Strategy Tester Report
KeltnerPro_edu
(Build 610)

СимволNZDUSD (New Zealand Dollar vs US Dollar)
Период15 Минут (M15) 2011.01.02 22:00 - 2015.03.24 23:59 (2011.01.01 - 2015.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыBREAKEVEN=false; Starting_Lot=0.01; Increasing_Lot=true; Risk=0.03; comment="KeltnerProV2"; MagicNumber=12780; Slip=3; MaxOpenOrders=3; PauseMinutes=0; Entry_Filter=true;
Баров в истории105300Смоделировано тиков34433650Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит40000.00Спред20
Чистая прибыль2094.48Общая прибыль13942.60Общий убыток-11848.12
Прибыльность1.18Матожидание выигрыша27.56
Абсолютная просадка3087.07Максимальная просадка3621.09 (8.93%)Относительная просадка8.93% (3621.09)
Всего сделок76Короткие позиции (% выигравших)0 (0.00%)Длинные позиции (% выигравших)76 (35.53%)
Прибыльные сделки (% от всех)27 (35.53%)Убыточные сделки (% от всех)49 (64.47%)
Самая большаяприбыльная сделка1019.64убыточная сделка-694.98
Средняяприбыльная сделка516.39убыточная сделка-241.80
Максимальное количествонепрерывных выигрышей (прибыль)4 (3537.96)непрерывных проигрышей (убыток)13 (-3248.85)
Максимальнаянепрерывная прибыль (число выигрышей)3537.96 (4)непрерывный убыток (число проигрышей)-3248.85 (13)
Среднийнепрерывный выигрыш2непрерывный проигрыш4
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12011.01.03 00:15buy11.200.776880.000000.00000
22011.01.03 00:15modify11.200.776880.775610.77751
32011.01.03 00:17close11.200.776040.775610.77751-100.8039899.20
42011.01.03 00:30buy21.200.776920.000000.00000
52011.01.03 00:30modify21.200.776920.775590.77770
62011.01.03 00:30close21.200.775980.775590.77770-112.8039786.40
72011.01.03 00:45buy31.190.777310.000000.00000
82011.01.03 00:45modify31.190.777310.775900.77828
92011.01.03 00:45close31.190.776430.775900.77828-104.7239681.68
102011.01.03 01:00buy41.190.777430.000000.00000
112011.01.03 01:00modify41.190.777430.775960.77855
122011.01.03 01:01close41.190.776610.775960.77855-97.5839584.10
132011.01.07 16:00buy51.190.763590.000000.00000
142011.01.07 16:00modify51.190.763590.761200.76687
152011.01.07 16:15buy61.180.764120.000000.00000
162011.01.07 16:15modify61.180.764120.761570.76780
172011.01.07 16:17close61.180.762340.761570.76780-210.0439374.06
182011.01.07 16:18close51.190.762150.761200.76687-171.3639202.70
192011.06.29 11:15buy71.180.820640.000000.00000
202011.06.29 11:15modify71.180.820640.817740.82514
212011.06.29 11:57close71.180.818690.817740.82514-230.1038972.60
222011.08.09 23:00buy81.170.838940.000000.00000
232011.08.09 23:00modify81.170.838940.832940.85314
242011.08.09 23:15buy91.150.835880.000000.00000
252011.08.09 23:15modify91.150.835880.829880.85034
262011.08.10 00:01s/l81.170.832940.832940.85314-694.9838277.62
272011.08.10 00:01s/l91.150.829880.829880.85034-683.1037594.52
282011.08.26 19:00buy101.130.840800.000000.00000
292011.08.26 19:00modify101.130.840800.837930.84523
302011.08.26 21:38s/l101.130.837930.837930.84523-324.3137270.21
312011.10.12 12:00buy111.120.791870.000000.00000
322011.10.12 12:00modify111.120.791870.787630.79954
332011.10.12 12:15buy121.120.794700.000000.00000
342011.10.12 12:15modify121.120.794700.789960.80355
352011.10.12 20:01t/p111.120.799540.787630.79954859.0438129.25
362011.10.13 02:00close121.120.795320.789960.8035589.6038218.85
372011.11.30 15:45buy131.150.777100.000000.00000
382011.11.30 15:45modify131.150.777100.771680.78756
392011.11.30 16:00buy141.140.779520.000000.00000
402011.11.30 16:00modify141.140.779520.774100.78998
