 22:06close640.100.899260.898350.90305-13.2310401.35
1962013.11.07 15:50buy660.100.921290.000000.00000
1972013.11.07 15:50modify660.100.921290.918420.92573
1982013.11.07 15:55buy670.100.920540.000000.00000
1992013.11.07 15:55modify670.100.920540.917570.92521
2002013.11.07 16:00buy680.100.919860.000000.00000
2012013.11.07 16:00modify680.100.919860.916890.92453
2022013.11.07 16:11close660.100.919280.918420.92573-21.8610379.49
2032013.11.07 16:35t/p680.100.924530.916890.9245350.5110430.00
2042013.11.07 19:08close670.100.918100.917570.92521-26.5810403.42
2052013.11.20 18:40buy690.100.914920.000000.00000
2062013.11.20 18:40modify690.100.914920.912850.91745
2072013.11.20 18:45buy700.100.914540.000000.00000
2082013.11.20 18:45modify700.100.914540.912470.91707
2092013.11.20 18:50close690.100.913790.912850.91745-12.3710391.05
2102013.11.20 21:01t/p700.100.917070.912470.9170727.5910418.64
2112014.01.10 15:35sell710.100.903140.000000.00000
2122014.01.10 15:35modify710.100.903140.905260.90049
2132014.01.10 15:39close710.100.904490.905260.90049-14.9310403.71
2142014.01.10 15:40sell720.100.905210.000000.00000
2152014.01.10 15:40modify720.100.905210.907450.90228
2162014.01.10 15:45sell730.100.905380.000000.00000
2172014.01.10 15:45modify730.100.905380.907620.90245
2182014.01.10 15:50sell740.100.905150.000000.00000
2192014.01.10 15:50modify740.100.905150.907390.90222
2202014.01.10 16:51t/p730.100.902450.907620.9024532.4710436.18
2212014.01.10 16:52t/p720.100.902280.907450.9022832.4710468.65
2222014.01.10 16:52t/p740.100.902220.907390.9022232.4810501.13
2232014.01.24 13:30sell750.100.890610.000000.00000
2242014.01.24 13:30modify750.100.890610.893170.88691
2252014.01.24 13:33close750.100.892310.893170.88691-19.0510482.08
2262014.01.24 13:35sell760.100.892100.000000.00000
2272014.01.24 13:35modify760.100.892100.894660.88840
2282014.01.24 14:33close760.100.893670.894660.88840-17.5710464.51
2292014.02.06 15:50sell770.100.899000.000000.00000
2302014.02.06 15:50modify770.100.899000.901440.89560
2312014.02.06 15:55sell780.100.899160.000000.00000
2322014.02.06 15:55modify780.100.899160.901660.89561
2332014.02.06 20:36close770.100.900560.901440.89560-17.3210447.19
2342014.02.06 21:22close780.100.900800.901660.89561-18.2110428.98
2352014.03.19 20:20buy790.100.879800.000000.00000
2362014.03.19 20:20modify790.100.879800.877570.88272
2372014.03.19 20:25buy800.100.879500.000000.00000
2382014.03.19 20:25modify800.100.879500.877270.88242
2392014.03.19 21:02t/p800.100.882420.877270.8824233.0910462.07
2402014.03.19 21:03t/p790.100.882720.877570.8827233.0810495.15
2412014.05.08 16:05buy810.100.876370.000000.00000
2422014.05.08 16:05modify810.100.876370.874210.87911
2432014.05.08 16:15buy820.100.877070.000000.00000
2442014.05.08 16:15modify820.100.877070.874770.88015
2452014.05.08 17:03t/p810.100.879110.874210.8791131.1710526.32
2462014.05.08 23:13t/p820.100.880150.874770.8801534.9910561.31
2472014.09.04 14:50buy830.100.925200.000000.00000
2482014.09.04 14:50modify830.100.925200.922780.92855
2492014.09.04 14:55buy840.100.923930.000000.00000
2502014.09.04 14:55modify840.100.923930.921510.92728
2512014.09.04 15:00buy850.100.923970.000000.00000
2522014.09.04 15:00modify850.100.923970.921550.92732
2532014.09.04 17:01t/p840.100.927280.921510.9272836.1310597.44
2542014.09.04 17:01t/p850.100.927320.921550.9273236.1310633.57
2552014.09.04 17:32t/p830.100.928550.922780.9285536.0810669.65