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=true; 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 прибыль3536.13Общая прибыль7933.57Общий убыток-4397.44
Прибыльность1.80Матожидание выигрыша41.60
Абсолютная просадка53.95Максимальная просадка1326.27 (11.18%)Относительная просадка11.50% (1299.64)
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 сделка282.86убыточная сделка-235.61
Среднийприбыльная сделка176.30убыточная сделка-109.94
Максимальное количествонепрерывных выигрышей (прибыль)8 (1348.94)непрерывных проигрышей (убыток)6 (-711.48)
Максимальнаянепрерывная прибыль (число выигрышей)1475.66 (7)непрерывный убыток (число проигрышей)-711.48 (6)
Среднийнепрерывный выигрыш3непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.02 01:05buy10.500.914890.000000.00000
22013.01.02 01:05modify10.500.914890.913780.91515
32013.01.02 01:09close10.500.914730.913780.91515-8.759991.25
42013.01.02 01:10buy20.500.915010.000000.00000
52013.01.02 01:10modify20.500.915010.913900.91528
62013.01.02 01:11close20.500.914880.913900.91528-7.109984.15
72013.01.02 01:15buy30.500.914780.000000.00000
82013.01.02 01:15modify30.500.914780.913630.91514
92013.01.02 01:15t/p30.500.915140.913630.9151419.6710003.82
102013.01.02 01:20buy40.500.914810.000000.00000
112013.01.02 01:20modify40.500.914810.913660.91517
122013.01.02 01:36close40.500.914360.913660.91517-24.619979.21
132013.01.10 17:00sell50.500.919040.000000.00000
142013.01.10 17:00modify50.500.919040.921310.91602
152013.01.10 19:06t/p50.500.916020.921310.91602164.8410144.05
162013.02.12 14:05sell60.510.915840.000000.00000
172013.02.12 14:05modify60.510.915840.918000.91310
182013.02.12 14:10sell70.490.916350.000000.00000
192013.02.12 14:10modify70.490.916350.918510.91361
202013.02.12 14:40close60.510.917090.918000.91310-69.5110074.54
212013.02.12 15:01close70.490.917630.918510.91361-68.3510006.19
222013.03.08 16:35buy80.500.949040.000000.00000
232013.03.08 16:35modify80.500.949040.946480.95273
242013.03.08 16:40buy90.490.950540.000000.00000
252013.03.08 16:40modify90.490.950540.947760.95475
262013.03.08 16:45buy100.480.950680.000000.00000
272013.03.08 16:45modify100.480.950680.947820.95509
282013.03.08 16:59t/p80.500.952730.946480.95273193.6510199.84
292013.03.08 17:15t/p90.490.954750.947760.95475216.0710415.91
302013.03.08 20:11t/p100.480.955090.947820.95509221.6310637.54
312013.04.04 15:45buy110.530.951390.000000.00000
322013.04.04 15:45modify110.530.951390.949310.95394
332013.04.04 15:50buy120.520.951440.000000.00000
342013.04.04 15:50modify120.520.951440.949170.95445
352013.04.04 15:55buy130.510.951600.000000.00000
362013.04.04 15:55modify130.510.951600.949330.95461
372013.04.04 16:16close130.510.950280.949330.95461-70.8410566.70
382013.04.04 16:16close110.530.950280.949310.95394-61.9110504.79
392013.04.04 16:17close120.520.949810.949170.95445-89.2410415.55
402013.04.05 15:35sell140.520.933110.000000.00000
412013.04.05 15:35modify140.520.933110.935830.92903
422013.04.05 15:40sell150.500.934660.000000.00000
432013.04.05 15:40modify150.500.934660.937370.93061
442013.04.05 15:41close140.520.935200.935830.92903-116.2110299.34
452013.04.05 15:45close150.500.936380.937370.93061-91.8410207.50
462013.04.05 15:50sell160.510.935300.000000.00000
472013.04.05 15:50modify160.510.935300.938010.93125
482013.04.05 15:55sell170.500.934250.000000.00000
492013.04.05 15:55modify170.500.934250.936960.93020
502013.04.08 00:00close160.510.934860.938010.9312524.0010231.50
512013.04.08 00:14close170.500.934080.936960.930209.1010240.60
522013.04.23 10:45buy180.510.938520.000000.00000
532013.04.23 10:45modify180.510.938520.936350.94130
542013.04.23 10:50buy190.500.938710.000000.00000
552013.04.23 10:50modify190.500.938710.936500.94158
