Strategy Tester Report
KeltnerPro
EGlobal-Demo (Build 745)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2014.01.01 23:00 - 2014.11.25 23:45 (2014.01.01 - 2014.11.26)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыBREAKEVEN=true; Starting_Lot=0.01; Increasing_Lot=true; Risk=0.05; comment="KelnerPro"; MagicNumber=12780; Slip=3; MaxOpenOrders=3;
Баров в истории23201Смоделировано тиков7978868Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред5
Чистая прибыль2460.97Общая прибыль7202.91Общий убыток-4741.94
Прибыльность1.52Матожидание выигрыша26.46
Абсолютная просадка622.12Максимальная просадка1392.12 (12.93%)Относительная просадка12.93% (1392.12)
Всего сделок93Короткие позиции (% выигравших)46 (58.70%)Длинные позиции (% выигравших)47 (48.94%)
Прибыльные сделки (% от всех)50 (53.76%)Убыточные сделки (% от всех)43 (46.24%)
Самая большаяприбыльная сделка454.30убыточная сделка-359.90
Среднийприбыльная сделка144.06убыточная сделка-110.28
Максимальное количествонепрерывных выигрышей (прибыль)7 (912.90)непрерывных проигрышей (убыток)6 (-565.12)
Максимальнаянепрерывная прибыль (число выигрышей)1283.29 (6)непрерывный убыток (число проигрышей)-565.12 (6)
Среднийнепрерывный выигрыш4непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.09 15:15sell10.501.35600.00000.0000
22014.01.09 15:15modify10.501.35601.35861.3522
32014.01.09 15:19close10.501.35781.35861.3522-90.009910.00
42014.01.09 15:45sell20.501.35780.00000.0000
52014.01.09 15:45modify20.501.35781.36041.3540
62014.01.09 16:22close20.501.35951.36041.3540-85.009825.00
72014.01.10 14:45buy30.491.36390.00000.0000
82014.01.10 14:45modify30.491.36391.36121.3680
92014.01.10 15:00buy40.461.36420.00000.0000
102014.01.10 15:00modify40.461.36421.36151.3683
112014.01.10 15:15buy50.421.36410.00000.0000
122014.01.10 15:15modify50.421.36411.36141.3682
132014.01.10 15:51modify30.491.36391.36611.3680
142014.01.10 15:51modify40.461.36421.36591.3683
152014.01.10 15:51close40.461.36661.36591.3683110.409935.40
162014.01.10 15:51close30.491.36661.36611.3680132.3010067.70
172014.01.10 15:52modify50.421.36411.36631.3682
182014.01.10 15:53close50.421.36671.36631.3682109.2010176.90
192014.01.23 09:15buy60.511.36110.00000.0000
202014.01.23 09:15modify60.511.36111.35861.3647
212014.01.23 09:30buy70.481.36240.00000.0000
222014.01.23 09:30modify70.481.36241.35961.3666
232014.01.23 09:39modify60.511.36111.36311.3647
242014.01.23 09:41close60.511.36381.36311.3647137.7010314.60
252014.01.23 09:45buy80.481.36350.00000.0000
262014.01.23 09:45modify80.481.36351.36041.3685
272014.01.23 10:00buy90.451.36340.00000.0000
282014.01.23 10:00modify90.451.36341.36031.3684
292014.01.23 14:47modify70.481.36241.36471.3666
302014.01.23 14:47close70.481.36541.36471.3666144.0010458.60
312014.01.23 14:55modify80.481.36351.36611.3685
322014.01.23 14:55modify90.451.36341.36551.3684
332014.01.23 14:55close80.481.36661.36611.3685148.8010607.40
342014.01.23 14:57close90.451.36631.36551.3684130.5010737.90
352014.01.24 12:30buy100.541.37370.00000.0000