412011.12.01 03:45close131.150.777500.771680.7875666.7038285.55
422011.12.01 06:36close141.140.780620.774100.78998145.9238431.47
432011.12.30 18:00buy151.150.780860.000000.00000
442011.12.30 18:00modify151.150.780860.778160.78488
452011.12.30 18:04close151.150.779130.778160.78488-198.9538232.52
462011.12.30 18:30buy161.150.781610.000000.00000
472011.12.30 18:30modify161.150.781610.778710.78612
482011.12.30 19:02close161.150.779400.778710.78612-254.1537978.37
492012.01.25 20:15buy171.140.813530.000000.00000
502012.01.25 20:15modify171.140.813530.810890.81740
512012.01.25 21:07close171.140.811800.810890.81740-197.2237781.15
522012.06.29 06:45buy181.130.794690.000000.00000
532012.06.29 06:45modify181.130.794690.791380.80015
542012.06.29 07:00buy191.130.795250.000000.00000
552012.06.29 07:00modify191.130.795250.791940.80071
562012.06.29 15:17t/p181.130.800150.791380.80015616.9838398.13
572012.06.29 15:19t/p191.130.800710.791940.80071616.9839015.11
582012.09.13 20:30buy201.170.830110.000000.00000
592012.09.13 20:30modify201.170.830110.827100.83488
602012.09.13 20:45buy211.160.831150.000000.00000
612012.09.13 20:45modify211.160.831150.828090.83603
622012.09.13 20:56close211.160.829080.828090.83603-240.1238774.99
632012.09.14 06:19t/p201.170.834880.827100.83488565.1139340.10
642012.10.25 00:15buy221.180.821260.000000.00000
652012.10.25 00:15modify221.180.821260.818760.82482
662012.10.25 00:31close221.180.819730.818760.82482-180.5439159.56
672013.01.02 03:30buy231.170.832520.000000.00000
682013.01.02 03:30modify231.170.832520.829510.83729
692013.01.02 03:45buy241.170.833510.000000.00000
702013.01.02 03:45modify241.170.833510.830310.83873
712013.01.02 03:48t/p231.170.837290.829510.83729558.0939717.65
722013.01.02 04:00buy251.200.837570.000000.00000
732013.01.02 04:00modify251.200.837570.833380.84512
742013.01.02 04:41t/p241.170.838730.830310.83873610.7440328.39
752013.01.02 17:55close251.200.834260.833380.84512-397.2039931.19
762013.02.15 00:45buy261.200.854040.000000.00000
772013.02.15 00:45modify261.200.854040.851500.85769
782013.02.15 01:00buy271.190.853390.000000.00000
792013.02.15 01:00modify271.190.853390.850850.85704
802013.02.15 01:01close261.200.852470.851500.85769-188.4039742.79
812013.02.15 01:45close271.190.851780.850850.85704-191.5939551.20
822013.04.11 11:30buy281.190.866680.000000.00000
832013.04.11 11:30modify281.190.866680.864020.87062
842013.04.11 11:45buy291.180.868060.000000.00000
852013.04.11 11:45modify291.180.868060.865080.87275
862013.04.11 12:29close291.180.866070.865080.87275-234.8239316.38
872013.04.11 16:16close281.190.864970.864020.87062-203.4939112.89
882013.05.22 17:15buy301.170.820530.000000.00000
892013.05.22 17:15modify301.170.820530.817760.82473
902013.05.22 17:18close301.170.818070.817760.82473-287.8238825.07
912013.06.03 18:00buy311.160.807360.000000.00000
922013.06.03 18:00modify311.160.807360.804050.81283
932013.06.03 18:15buy321.160.809510.000000.00000
942013.06.03 18:15modify321.160.809510.805980.81550
952013.06.04 05:00close321.160.806950.805980.81550-290.0038535.07
962013.06.04 05:47close311.160.805000.804050.81283-266.8038268.27
972013.07.17 16:15buy331.150.793020.000000.00000
982013.07.17 16:15modify331.150.793020.790410.79682
992013.07.17 16:19close331.150.791360.790410.79682-190.9038077.37
1002013.07.17 16:30buy341.140.793440.000000.00000
1012013.07.17 16:30modify341.140.793440.790740.79746
1022013.07.17 16:45buy351.130.792830.000000.00000
1032013.07.17 16:45modify351.130.792830.789960.79726
1042013.07.17 16:51close351.130.790850.789960.79726-223.7437853.63
