Strategy Tester Report
KeltnerPro
EGlobal-Demo (Build 745)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период5 Минут (M5) 2014.01.01 23:00 - 2014.11.25 23:55 (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 истории67555Смоделировано тиков9331705Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред5
Чистая прибыль3263.39Общая прибыль6508.46Общий убыток-3245.07
Прибыльность2.01Матожидание выигрыша39.80
Абсолютная просадка655.60Максимальная просадка936.17 (8.08%)Относительная просадка8.38% (854.20)
Всего сделок82Короткие позиции (% выигравших)39 (58.97%)Длинные позиции (% выигравших)43 (60.47%)
Прибыльные сделки (% от всех)49 (59.76%)Убыточные сделки (% от всех)33 (40.24%)
Самая большаяприбыльная сделка259.60убыточная сделка-184.80
Среднийприбыльная сделка132.83убыточная сделка-98.34
Максимальное количествонепрерывных выигрышей (прибыль)9 (1278.10)непрерывных проигрышей (убыток)8 (-860.97)
Максимальнаянепрерывная прибыль (число выигрышей)1278.10 (9)непрерывный убыток (число проигрышей)-860.97 (8)
Среднийнепрерывный выигрыш4непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.10 14:35buy10.501.64710.00000.0000
22014.01.10 14:35modify10.501.64711.64441.6510
32014.01.10 14:55buy20.461.64800.00000.0000
42014.01.10 14:55modify20.461.64801.64511.6525
52014.01.10 15:11close20.461.64611.64511.6525-87.409912.60
62014.01.10 15:28close10.501.64541.64441.6510-85.009827.60
72014.01.17 10:35buy30.491.64420.00000.0000
82014.01.17 10:35modify30.491.64421.64061.6503
92014.01.17 10:40buy40.451.64470.00000.0000
102014.01.17 10:40modify40.451.64471.64111.6509
112014.01.17 10:45buy50.411.64350.00000.0000
122014.01.17 10:45modify50.411.64351.63991.6497
132014.01.17 18:42close40.451.64201.64111.6509-121.509706.10
142014.01.17 18:45close30.491.64131.64061.6503-142.109564.00
152014.01.17 19:01close50.411.64041.63991.6497-127.109436.90
162014.01.22 10:35buy60.471.65260.00000.0000
172014.01.22 10:35modify60.471.65261.65001.6563
182014.01.22 10:40buy70.441.65400.00000.0000
192014.01.22 10:40modify70.441.65401.65131.6581
202014.01.22 10:45buy80.401.65450.00000.0000
212014.01.22 10:45modify80.401.65451.65161.6589
222014.01.22 10:59modify60.471.65261.65471.6563
232014.01.22 11:00close60.471.65481.65471.6563103.409540.30
242014.01.22 14:12modify70.441.65401.65621.6581
252014.01.22 14:12modify80.401.65451.65621.6589
262014.01.22 14:12close80.401.65681.65621.658992.009632.30
272014.01.22 14:12close70.441.65681.65621.6581123.209755.50
282014.01.24 13:25sell90.491.65470.00000.0000
292014.01.24 13:25modify90.491.65471.65781.6496
302014.01.24 13:30sell100.451.65420.00000.0000
312014.01.24 13:30modify100.451.65421.65751.6487
322014.01.24 13:37modify90.491.65471.65211.6496
332014.01.24 13:37modify100.451.65421.65211.6487
342014.01.24 13:37close100.451.65161.65211.6487117.009872.50
352014.01.24 13:37close90.491.65161.65211.6496151.9010024.40
362014.02.12 11:35buy110.501.65300.00000.0000
372014.02.12 11:35modify110.501.65301.64981.6582
382014.02.12 11:39s/l110.501.64981.64981.6582-160.009864.40
392014.02.12 11:45buy120.491.65160.00000.0000
402014.02.12 11:45modify120.491.65161.64841.6568
412014.02.12 12:01modify120.491.65161.65431.6568
422014.02.12 12:01close120.491.65461.65431.6568147.0010011.40
432014.02.19 10:35sell130.501.66730.00000.0000
442014.02.19 10:35modify130.501.66731.66971.6640