362014.01.24 12:30modify100.541.37371.37141.3768
372014.01.24 12:34close100.541.37191.37141.3768-97.2010640.70
382014.01.24 12:45buy110.531.37310.00000.0000
392014.01.24 12:45modify110.531.37311.37071.3765
402014.01.24 13:00buy120.491.37240.00000.0000
412014.01.24 13:00modify120.491.37241.37001.3758
422014.01.24 13:03close110.531.37151.37071.3765-84.8010555.90
432014.01.24 13:20close120.491.37091.37001.3758-73.5010482.40
442014.01.29 14:15sell130.521.36090.00000.0000
452014.01.29 14:15modify130.521.36091.36341.3573
462014.01.29 14:35close130.521.36261.36341.3573-88.4010394.00
472014.01.29 15:30buy140.521.36760.00000.0000
482014.01.29 15:30modify140.521.36761.36501.3713
492014.01.29 15:45buy150.481.36680.00000.0000
502014.01.29 15:45modify150.481.36681.36421.3705
512014.01.29 15:57close140.521.36581.36501.3713-93.6010300.40
522014.01.29 16:36close150.481.36461.36421.3705-105.6010194.80
532014.02.06 14:45buy160.511.35620.00000.0000
542014.02.06 14:45modify160.511.35621.35341.3604
552014.02.06 14:49modify160.511.35621.35851.3604
562014.02.06 14:51close160.511.35921.35851.3604153.0010347.80
572014.02.06 15:00buy170.521.36000.00000.0000
582014.02.06 15:00modify170.521.36001.35681.3653
592014.02.06 15:15buy180.481.36150.00000.0000
602014.02.06 15:15modify180.481.36151.35801.3673
612014.02.06 15:30buy190.451.36100.00000.0000
622014.02.06 15:30modify190.451.36101.35741.3671
632014.02.06 19:29close180.481.35901.35801.3673-120.0010227.80
642014.02.07 08:14close190.451.35821.35741.3671-127.5210100.28
652014.02.07 09:30s/l170.521.35681.35681.3653-168.159932.13
662014.02.12 12:45sell200.501.35920.00000.0000
672014.02.12 12:45modify200.501.35921.36151.3562
682014.02.12 13:00sell210.471.35760.00000.0000
692014.02.12 13:00modify210.471.35761.36011.3541
702014.02.12 13:15sell220.431.35850.00000.0000
712014.02.12 13:15modify220.431.35851.36101.3550
722014.02.12 13:39modify200.501.35921.35741.3562
732014.02.12 13:40close200.501.35711.35741.3562105.0010037.13
742014.02.12 13:45sell230.441.35700.00000.0000
752014.02.12 13:45modify230.441.35701.35971.3530
762014.02.12 16:32close230.441.35881.35971.3530-79.209957.93
772014.02.12 16:44close210.471.35921.36011.3541-75.209882.73
782014.02.12 17:28close220.431.36021.36101.3550-73.109809.63
792014.02.28 11:15buy240.491.38060.00000.0000
802014.02.28 11:15modify240.491.38061.37751.3857
812014.02.28 11:30buy250.461.38100.00000.0000
822014.02.28 11:30modify250.461.38101.37771.3864
832014.02.28 11:45buy260.421.38010.00000.0000
842014.02.28 11:45modify260.421.38011.37681.3855
852014.03.03 00:00close250.461.37861.37771.3864-111.959697.68
862014.03.03 00:02close240.491.37821.37751.3857-119.259578.43
872014.03.03 00:04close260.421.37761.37681.3855-106.429472.01
882014.03.06 14:45buy270.471.38020.00000.0000
892014.03.06 14:45modify270.471.38021.37751.3842
902014.03.06 15:00buy280.441.38200.00000.0000
912014.03.06 15:00modify280.441.38201.37911.3866
922014.03.06 15:00modify270.471.38021.38241.3842
932014.03.06 15:01close270.471.38251.38241.3842108.109580.11