1052013.07.17 16:51close341.140.790850.790740.79746-295.2637558.37
1062013.08.07 17:00buy361.130.796560.000000.00000
1072013.08.07 17:00modify361.130.796560.794110.79998
1082013.08.07 17:06close361.130.794850.794110.79998-193.2337365.14
1092013.09.18 21:15buy371.120.832580.000000.00000
1102013.09.18 21:15modify371.120.832580.829120.83840
1112013.09.18 21:30buy381.120.833950.000000.00000
1122013.09.18 21:30modify381.120.833950.830360.84009
1132013.09.18 21:45buy391.120.835570.000000.00000
1142013.09.18 21:45modify391.120.835570.831850.84201
1152013.09.19 01:38close391.120.832840.831850.84201-285.6037079.54
1162013.09.19 02:28t/p371.120.838400.829120.83840672.0037751.54
1172013.09.19 02:46t/p381.120.840090.830360.84009707.8438459.38
1182013.10.04 17:30buy401.150.835710.000000.00000
1192013.10.04 17:30modify401.150.835710.833510.83856
1202013.10.04 17:34close401.150.834370.833510.83856-154.1038305.28
1212013.10.22 15:45buy411.150.850530.000000.00000
1222013.10.22 15:45modify411.150.850530.847990.85417
1232013.10.22 16:00buy421.140.850410.000000.00000
1242013.10.22 16:00modify421.140.850410.847870.85405
1252013.10.22 16:15buy431.130.851070.000000.00000
1262013.10.22 16:15modify431.130.851070.848530.85471
1272013.10.22 17:27t/p421.140.854050.847870.85405414.9638720.24
1282013.10.22 17:27t/p411.150.854170.847990.85417418.6039138.84
1292013.10.23 04:14close431.130.849420.848530.85471-179.6738959.17
1302014.01.10 16:45buy441.170.828170.000000.00000
1312014.01.10 16:45modify441.170.828170.825770.83149
1322014.01.13 00:00close441.170.829230.825770.83149131.0439090.21
1332014.01.21 00:00buy451.170.833460.000000.00000
1342014.01.21 00:00modify451.170.833460.830910.83712
1352014.01.21 00:08close451.170.831860.830910.83712-187.2038903.01
1362014.01.21 00:15buy461.170.833160.000000.00000
1372014.01.21 00:15modify461.170.833160.830600.83686
1382014.01.21 00:30buy471.160.834200.000000.00000
1392014.01.21 00:30modify471.160.834200.831430.83839
1402014.01.21 00:45buy481.150.834150.000000.00000
1412014.01.21 00:45modify481.150.834150.831380.83834
1422014.01.21 01:02close481.150.832330.831380.83834-209.3038693.71
1432014.01.21 01:02close471.160.832330.831430.83839-216.9238476.79
1442014.01.21 01:43close461.170.831250.830600.83686-223.4738253.32
1452014.03.12 23:15buy491.150.852790.000000.00000
1462014.03.12 23:15modify491.150.852790.850090.85681
1472014.03.13 08:47t/p491.150.856810.850090.85681483.0038736.32
1482014.04.09 21:30buy501.160.872980.000000.00000
1492014.04.09 21:30modify501.160.872980.870460.87657
1502014.04.09 21:45buy511.150.872450.000000.00000
1512014.04.09 21:45modify511.150.872450.869930.87604
1522014.04.09 22:00buy521.140.872730.000000.00000
1532014.04.09 22:00modify521.140.872730.870210.87632
1542014.04.09 22:03close501.160.871330.870460.87657-191.4038544.92
1552014.04.09 22:10close521.140.870880.870210.87632-210.9038334.02
1562014.04.09 22:10close511.150.870880.869930.87604-180.5538153.47
1572014.04.09 22:15buy531.140.872170.000000.00000
1582014.04.09 22:15modify531.140.872170.869650.87576
1592014.04.10 10:16close531.140.874230.869650.87576255.3638408.83
1602014.06.12 00:15buy541.150.862650.000000.00000
1612014.06.12 00:15modify541.150.862650.859570.86757
1622014.06.12 00:30buy551.140.862030.000000.00000
1632014.06.12 00:30modify551.140.862030.858950.86695
1642014.06.12 00:45buy561.130.861920.000000.00000
1652014.06.12 00:45modify561.130.861920.858840.86684
1662014.06.12 02:58close541.150.860490.859570.86757-248.4038160.43