562013.04.23 13:36t/p180.510.941300.936350.94130150.6210391.22
572013.04.23 17:45t/p190.500.941580.936500.94158152.4010543.62
582013.05.03 15:35buy200.530.937340.000000.00000
592013.05.03 15:35modify200.530.937340.934930.94067
602013.05.03 15:40buy210.520.938310.000000.00000
612013.05.03 15:40modify210.520.938310.935620.94231
622013.05.03 15:45buy220.510.939350.000000.00000
632013.05.03 15:45modify220.510.939350.936510.94371
642013.05.03 16:31close220.510.937110.936510.94371-121.9110421.71
652013.05.03 16:37close210.520.936410.935620.94231-105.5110316.20
662013.05.03 16:39s/l200.530.934930.934930.94067-136.6210179.58
672013.05.09 16:35buy230.510.941390.000000.00000
682013.05.09 16:35modify230.510.941390.938990.94472
692013.05.09 20:56t/p230.510.944720.938990.94472179.7610359.34
702013.05.10 10:25buy240.520.955620.000000.00000
712013.05.10 10:25modify240.520.955620.953020.95940
722013.05.10 10:45close240.520.954010.953020.95940-87.7610271.58
732013.05.22 17:35buy250.510.978210.000000.00000
742013.05.22 17:35modify250.510.978210.975140.98312
752013.05.22 17:40buy260.500.979310.000000.00000
762013.05.22 17:40modify260.500.979310.975950.98491
772013.05.22 19:10t/p250.510.983120.975140.98312254.7110526.29
782013.05.23 06:21close260.500.979370.975950.984913.0610529.35
792013.05.29 14:05sell270.530.963130.000000.00000
802013.05.29 14:05modify270.530.963130.966440.95767
812013.05.29 14:10sell280.520.961810.000000.00000
822013.05.29 14:10modify280.520.961810.965410.95566
832013.05.29 14:33close280.520.964660.965410.95566-153.6310375.72
842013.05.29 14:49close270.530.965800.966440.95767-146.5210229.20
852013.06.03 17:15sell290.510.956320.000000.00000
862013.06.03 17:15modify290.510.956320.958730.95298
872013.06.03 17:20sell300.500.955520.000000.00000
882013.06.03 17:20modify300.500.955520.957930.95218
892013.06.03 17:25sell310.490.955640.000000.00000
902013.06.03 17:25modify310.490.955640.958050.95231
912013.06.03 17:51t/p290.510.952980.958730.95298178.7510407.95
922013.06.03 18:09t/p310.490.952310.958050.95231171.3410579.29
932013.06.03 18:09t/p300.500.952180.957930.95218175.3910754.68
942013.06.03 18:15sell320.540.946680.000000.00000
952013.06.03 18:15modify320.540.946680.950670.93960
962013.06.03 18:20sell330.530.944510.000000.00000
972013.06.03 18:20modify330.530.944510.948920.93642
982013.06.03 18:25sell340.530.942840.000000.00000
992013.06.03 18:25modify340.530.942840.947950.93311
1002013.06.03 21:56close340.530.947050.947950.93311-235.6110519.07
1012013.06.04 02:53close330.530.948060.948920.93642-198.4610320.61
1022013.06.04 09:28close320.540.949770.950670.93960-175.6810144.93
1032013.06.06 19:15sell350.510.928310.000000.00000
1042013.06.06 19:15modify350.510.928310.932370.92107
1052013.06.07 07:15close350.510.926970.932370.9210773.7210218.65
1062013.06.07 15:45buy360.510.932260.000000.00000
1072013.06.07 15:45modify360.510.932260.929820.93568
1082013.06.07 15:50buy370.500.931500.000000.00000
1092013.06.07 15:50modify370.500.931500.929000.93506
1102013.06.07 15:55buy380.490.932560.000000.00000
1112013.06.07 15:55modify380.490.932560.929970.93633
1122013.06.07 16:20t/p370.500.935060.929000.93506190.3610409.01
1132013.06.07 16:21t/p360.510.935680.929820.93568186.4110595.42
1142013.06.07 17:39t/p380.490.936330.929970.93633197.2910792.71
1152013.06.19 21:05buy390.540.923470.000000.00000
1162013.06.19 21:05modify390.540.923470.921440.92590
1172013.06.19 21:10buy400.530.923960.000000.00000
1182013.06.19 21:10modify400.530.923960.921640.92709
1192013.06.19 21:15buy410.510.923950.000000.00000
1202013.06.19 21:15modify410.510.923950.921590.92717
1212013.06.19 21:16t/p390.540.925900.921440.92590141.7110934.42
1222013.06.19 21:20buy420.520.924330.000000.00000
1232013.06.19 21:20modify420.520.924330.921800.92796