942014.03.06 15:15buy290.451.38180.00000.0000
952014.03.06 15:15modify290.451.38181.37871.3868
962014.03.06 15:30buy300.421.38350.00000.0000
972014.03.06 15:30modify300.421.38351.38041.3885
982014.03.06 16:00modify290.451.38181.38421.3868
992014.03.06 16:00close290.451.38471.38421.3868130.509710.61
1002014.03.06 16:01modify280.441.38201.38441.3866
1012014.03.06 16:01close280.441.38481.38441.3866123.209833.81
1022014.03.06 18:08modify300.421.38351.38611.3885
1032014.03.06 18:09close300.421.38671.38611.3885134.409968.21
1042014.03.07 15:00sell310.501.38530.00000.0000
1052014.03.07 15:00modify310.501.38531.38751.3825
1062014.03.07 15:05close310.501.38671.38751.3825-70.009898.21
1072014.03.13 19:00sell320.491.38570.00000.0000
1082014.03.13 19:00modify320.491.38571.38891.3805
1092014.03.13 22:52close320.491.38801.38891.3805-112.709785.51
1102014.03.14 15:15buy330.491.39360.00000.0000
1112014.03.14 15:15modify330.491.39361.39091.3975
1122014.03.14 15:58close330.491.39191.39091.3975-83.309702.21
1132014.03.19 19:15sell340.491.38570.00000.0000
1142014.03.19 19:15modify340.491.38571.38831.3820
1152014.03.19 19:30sell350.451.38560.00000.0000
1162014.03.19 19:30modify350.451.38561.38831.3817
1172014.03.19 19:45sell360.421.38470.00000.0000
1182014.03.19 19:45modify360.421.38471.38741.3807
1192014.03.19 20:00modify340.491.38571.38361.3820
1202014.03.19 20:00modify350.451.38561.38401.3817
1212014.03.19 20:00close350.451.38341.38401.381799.009801.21
1222014.03.19 20:00close340.491.38341.38361.3820112.709913.91
1232014.03.19 20:07modify360.421.38471.38251.3807
1242014.03.19 20:08close360.421.38191.38251.3807117.6010031.51
1252014.03.19 20:15sell370.501.38160.00000.0000
1262014.03.19 20:15modify370.501.38161.38491.3762
1272014.03.19 20:43close370.501.38401.38491.3762-120.009911.51
1282014.03.24 19:00buy380.501.38810.00000.0000
1292014.03.24 19:00modify380.501.38811.38491.3933
1302014.03.24 19:01close380.501.38591.38491.3933-110.009801.51
1312014.03.24 19:15buy390.491.38480.00000.0000
1322014.03.24 19:15modify390.491.38481.38161.3900
1332014.03.25 10:00s/l390.491.38161.38161.3900-158.459643.06
1342014.04.03 15:15sell400.481.37200.00000.0000
1352014.04.03 15:15modify400.481.37201.37471.3680
1362014.04.03 15:30sell410.451.37210.00000.0000
1372014.04.03 15:30modify410.451.37211.37491.3678
1382014.04.04 03:28close400.481.37191.37471.36804.049647.10
1392014.04.04 03:32close410.451.37201.37491.36783.789650.88
1402014.05.02 15:00sell420.481.38180.00000.0000
1412014.05.02 15:00modify420.481.38181.38381.3794
1422014.05.02 15:04close420.481.38321.38381.3794-67.209583.68
1432014.05.02 15:15sell430.481.38220.00000.0000
1442014.05.02 15:15modify430.481.38221.38421.3798
1452014.05.02 16:25close430.481.38331.38421.3798-52.809530.88
1462014.05.02 16:45buy440.481.38730.00000.0000
1472014.05.02 16:45modify440.481.38731.38521.3900
1482014.05.02 16:53close440.481.38611.38521.3900-57.609473.28
1492014.05.02 17:00buy450.471.38690.00000.0000
1502014.05.02 17:00modify450.471.38691.38481.3896
1512014.05.02 17:15buy460.441.38700.00000.0000