452014.02.19 10:40sell140.461.66780.00000.0000
462014.02.19 10:40modify140.461.66781.67021.6645
472014.02.19 10:45sell150.421.66740.00000.0000
482014.02.19 10:45modify150.421.66741.66981.6641
492014.02.19 10:48close130.501.66881.66971.6640-75.009936.40
502014.02.19 10:50sell160.421.66790.00000.0000
512014.02.19 10:50modify160.421.66791.67031.6646
522014.02.19 10:52close150.421.66911.66981.6641-71.409865.00
532014.02.19 10:53close160.421.66971.67031.6646-75.609789.40
542014.02.19 10:53close140.461.66971.67021.6645-87.409702.00
552014.02.21 10:55buy170.491.66900.00000.0000
562014.02.21 10:55modify170.491.66901.66661.6724
572014.02.21 10:58close170.491.66761.66661.6724-68.609633.40
582014.02.21 17:10sell180.481.66320.00000.0000
592014.02.21 17:10modify180.481.66321.66601.6590
602014.02.21 17:12s/l180.481.66601.66601.6590-134.409499.00
612014.02.21 17:15sell190.471.66490.00000.0000
622014.02.21 17:15modify190.471.66491.66771.6606
632014.02.21 17:20sell200.431.66500.00000.0000
642014.02.21 17:20modify200.431.66501.66781.6607
652014.02.21 18:06modify200.431.66501.66271.6607
662014.02.21 18:06close200.431.66251.66271.6607107.509606.50
672014.02.21 18:09modify190.471.66491.66261.6606
682014.02.21 18:10close190.471.66201.66261.6606136.309742.80
692014.02.25 16:25sell210.491.66620.00000.0000
702014.02.25 16:25modify210.491.66621.66871.6626
712014.02.25 16:30sell220.441.66630.00000.0000
722014.02.25 16:30modify220.441.66631.66881.6627
732014.02.25 16:35close210.491.66781.66871.6626-78.409664.40
742014.02.25 16:37close220.441.66801.66881.6627-74.809589.60
752014.03.19 19:05sell230.481.65890.00000.0000
762014.03.19 19:05modify230.481.65891.66111.6562
772014.03.19 19:07modify230.481.65891.65721.6562
782014.03.19 19:08close230.481.65691.65721.656296.009685.60
792014.03.19 19:10sell240.481.65700.00000.0000
802014.03.19 19:10modify240.481.65701.65971.6529
812014.03.19 19:15sell250.441.65630.00000.0000
822014.03.19 19:15modify250.441.65631.65911.6521
832014.03.19 19:20sell260.411.65560.00000.0000
842014.03.19 19:20modify260.411.65561.65851.6511
852014.03.19 19:23s/l260.411.65851.65851.6511-118.909566.70
862014.03.19 19:23close250.441.65851.65911.6521-96.809469.90
872014.03.19 19:25sell270.431.65640.00000.0000
882014.03.19 19:25modify270.431.65641.65931.6519
892014.03.19 19:58modify240.481.65701.65481.6529
902014.03.19 19:58modify270.431.65641.65471.6519
912014.03.19 19:59close270.431.65391.65471.6519107.509577.40
922014.03.19 19:59close240.481.65391.65481.6529148.809726.20
932014.03.27 10:35buy280.491.66340.00000.0000
942014.03.27 10:35modify280.491.66341.66081.6673
952014.03.27 10:40buy290.441.66260.00000.0000
962014.03.27 10:40modify290.441.66261.66001.6665
972014.03.27 10:45buy300.411.66300.00000.0000
982014.03.27 10:45modify300.411.66301.66041.6669
992014.03.27 11:06close280.491.66181.66081.6673-78.409647.80
1002014.03.27 11:18close300.411.66131.66041.6669-69.709578.10
1012014.03.27 17:01close290.441.66081.66001.6665-79.209498.90
1022014.04.08 10:35buy310.471.67130.00000.0000
1032014.04.08 10:35modify310.471.67131.66841.6758
1042014.04.08 10:40buy320.431.67040.00000.0000
1052014.04.08 10:40modify320.431.67041.66751.6749
1062014.04.08 10:45buy330.391.67030.00000.0000
1072014.04.08 10:45modify330.391.67031.66741.6748