1242013.06.19 21:28t/p400.530.927090.921640.92709178.9311113.35
1252013.06.19 21:28t/p410.510.927170.921590.92717177.1111290.46
1262013.06.19 21:38t/p420.520.927960.921800.92796203.4111493.87
1272013.06.19 21:45buy430.570.929520.000000.00000
1282013.06.19 21:45modify430.570.929520.926290.93481
1292013.06.19 21:55buy440.560.931030.000000.00000
1302013.06.19 21:55modify440.560.931030.927540.93692
1312013.06.19 23:16close440.560.928520.927540.93692-151.3811342.49
1322013.06.20 01:10close430.570.927270.926290.93481-138.3111204.18
1332013.07.04 15:50buy450.560.954650.000000.00000
1342013.07.04 15:50modify450.560.954650.952180.95812
1352013.07.04 15:55buy460.550.955530.000000.00000
1362013.07.04 15:55modify460.550.955530.952920.95934
1372013.07.04 16:38t/p450.560.958120.952180.95812202.8111406.99
1382013.07.05 03:58close460.550.956900.952920.9593478.7411485.73
1392013.07.05 15:35buy470.570.963650.000000.00000
1402013.07.05 15:35modify470.570.963650.961130.96724
1412013.07.05 15:40buy480.560.963730.000000.00000
1422013.07.05 15:40modify480.560.963730.961030.96776
1432013.07.05 15:45buy490.550.964320.000000.00000
1442013.07.05 15:45modify490.550.964320.961620.96835
1452013.07.05 16:25close490.550.962370.961620.96835-111.4411374.29
1462013.07.05 16:26close480.560.961260.961030.96776-143.8911230.40
1472013.07.05 16:26close470.570.961260.961130.96724-141.7211088.68
1482013.08.02 15:40sell500.550.932240.000000.00000
1492013.08.02 15:40modify500.550.932240.934650.92890
1502013.08.02 15:45sell510.540.931170.000000.00000
1512013.08.02 15:45modify510.540.931170.933840.92722
1522013.08.02 15:50sell520.530.931440.000000.00000
1532013.08.02 15:50modify520.530.931440.934110.92749
1542013.08.02 16:11close510.540.932980.933840.92722-104.7610983.92
1552013.08.02 16:13close520.530.933660.934110.92749-126.0210857.90
1562013.08.02 16:13close500.550.933660.934650.92890-83.6510774.25
1572013.08.15 20:15sell530.540.928390.000000.00000
1582013.08.15 20:15modify530.540.928390.931520.92335
1592013.08.16 08:15close530.540.927320.931520.9233562.3110836.56
1602013.09.06 17:05sell540.540.935050.000000.00000
1612013.09.06 17:05modify540.540.935050.938130.93013
1622013.09.06 17:18close540.540.937320.938130.93013-130.7810705.78
1632013.09.18 21:05sell550.540.917910.000000.00000
1642013.09.18 21:05modify550.540.917910.920700.91368
1652013.09.18 21:10sell560.530.916210.000000.00000
1662013.09.18 21:10modify560.530.916210.919250.91139
1672013.09.18 21:15sell570.500.918190.000000.00000
1682013.09.18 21:15modify570.500.918190.921230.91337
1692013.09.18 21:59t/p550.540.913680.920700.91368250.0510955.83
1702013.09.18 21:59t/p570.500.913370.921230.91337263.8911219.72
1712013.09.18 23:30t/p560.530.911390.919250.91139280.3011500.02
1722013.10.17 10:40sell580.580.906010.000000.00000
1732013.10.17 10:40modify580.580.906010.908470.90255
1742013.10.17 15:05t/p580.580.902550.908470.90255222.3511722.37
1752013.10.22 15:35sell590.590.898000.000000.00000
1762013.10.22 15:35modify590.590.898000.900430.89462
1772013.10.22 15:40sell600.570.898030.000000.00000
1782013.10.22 15:40modify600.570.898030.900460.89465
1792013.10.22 15:45sell610.550.899030.000000.00000
1802013.10.22 15:45modify610.550.899030.901460.89565
1812013.10.22 15:49close600.570.899880.900460.89465-117.1811605.19
1822013.10.22 15:49close590.590.899880.900430.89462-123.2611481.93
1832013.10.22 15:50sell620.560.899520.000000.00000
1842013.10.22 15:50modify620.560.899520.901950.89614
1852013.10.22 15:55sell630.540.899870.000000.00000
1862013.10.22 15:55modify630.540.899870.902300.89649
1872013.10.22 17:25t/p630.540.896490.902300.89649203.6011685.53
1882013.10.22 17:26t/p620.560.896140.901950.89614211.2211896.75
1892013.10.22 17:35t/p610.550.895650.901460.89565207.5612104.31