1522014.05.02 17:15modify460.441.38701.38491.3897
1532014.05.02 17:51close460.441.38591.38491.3897-48.409424.88
1542014.05.05 00:00close450.471.38721.38481.389612.529437.40
1552014.05.08 15:00sell470.471.39100.00000.0000
1562014.05.08 15:00modify470.471.39101.39391.3866
1572014.05.08 15:15sell480.441.38860.00000.0000
1582014.05.08 15:15modify480.441.38861.39171.3837
1592014.05.08 15:30sell490.411.38910.00000.0000
1602014.05.08 15:30modify490.411.38911.39231.3840
1612014.05.08 15:49modify470.471.39101.38861.3866
1622014.05.08 15:49close470.471.38791.38861.3866145.709583.10
1632014.05.08 16:00sell500.431.38700.00000.0000
1642014.05.08 16:00modify500.431.38701.39031.3815
1652014.05.08 16:04modify490.411.38911.38651.3840
1662014.05.08 16:05modify480.441.38861.38601.3837
1672014.05.08 16:05close490.411.38561.38651.3840143.509726.60
1682014.05.08 16:05close480.441.38561.38601.3837132.009858.60
1692014.05.09 03:30modify500.431.38701.38421.3815
1702014.05.09 03:31close500.431.38381.38421.3815136.929995.52
1712014.06.05 14:45sell510.501.35180.00000.0000
1722014.06.05 14:45modify510.501.35181.35551.3455
1732014.06.05 14:55close510.501.35521.35551.3455-170.009825.52
1742014.06.05 15:00sell520.491.35360.00000.0000
1752014.06.05 15:00modify520.491.35361.35731.3473
1762014.06.05 15:15sell530.461.35380.00000.0000
1772014.06.05 15:15modify530.461.35381.35751.3475
1782014.06.05 15:29close530.461.35661.35751.3475-128.809696.72
1792014.06.05 15:29close520.491.35661.35731.3473-147.009549.72
1802014.06.05 16:00buy540.481.35880.00000.0000
1812014.06.05 16:00modify540.481.35881.35511.3651
1822014.06.05 16:15buy550.451.35940.00000.0000
1832014.06.05 16:15modify550.451.35941.35571.3657
1842014.06.05 16:21modify540.481.35881.36201.3651
1852014.06.05 16:21modify550.451.35941.36211.3657
1862014.06.05 16:21s/l550.451.36211.36211.3657121.509671.22
1872014.06.05 16:21s/l540.481.36201.36201.3651153.609824.82
1882014.06.05 16:30buy560.491.36250.00000.0000
1892014.06.05 16:30modify560.491.36251.35871.3693
1902014.06.05 16:45buy570.461.36260.00000.0000
1912014.06.05 16:45modify570.461.36261.35881.3694
1922014.06.05 19:53modify560.491.36251.36581.3693
1932014.06.05 19:53modify570.461.36261.36541.3694
1942014.06.05 19:54close560.491.36641.36581.3693191.1010015.92
1952014.06.05 19:55close570.461.36621.36541.3694165.6010181.52
1962014.08.13 15:00buy580.511.34160.00000.0000
1972014.08.13 15:00modify580.511.34161.33921.3449
1982014.08.13 15:09close580.511.34001.33921.3449-81.6010099.92
1992014.08.13 15:15buy590.501.34010.00000.0000
2002014.08.13 15:15modify590.501.34011.33771.3434
2012014.08.13 15:30buy600.471.33970.00000.0000
2022014.08.13 15:30modify600.471.33971.33731.3430
2032014.08.13 15:37close590.501.33861.33771.3434-75.0010024.92
2042014.08.13 16:09close600.471.33821.33731.3430-70.509954.42
2052014.09.04 14:00sell610.501.30500.00000.0000
2062014.09.04 14:00modify610.501.30501.30821.2997
2072014.09.04 14:15sell620.471.30160.00000.0000
2082014.09.04 14:15modify620.471.30161.30531.2953