1082014.04.08 14:28modify330.391.67031.67271.6748
1092014.04.08 14:28close330.391.67311.67271.6748109.209608.10
1102014.04.08 14:28modify320.431.67041.67281.6749
1112014.04.08 14:29close320.431.67331.67281.6749124.709732.80
1122014.04.08 14:59modify310.471.67131.67371.6758
1132014.04.08 14:59close310.471.67411.67371.6758131.609864.40
1142014.04.09 20:25buy340.491.67900.00000.0000
1152014.04.09 20:25modify340.491.67901.67681.6819
1162014.04.10 02:36modify340.491.67901.68071.6819
1172014.04.10 02:37close340.491.68121.68071.6819105.049969.44
1182014.04.15 10:40buy350.501.67250.00000.0000
1192014.04.15 10:40modify350.501.67251.67031.6754
1202014.04.15 10:45buy360.451.67210.00000.0000
1212014.04.15 10:45modify360.451.67211.66991.6750
1222014.04.15 10:55buy370.411.67190.00000.0000
1232014.04.15 10:55modify370.411.67191.66971.6748
1242014.04.15 16:00modify370.411.67191.67361.6748
1252014.04.15 16:01close370.411.67391.67361.674882.0010051.44
1262014.04.15 16:05modify360.451.67211.67381.6750
1272014.04.15 16:06close360.451.67431.67381.675099.0010150.44
1282014.04.15 16:06modify350.501.67251.67421.6754
1292014.04.15 16:07close350.501.67471.67421.6754110.0010260.44
1302014.06.12 22:05buy380.511.68940.00000.0000
1312014.06.12 22:05modify380.511.68941.68671.6934
1322014.06.12 22:10buy390.471.69040.00000.0000
1332014.06.12 22:10modify390.471.69041.68751.6949
1342014.06.12 22:14close390.471.68831.68751.6949-98.7010161.74
1352014.06.12 22:15buy400.461.68910.00000.0000
1362014.06.12 22:15modify400.461.68911.68611.6938
1372014.06.12 22:20buy410.431.69040.00000.0000
1382014.06.12 22:20modify410.431.69041.68741.6951
1392014.06.12 22:33modify400.461.68911.69131.6938
1402014.06.12 22:33close400.461.69191.69131.6938128.8010290.54
1412014.06.12 22:38modify380.511.68941.69161.6934
1422014.06.12 22:38close380.511.69191.69161.6934127.5010418.04
1432014.06.12 23:20modify410.431.69041.69291.6951
1442014.06.12 23:20close410.431.69331.69291.6951124.7010542.74
1452014.07.08 10:40sell420.531.70870.00000.0000
1462014.07.08 10:40modify420.531.70871.71081.7061
1472014.07.08 10:45sell430.481.70850.00000.0000
1482014.07.08 10:45modify430.481.70851.71061.7058
1492014.07.08 10:46close430.481.70961.71061.7058-52.8010489.94
1502014.07.08 10:48close420.531.71001.71081.7061-68.9010421.04
1512014.07.08 10:50sell440.521.70940.00000.0000
1522014.07.08 10:50modify440.521.70941.71151.7067
1532014.07.08 10:52close440.521.71061.71151.7067-62.4010358.64
1542014.07.15 10:35buy450.521.71410.00000.0000
1552014.07.15 10:35modify450.521.71411.71151.7178
1562014.07.15 10:40buy460.471.71460.00000.0000
1572014.07.15 10:40modify460.471.71461.71191.7185
1582014.07.15 10:45buy470.431.71460.00000.0000
1592014.07.15 10:45modify470.431.71461.71191.7185
1602014.07.15 14:09modify450.521.71411.71621.7178
1612014.07.15 14:09modify460.471.71461.71621.7185
1622014.07.15 14:09modify470.431.71461.71621.7185
1632014.07.15 14:09close470.431.71681.71621.718594.6010453.24
1642014.07.15 14:09close460.471.71681.71621.7185103.4010556.64
1652014.07.15 14:09close450.521.71681.71621.7178140.4010697.04
1662014.08.13 11:35sell480.531.67450.00000.0000
1672014.08.13 11:35modify480.531.67451.67741.6700
1682014.08.13 11:40sell490.491.67470.00000.0000
1692014.08.13 11:40modify490.491.67471.67781.6696
1702014.08.13 11:45sell500.461.67250.00000.0000
