Strategy Tester Report
Keltner Breakout FxFisherman
AlpariUK-Demo (Build 225)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | _______Position_______=""""; Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; _______Session_______=""""; Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9975.50 | Gross profit | 13263.60 | Gross loss | -23239.10 |
| Profit factor | 0.57 | Expected payoff | -148.89 | ||
| Absolute drawdown | 9975.50 | Maximal drawdown | 10598.50 (99.77%) | Relative drawdown | 99.77% (10598.50) |
| Total trades | 67 | Short positions (won %) | 34 (32.35%) | Long positions (won %) | 33 (27.27%) |
| Profit trades (% of total) | 20 (29.85%) | Loss trades (% of total) | 47 (70.15%) | ||
| Largest | profit trade | 3429.50 | loss trade | -1350.00 | |
| Average | profit trade | 663.18 | loss trade | -494.45 | |
| Maximum | consecutive wins (profit in money) | 3 (1545.10) | consecutive losses (loss in money) | 11 (-4354.20) | |
| Maximal | consecutive profit (count of wins) | 3430.60 (2) | consecutive loss (count of losses) | -4354.20 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:07 | sell | 1 | 1.00 | 1.61194 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 09:20 | close | 1 | 1.00 | 1.61489 | 0.00000 | 0.00000 | -295.00 | 9705.00 |
| 3 | 2010.01.04 09:20 | buy | 2 | 1.00 | 1.61489 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.04 17:20 | close | 2 | 1.00 | 1.60840 | 0.00000 | 0.00000 | -649.00 | 9056.00 |
| 5 | 2010.01.04 17:20 | sell | 3 | 1.00 | 1.60840 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.05 06:45 | close | 3 | 1.00 | 1.61270 | 0.00000 | 0.00000 | -432.50 | 8623.50 |
| 7 | 2010.01.05 06:45 | buy | 4 | 1.00 | 1.61270 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.05 09:15 | close | 4 | 1.00 | 1.60609 | 0.00000 | 0.00000 | -661.00 | 7962.50 |
| 9 | 2010.01.05 09:15 | sell | 5 | 1.00 | 1.60609 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.06 08:45 | close | 5 | 1.00 | 1.60183 | 0.00000 | 0.00000 | 423.50 | 8386.00 |
| 11 | 2010.01.06 08:45 | buy | 6 | 1.00 | 1.60183 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.06 15:50 | close | 6 | 1.00 | 1.59367 | 0.00000 | 0.00000 | -816.00 | 7570.00 |
| 13 | 2010.01.06 15:50 | sell | 7 | 1.00 | 1.59367 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.06 22:15 | close | 7 | 1.00 | 1.60289 | 0.00000 | 0.00000 | -922.00 | 6648.00 |
| 15 | 2010.01.06 22:15 | buy | 8 | 1.00 | 1.60289 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.07 06:40 | close | 8 | 1.00 | 1.59840 | 0.00000 | 0.00000 | -448.70 | 6199.30 |
| 17 | 2010.01.07 06:40 | sell | 9 | 1.00 | 1.59840 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.08 08:45 | close | 9 | 1.00 | 1.59680 | 0.00000 | 0.00000 | 157.50 | 6356.80 |