2092014.09.04 14:28close620.471.30441.30531.2953-131.609822.82
2102014.09.04 14:30sell630.461.30390.00000.0000
2112014.09.04 14:30modify630.461.30391.30761.2976
2122014.09.04 14:31modify610.501.30501.30231.2997
2132014.09.04 14:31modify630.461.30391.30171.2976
2142014.09.04 14:31s/l630.461.30171.30171.2976101.209924.02
2152014.09.04 14:32s/l610.501.30231.30231.2997135.0010059.02
2162014.09.04 14:45sell640.501.30240.00000.0000
2172014.09.04 14:45modify640.501.30241.30641.2952
2182014.09.04 15:00sell650.471.30240.00000.0000
2192014.09.04 15:00modify650.471.30241.30641.2952
2202014.09.04 16:46modify640.501.30241.29891.2952
2212014.09.04 16:46modify650.471.30241.29941.2952
2222014.09.04 16:47close640.501.29801.29891.2952220.0010279.02
2232014.09.04 17:43t/p650.471.29521.29941.2952338.4010617.42
2242014.09.16 18:30buy660.531.29960.00000.0000
2252014.09.16 18:30modify660.531.29961.29721.3029
2262014.09.16 18:35close660.531.29801.29721.3029-84.8010532.62
2272014.09.17 21:45sell670.531.28590.00000.0000
2282014.09.17 21:45modify670.531.28591.28921.2804
2292014.09.17 22:17close670.531.28821.28921.2804-121.9010410.72
2302014.09.30 11:15sell680.521.26170.00000.0000
2312014.09.30 11:15modify680.521.26171.26441.2577
2322014.09.30 11:30sell690.491.26080.00000.0000
2332014.09.30 11:30modify690.491.26081.26371.2563
2342014.09.30 11:45sell700.461.26030.00000.0000
2352014.09.30 11:45modify700.461.26031.26341.2553
2362014.09.30 13:01modify680.521.26171.25951.2577
2372014.09.30 13:01close680.521.25901.25951.2577140.4010551.12
2382014.09.30 13:02modify690.491.26081.25841.2563
2392014.09.30 13:02modify700.461.26031.25841.2553
2402014.09.30 13:02close700.461.25781.25841.2553115.0010666.12
2412014.09.30 13:02close690.491.25781.25841.2563147.0010813.12
2422014.10.03 14:45sell710.541.25340.00000.0000
2432014.10.03 14:45modify710.541.25341.25691.2474
2442014.10.03 15:00sell720.501.25400.00000.0000
2452014.10.03 15:00modify720.501.25401.25781.2474
2462014.10.03 15:15sell730.481.25320.00000.0000
2472014.10.03 15:15modify730.481.25321.25691.2467
2482014.10.06 00:00close730.481.25181.25691.246766.4410879.55
2492014.10.06 00:00close720.501.25181.25781.2474109.2110988.76
2502014.10.06 00:00close710.541.25181.25691.247485.5411074.30
2512014.10.08 20:45buy740.551.27440.00000.0000
2522014.10.08 20:45modify740.551.27441.27111.2799
2532014.10.08 21:00buy750.521.27370.00000.0000
2542014.10.08 21:00modify750.521.27371.27051.2788
2552014.10.08 21:07close740.551.27201.27111.2799-132.0010942.30
2562014.10.08 21:15buy760.511.27290.00000.0000
2572014.10.08 21:15modify760.511.27291.26981.2780
2582014.10.09 08:51modify760.511.27291.27561.2780
2592014.10.09 08:51close760.511.27621.27561.2780163.1411105.44
2602014.10.09 09:00close750.521.27651.27051.2788140.3411245.79
2612014.10.15 14:45buy770.561.27200.00000.0000
2622014.10.15 14:45modify770.561.27201.26911.2766
2632014.10.15 14:51modify770.561.27201.27441.2766
2642014.10.15 14:52s/l770.561.27441.27441.2766134.4011380.19
2652014.10.15 15:00buy780.571.27490.00000.0000