1712014.08.13 11:45modify500.461.67251.67581.6671
1722014.08.13 12:36modify490.491.67471.67231.6696
1732014.08.13 12:37modify480.531.67451.67211.6700
1742014.08.13 12:37close490.491.67171.67231.6696147.0010844.04
1752014.08.13 12:37close480.531.67171.67211.6700148.4010992.44
1762014.08.13 17:36modify500.461.67251.66971.6671
1772014.08.13 17:37close500.461.66911.66971.6671156.4011148.84
1782014.08.19 10:40sell510.561.66530.00000.0000
1792014.08.19 10:40modify510.561.66531.66801.6612
1802014.08.19 10:45sell520.511.66500.00000.0000
1812014.08.19 10:45modify520.511.66501.66771.6609
1822014.08.19 10:50sell530.471.66460.00000.0000
1832014.08.19 10:50modify530.471.66461.66731.6605
1842014.08.19 15:09modify510.561.66531.66311.6612
1852014.08.19 15:09modify520.511.66501.66331.6609
1862014.08.19 15:09close520.511.66261.66331.6609122.4011271.24
1872014.08.19 15:09close510.561.66261.66311.6612151.2011422.44
1882014.08.19 16:32modify530.471.66461.66241.6605
1892014.08.19 16:33close530.471.66191.66241.6605126.9011549.34
1902014.09.18 07:35buy540.581.63170.00000.0000
1912014.09.18 07:35modify540.581.63171.62961.6343
1922014.09.18 07:40buy550.531.63250.00000.0000
1932014.09.18 07:40modify550.531.63251.63021.6355
1942014.09.18 07:45buy560.491.63240.00000.0000
1952014.09.18 07:45modify560.491.63241.63011.6354
1962014.09.18 07:51close550.531.63121.63021.6355-68.9011480.44
1972014.09.18 07:52close560.491.63081.63011.6354-78.4011402.04
1982014.09.18 08:12close540.581.63041.62961.6343-75.4011326.64
1992014.09.18 23:50buy570.571.64520.00000.0000
2002014.09.18 23:50modify570.571.64521.64221.6498
2012014.09.19 00:00s/l570.571.64221.64221.6498-172.0711154.56
2022014.09.19 02:50buy580.561.65070.00000.0000
2032014.09.19 02:50modify580.561.65071.64741.6561
2042014.09.19 04:33s/l580.561.64741.64741.6561-184.8010969.76
2052014.10.03 14:45sell590.551.60110.00000.0000
2062014.10.03 14:45modify590.551.60111.60371.5973
2072014.10.03 14:50sell600.501.60070.00000.0000
2082014.10.03 14:50modify600.501.60071.60341.5966
2092014.10.03 14:55sell610.461.60130.00000.0000
2102014.10.03 14:55modify610.461.60131.60401.5972
2112014.10.03 14:59close600.501.60261.60341.5966-95.0010874.76
2122014.10.03 15:00close590.551.60291.60371.5973-99.0010775.76
2132014.10.03 15:07close610.461.60321.60401.5972-87.4010688.36
2142014.10.08 20:05buy620.531.61010.00000.0000
2152014.10.08 20:05modify620.531.61011.60771.6134
2162014.10.08 20:10buy630.491.61030.00000.0000
2172014.10.08 20:10modify630.491.61031.60771.6141
2182014.10.08 20:13modify620.531.61011.61201.6134
2192014.10.08 20:13modify630.491.61031.61171.6141
2202014.10.08 20:13s/l620.531.61201.61201.6134100.7010789.06
2212014.10.08 20:15buy640.511.61370.00000.0000
2222014.10.08 20:15modify640.511.61371.61071.6183
2232014.10.08 20:19close630.491.61251.61171.6141107.8010896.86
2242014.10.08 20:20buy650.501.61260.00000.0000
2252014.10.08 20:20modify650.501.61261.60961.6173
2262014.10.08 20:25buy660.461.61290.00000.0000
2272014.10.08 20:25modify660.461.61291.60991.6176
2282014.10.08 20:40modify650.501.61261.61511.6173
2292014.10.08 20:41modify660.461.61291.61541.6176
2302014.10.08 20:41close660.461.61621.61541.6176151.8011048.66
2312014.10.08 20:41modify640.511.61371.61621.6183
2322014.10.08 20:42close640.511.61701.61621.6183168.3011216.96