1672014.06.12 09:50t/p561.130.866840.858840.86684555.9638716.39
1682014.06.12 09:54t/p551.140.866950.858950.86695560.8839277.27
1692014.09.16 19:15buy571.180.821440.000000.00000
1702014.09.16 19:15modify571.180.821440.819140.82452
1712014.09.16 21:40close571.180.819740.819140.82452-200.6039076.67
1722014.10.08 21:30buy581.170.788690.000000.00000
1732014.10.08 21:30modify581.170.788690.785930.79287
1742014.10.08 21:45buy591.170.790500.000000.00000
1752014.10.08 21:45modify591.170.790500.787070.79626
1762014.10.08 22:00buy601.160.790630.000000.00000
1772014.10.08 22:00modify601.160.790630.787200.79639
1782014.10.09 04:04t/p581.170.792870.785930.79287510.1239586.79
1792014.10.09 09:46close591.170.793900.787070.79626418.8640005.65
1802014.10.09 10:00close601.160.794500.787200.79639469.8040475.45
1812014.10.15 16:00buy611.210.791050.000000.00000
1822014.10.15 16:00modify611.210.791050.787910.79611
1832014.10.15 16:35t/p611.210.796110.787910.79611612.2641087.71
1842014.10.28 15:15buy621.230.795650.000000.00000
1852014.10.28 15:15modify621.230.795650.793290.79887
1862014.10.28 15:25close621.230.794240.793290.79887-173.4340914.28
1872014.10.28 15:30buy631.230.795030.000000.00000
1882014.10.28 15:30modify631.230.795030.792670.79825
1892014.10.28 15:32close631.230.793610.792670.79825-174.6640739.62
1902014.11.05 01:00buy641.220.784660.000000.00000
1912014.11.05 01:00modify641.220.784660.781800.78906
1922014.11.05 01:27close641.220.782750.781800.78906-233.0240506.60
1932014.11.21 13:45buy651.220.793740.000000.00000
1942014.11.21 13:45modify651.220.793740.790850.79821
1952014.11.21 13:54close651.220.791670.790850.79821-252.5440254.06
1962014.12.10 22:15buy661.210.782290.000000.00000
1972014.12.10 22:15modify661.210.782290.778480.78895
1982014.12.10 22:25close661.210.779360.778480.78895-354.5339899.53
1992014.12.10 22:30buy671.200.780480.000000.00000
2002014.12.10 22:30modify671.200.780480.776670.78714
2012014.12.10 22:45buy681.190.782030.000000.00000
2022014.12.10 22:45modify681.190.782030.778140.78887
2032014.12.10 23:00buy691.190.782650.000000.00000
2042014.12.10 23:00modify691.190.782650.778630.78979
2052014.12.11 00:56close691.190.779480.778630.78979-355.8139543.72
2062014.12.11 10:30close671.200.780840.776670.7871464.8039608.52
2072014.12.11 11:26close681.190.778900.778140.78887-351.0539257.47
2082015.01.09 18:15buy701.180.785420.000000.00000
2092015.01.09 18:15modify701.180.785420.783260.78817
2102015.01.09 18:16close701.180.784220.783260.78817-141.6039115.87
2112015.03.11 22:30buy711.170.730530.000000.00000
2122015.03.11 22:30modify711.170.730530.727290.73583
2132015.03.11 22:33close711.170.727980.727290.73583-298.3538817.52
2142015.03.11 23:00buy721.160.729880.000000.00000
2152015.03.11 23:00modify721.160.729880.726640.73518
2162015.03.11 23:15buy731.150.729330.000000.00000
2172015.03.11 23:15modify731.150.729330.726090.73463
2182015.03.12 00:00close721.160.727450.726640.73518-261.0038556.52
2192015.03.12 08:07t/p731.150.734630.726090.73463630.2039186.72
2202015.03.18 20:15buy741.180.744560.000000.00000
2212015.03.18 20:15modify741.180.744560.740450.75192
2222015.03.18 20:30buy751.160.744400.000000.00000
2232015.03.18 20:30modify751.160.744400.739690.75319
2242015.03.18 20:45buy761.160.745230.000000.00000
2252015.03.18 20:45modify761.160.745230.740520.75402
2262015.03.18 21:15t/p741.180.751920.740450.75192868.4840055.20
2272015.03.18 22:04t/p751.160.753190.739690.753191019.6441074.84
2282015.03.18 22:04t/p761.160.754020.740520.754021019.6442094.48