2662014.10.15 15:00modify780.571.27491.27141.2808
2672014.10.15 15:15buy790.531.27520.00000.0000
2682014.10.15 15:15modify790.531.27521.27161.2813
2692014.10.15 15:27modify780.571.27491.27791.2808
2702014.10.15 15:27modify790.531.27521.27771.2813
2712014.10.15 15:27close790.531.27861.27771.2813180.2011560.39
2722014.10.15 15:27close780.571.27861.27791.2808210.9011771.29
2732014.10.15 15:30buy800.591.27980.00000.0000
2742014.10.15 15:30modify800.591.27981.27551.2875
2752014.10.15 15:39modify800.591.27981.28361.2875
2762014.10.15 15:40t/p800.591.28751.28361.2875454.3012225.59
2772014.10.15 15:45buy810.611.28290.00000.0000
2782014.10.15 15:45modify810.611.28291.27701.2945
2792014.10.15 15:59s/l810.611.27701.27701.2945-359.9011865.69
2802014.10.29 19:15sell820.591.26450.00000.0000
2812014.10.29 19:15modify820.591.26451.26801.2586
2822014.10.29 19:30sell830.551.26440.00000.0000
2832014.10.29 19:30modify830.551.26441.26791.2584
2842014.10.29 19:45sell840.521.26470.00000.0000
2852014.10.29 19:45modify840.521.26471.26831.2585
2862014.10.30 05:55modify840.521.26471.26171.2585
2872014.10.30 05:56close840.521.26131.26171.2585174.3212040.01
2882014.10.30 05:57modify820.591.26451.26151.2586
2892014.10.30 05:57modify830.551.26441.26191.2584
2902014.10.30 05:58close830.551.26101.26191.2584184.3812224.38
2912014.10.30 05:58close820.591.26101.26151.2586203.6912428.07
2922014.10.31 14:30sell850.621.24960.00000.0000
2932014.10.31 14:30modify850.621.24961.25291.2441
2942014.10.31 14:33close850.621.25201.25291.2441-148.8012279.27
2952014.11.04 17:00buy860.611.25760.00000.0000
2962014.11.04 17:00modify860.611.25761.25511.2611
2972014.11.04 17:10close860.611.25601.25511.2611-97.6012181.67
2982014.11.06 14:45sell870.611.24270.00000.0000
2992014.11.06 14:45modify870.611.24271.24611.2369
3002014.11.06 15:00sell880.571.24160.00000.0000
3012014.11.06 15:00modify880.571.24161.24521.2354
3022014.11.06 15:15sell890.541.24180.00000.0000
3032014.11.06 15:15modify890.541.24181.24541.2356
3042014.11.06 15:56close880.571.24431.24521.2354-153.9012027.77
3052014.11.06 15:58close890.541.24461.24541.2356-151.2011876.57
3062014.11.06 19:17modify870.611.24271.23981.2369
3072014.11.06 19:17close870.611.23921.23981.2369213.5012090.07
3082014.11.14 16:45buy900.601.24840.00000.0000
3092014.11.14 16:45modify900.601.24841.24561.2527
3102014.11.14 17:15close900.601.24661.24561.2527-108.0011982.07
3112014.11.21 10:00sell910.601.24660.00000.0000
3122014.11.21 10:00modify910.601.24661.24951.2420
3132014.11.21 10:15sell920.561.24640.00000.0000
3142014.11.21 10:15modify920.561.24641.24951.2414
3152014.11.21 10:30sell930.531.24520.00000.0000
3162014.11.21 10:30modify930.531.24521.24841.2399
3172014.11.21 11:00modify910.601.24661.24421.2420
3182014.11.21 11:00modify920.561.24641.24451.2414
3192014.11.21 11:01close920.561.24371.24451.2414151.2012133.27
3202014.11.21 11:01close910.601.24371.24421.2420174.0012307.27
3212014.11.21 12:53modify930.531.24521.24251.2399
3222014.11.21 12:54close930.531.24231.24251.2399153.7012460.97