2332014.10.08 20:45close650.501.61571.61511.6173155.0011371.96
2342014.10.14 10:35sell670.571.59820.00000.0000
2352014.10.14 10:35modify670.571.59821.60121.5936
2362014.10.14 10:40sell680.521.59730.00000.0000
2372014.10.14 10:40modify680.521.59731.60041.5924
2382014.10.14 10:45sell690.481.59690.00000.0000
2392014.10.14 10:45modify690.481.59691.60021.5914
2402014.10.14 11:52modify670.571.59821.59571.5936
2412014.10.14 11:53close670.571.59551.59571.5936153.9011525.86
2422014.10.14 13:30modify680.521.59731.59471.5924
2432014.10.14 13:30modify690.481.59691.59481.5914
2442014.10.14 13:33close690.481.59401.59481.5914139.2011665.06
2452014.10.14 13:33close680.521.59401.59471.5924171.6011836.66
2462014.10.15 14:55buy700.591.59900.00000.0000
2472014.10.15 14:55modify700.591.59901.59641.6029
2482014.10.15 15:34modify700.591.59901.60111.6029
2492014.10.15 15:35close700.591.60121.60111.6029129.8011966.46
2502014.10.15 15:40buy710.601.60540.00000.0000
2512014.10.15 15:40modify710.601.60541.60181.6117
2522014.10.15 15:44close710.601.60241.60181.6117-180.0011786.46
2532014.10.15 16:05sell720.591.59670.00000.0000
2542014.10.15 16:05modify720.591.59671.60061.5897
2552014.10.15 19:03modify720.591.59671.59331.5897
2562014.10.15 19:03close720.591.59231.59331.5897259.6012046.06
2572014.10.29 19:05sell730.601.60550.00000.0000
2582014.10.29 19:05modify730.601.60551.60891.5999
2592014.10.29 19:10sell740.561.60270.00000.0000
2602014.10.29 19:10modify740.561.60271.60631.5966
2612014.10.29 19:13modify730.601.60551.60261.5999
2622014.10.29 19:14s/l730.601.60261.60261.5999174.0012220.06
2632014.10.29 19:15sell750.571.60180.00000.0000
2642014.10.29 19:15modify750.571.60181.60571.5950
2652014.10.29 19:20sell760.521.60180.00000.0000
2662014.10.29 19:20modify760.521.60181.60571.5948
2672014.10.30 01:05modify740.561.60271.59961.5966
2682014.10.30 01:05modify750.571.60181.59921.5950
2692014.10.30 01:06close750.571.59861.59921.5950174.8412394.91
2702014.10.30 01:06close740.561.59861.59961.5966222.1712617.08
2712014.10.30 01:17modify760.521.60181.59841.5948
2722014.10.30 01:17close760.521.59811.59841.5948185.5012802.59
2732014.11.12 11:45sell770.641.58800.00000.0000
2742014.11.12 11:45modify770.641.58801.59031.5850
2752014.11.12 11:48close770.641.58941.59031.5850-89.6012712.99
2762014.11.12 11:50sell780.641.58850.00000.0000
2772014.11.12 11:50modify780.641.58851.59081.5855
2782014.11.12 11:55sell790.581.58800.00000.0000
2792014.11.12 11:55modify790.581.58801.59031.5850
2802014.11.12 12:12modify780.641.58851.58671.5855
2812014.11.12 12:12modify790.581.58801.58671.5850
2822014.11.12 12:13s/l780.641.58671.58671.5855115.2012828.19
2832014.11.12 12:13s/l790.581.58671.58671.585075.4012903.59
2842014.11.19 10:40buy800.651.56540.00000.0000
2852014.11.19 10:40modify800.651.56541.56321.5682
2862014.11.19 10:45buy810.591.56540.00000.0000
2872014.11.19 10:45modify810.591.56541.56321.5682
2882014.11.19 10:50buy820.541.56500.00000.0000
2892014.11.19 10:50modify820.541.56501.56281.5678
2902014.11.19 11:13modify820.541.56501.56671.5678
2912014.11.19 11:14close820.541.56731.56671.5678124.2013027.79
2922014.11.19 11:31modify800.651.56541.56711.5682
2932014.11.19 11:31modify810.591.56541.56661.5682
2942014.11.19 11:31close810.591.56731.56661.5682112.1013139.89
2952014.11.19 11:31close800.651.56731.56711.5682123.5013263.39