| 19 | 2010.01.08 08:45 | buy | 10 | 1.00 | 1.59680 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.11 19:20 | close | 10 | 1.00 | 1.61098 | 0.00000 | 0.00000 | 1418.10 | 7774.90 |
| 21 | 2010.01.11 19:20 | sell | 11 | 1.00 | 1.61098 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.12 07:40 | close | 11 | 1.00 | 1.61204 | 0.00000 | 0.00000 | -108.50 | 7666.40 |
| 23 | 2010.01.12 07:40 | buy | 12 | 1.00 | 1.61204 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.12 09:07 | close | 12 | 1.00 | 1.60620 | 0.00000 | 0.00000 | -584.00 | 7082.40 |
| 25 | 2010.01.12 09:07 | sell | 13 | 1.00 | 1.60620 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.12 10:45 | close | 13 | 1.00 | 1.61272 | 0.00000 | 0.00000 | -652.00 | 6430.40 |
| 27 | 2010.01.12 10:45 | buy | 14 | 1.00 | 1.61272 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.13 01:02 | close | 14 | 1.00 | 1.61394 | 0.00000 | 0.00000 | 122.10 | 6552.50 |
| 29 | 2010.01.13 01:02 | sell | 15 | 1.00 | 1.61394 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.13 05:20 | close | 15 | 1.00 | 1.61926 | 0.00000 | 0.00000 | -532.00 | 6020.50 |
| 31 | 2010.01.13 05:20 | buy | 16 | 1.00 | 1.61926 | 0.00000 | 0.00000 | ||
| 32 | 2010.01.14 09:07 | close | 16 | 1.00 | 1.62652 | 0.00000 | 0.00000 | 726.30 | 6746.80 |
| 33 | 2010.01.14 09:07 | sell | 17 | 1.00 | 1.62652 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.14 14:45 | close | 17 | 1.00 | 1.63111 | 0.00000 | 0.00000 | -459.00 | 6287.80 |
| 35 | 2010.01.14 14:45 | buy | 18 | 1.00 | 1.63111 | 0.00000 | 0.00000 | ||
| 36 | 2010.01.15 02:45 | close | 18 | 1.00 | 1.62991 | 0.00000 | 0.00000 | -119.90 | 6167.90 |
| 37 | 2010.01.15 02:45 | sell | 19 | 1.00 | 1.62991 | 0.00000 | 0.00000 | ||
| 38 | 2010.01.15 05:50 | close | 19 | 1.00 | 1.63563 | 0.00000 | 0.00000 | -572.00 | 5595.90 |
| 39 | 2010.01.15 05:50 | buy | 20 | 1.00 | 1.63563 | 0.00000 | 0.00000 | ||
| 40 | 2010.01.15 11:15 | close | 20 | 1.00 | 1.62875 | 0.00000 | 0.00000 | -688.00 | 4907.90 |
| 41 | 2010.01.15 11:15 | sell | 21 | 1.00 | 1.62875 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.18 01:02 | close | 21 | 1.00 | 1.62922 | 0.00000 | 0.00000 | -49.50 | 4858.40 |
| 43 | 2010.01.18 01:02 | buy | 22 | 1.00 | 1.62922 | 0.00000 | 0.00000 | ||
| 44 | 2010.01.19 10:07 | close | 22 | 1.00 | 1.63791 | 0.00000 | 0.00000 | 869.10 | 5727.50 |
| 45 | 2010.01.19 10:07 | sell | 23 | 1.00 | 1.63791 | 0.00000 | 0.00000 | ||
| 46 | 2010.01.19 10:32 | close | 23 | 1.00 | 1.64543 | 0.00000 | 0.00000 | -752.00 | 4975.50 |
| 47 | 2010.01.19 10:32 | buy | 24 | 1.00 | 1.64543 | 0.00000 | 0.00000 | ||
| 48 | 2010.01.19 12:20 | close | 24 | 1.00 | 1.63669 | 0.00000 | 0.00000 | -874.00 | 4101.50 |