1902013.10.30 21:20buy640.610.900450.000000.00000
1912013.10.30 21:20modify640.610.900450.898350.90305
1922013.10.30 21:25buy650.590.900800.000000.00000
1932013.10.30 21:25modify650.590.900800.898660.90349
1942013.10.30 22:03close650.590.899560.898660.90349-81.3312022.98
1952013.10.30 22:06close640.610.899260.898350.90305-80.7211942.26
1962013.11.07 15:50buy660.600.921290.000000.00000
1972013.11.07 15:50modify660.600.921290.918420.92573
1982013.11.07 15:55buy670.580.920540.000000.00000
1992013.11.07 15:55modify670.580.920540.917570.92521
2002013.11.07 16:00buy680.560.919860.000000.00000
2012013.11.07 16:00modify680.560.919860.916890.92453
2022013.11.07 16:11close660.600.919280.918420.92573-131.1911811.07
2032013.11.07 16:35t/p680.560.924530.916890.92453282.8612093.93
2042013.11.07 19:08close670.580.918100.917570.92521-154.1411939.79
2052013.11.20 18:40buy690.600.914920.000000.00000
2062013.11.20 18:40modify690.600.914920.912850.91745
2072013.11.20 18:45buy700.580.914540.000000.00000
2082013.11.20 18:45modify700.580.914540.912470.91707
2092013.11.20 18:50close690.600.913790.912850.91745-74.2011865.59
2102013.11.20 21:01t/p700.580.917070.912470.91707160.0112025.60
2112014.01.10 15:35sell710.600.903140.000000.00000
2122014.01.10 15:35modify710.600.903140.905260.90049
2132014.01.10 15:39close710.600.904490.905260.90049-89.5511936.05
2142014.01.10 15:40sell720.600.905210.000000.00000
2152014.01.10 15:40modify720.600.905210.907450.90228
2162014.01.10 15:45sell730.580.905380.000000.00000
2172014.01.10 15:45modify730.580.905380.907620.90245
2182014.01.10 15:50sell740.570.905150.000000.00000
2192014.01.10 15:50modify740.570.905150.907390.90222
2202014.01.10 16:51t/p730.580.902450.907620.90245188.3212124.37
2212014.01.10 16:52t/p720.600.902280.907450.90228194.8412319.21
2222014.01.10 16:52t/p740.570.902220.907390.90222185.1212504.33
2232014.01.24 13:30sell750.630.890610.000000.00000
2242014.01.24 13:30modify750.630.890610.893170.88691
2252014.01.24 13:33close750.630.892310.893170.88691-120.0312384.30
2262014.01.24 13:35sell760.620.892100.000000.00000
2272014.01.24 13:35modify760.620.892100.894660.88840
2282014.01.24 14:33close760.620.893670.894660.88840-108.9212275.38
2292014.02.06 15:50sell770.610.899000.000000.00000
2302014.02.06 15:50modify770.610.899000.901440.89560
2312014.02.06 15:55sell780.600.899160.000000.00000
2322014.02.06 15:55modify780.600.899160.901660.89561
2332014.02.06 20:36close770.610.900560.901440.89560-105.6712169.71
2342014.02.06 21:22close780.600.900800.901660.89561-109.2412060.47
2352014.03.19 20:20buy790.600.879800.000000.00000
2362014.03.19 20:20modify790.600.879800.877570.88272
2372014.03.19 20:25buy800.590.879500.000000.00000
2382014.03.19 20:25modify800.590.879500.877270.88242
2392014.03.19 21:02t/p800.590.882420.877270.88242195.2412255.71
2402014.03.19 21:03t/p790.600.882720.877570.88272198.4712454.18
2412014.05.08 16:05buy810.620.876370.000000.00000
2422014.05.08 16:05modify810.620.876370.874210.87911
2432014.05.08 16:15buy820.610.877070.000000.00000
2442014.05.08 16:15modify820.610.877070.874770.88015
2452014.05.08 17:03t/p810.620.879110.874210.87911193.2412647.42
2462014.05.08 23:13t/p820.610.880150.874770.88015213.4612860.88
2472014.09.04 14:50buy830.640.925200.000000.00000
2482014.09.04 14:50modify830.640.925200.922780.92855
2492014.09.04 14:55buy840.620.923930.000000.00000
2502014.09.04 14:55modify840.620.923930.921510.92728
2512014.09.04 15:00buy850.610.923970.000000.00000
2522014.09.04 15:00modify850.610.923970.921550.92732
2532014.09.04 17:01t/p840.620.927280.921510.92728223.9813084.86
2542014.09.04 17:01t/p850.610.927320.921550.92732220.3713305.23
2552014.09.04 17:32t/p830.640.928550.922780.92855230.9013536.13