| 49 | 2010.01.19 12:20 | sell | 25 | 1.00 | 1.63669 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.21 01:20 | close | 25 | 1.00 | 1.63118 | 0.00000 | 0.00000 | 541.00 | 4642.50 |
| 51 | 2010.01.21 01:20 | buy | 26 | 1.00 | 1.63118 | 0.00000 | 0.00000 | ||
| 52 | 2010.01.21 03:15 | close | 26 | 1.00 | 1.62635 | 0.00000 | 0.00000 | -483.00 | 4159.50 |
| 53 | 2010.01.21 03:15 | sell | 27 | 1.00 | 1.62635 | 0.00000 | 0.00000 | ||
| 54 | 2010.01.21 17:50 | close | 27 | 1.00 | 1.62394 | 0.00000 | 0.00000 | 241.00 | 4400.50 |
| 55 | 2010.01.21 17:50 | buy | 28 | 1.00 | 1.62394 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.22 12:45 | close | 28 | 1.00 | 1.61808 | 0.00000 | 0.00000 | -585.90 | 3814.60 |
| 57 | 2010.01.22 12:45 | sell | 29 | 1.00 | 1.61808 | 0.00000 | 0.00000 | ||
| 58 | 2010.01.25 07:16 | close | 29 | 1.00 | 1.61437 | 0.00000 | 0.00000 | 368.50 | 4183.10 |
| 59 | 2010.01.25 07:16 | buy | 30 | 1.00 | 1.61437 | 0.00000 | 0.00000 | ||
| 60 | 2010.01.26 04:20 | close | 30 | 1.00 | 1.62159 | 0.00000 | 0.00000 | 722.10 | 4905.20 |
| 61 | 2010.01.26 04:20 | sell | 31 | 1.00 | 1.62159 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.27 10:40 | close | 31 | 1.00 | 1.61702 | 0.00000 | 0.00000 | 454.50 | 5359.70 |
| 63 | 2010.01.27 10:40 | buy | 32 | 1.00 | 1.61702 | 0.00000 | 0.00000 | ||
| 64 | 2010.01.27 19:20 | close | 32 | 1.00 | 1.61598 | 0.00000 | 0.00000 | -104.00 | 5255.70 |
| 65 | 2010.01.27 19:20 | sell | 33 | 1.00 | 1.61598 | 0.00000 | 0.00000 | ||
| 66 | 2010.01.28 03:50 | close | 33 | 1.00 | 1.62108 | 0.00000 | 0.00000 | -517.50 | 4738.20 |
| 67 | 2010.01.28 03:50 | buy | 34 | 1.00 | 1.62108 | 0.00000 | 0.00000 | ||
| 68 | 2010.01.28 16:05 | close | 34 | 1.00 | 1.62020 | 0.00000 | 0.00000 | -88.00 | 4650.20 |
| 69 | 2010.01.28 16:05 | sell | 35 | 1.00 | 1.62020 | 0.00000 | 0.00000 | ||
| 70 | 2010.01.29 09:20 | close | 35 | 1.00 | 1.61790 | 0.00000 | 0.00000 | 227.50 | 4877.70 |
| 71 | 2010.01.29 09:20 | buy | 36 | 1.00 | 1.61790 | 0.00000 | 0.00000 | ||
| 72 | 2010.01.29 14:07 | close | 36 | 1.00 | 1.61032 | 0.00000 | 0.00000 | -758.00 | 4119.70 |
| 73 | 2010.01.29 14:07 | sell | 37 | 1.00 | 1.61032 | 0.00000 | 0.00000 | ||
| 74 | 2010.02.01 19:20 | close | 37 | 1.00 | 1.59582 | 0.00000 | 0.00000 | 1447.50 | 5567.20 |
| 75 | 2010.02.01 19:20 | buy | 38 | 1.00 | 1.59582 | 0.00000 | 0.00000 | ||
| 76 | 2010.02.02 04:46 | close | 38 | 1.00 | 1.59220 | 0.00000 | 0.00000 | -361.90 | 5205.30 |
| 77 | 2010.02.02 04:46 | sell | 39 | 1.00 | 1.59220 | 0.00000 | 0.00000 | ||
| 78 | 2010.02.02 16:45 | close | 39 | 1.00 | 1.59783 | 0.00000 | 0.00000 | -563.00 | 4642.30 |
| 79 | 2010.02.02 16:45 | buy | 40 | 1.00 | 1.59783 | 0.00000 | 0.00000 | ||
| 80 | 2010.02.03 13:00 | close | 40 | 1.00 | 1.59784 | 0.00000 | 0.00000 | 1.10 | 4643.40 |
| 81 | 2010.02.03 13:00 | sell | 41 | 1.00 | 1.59784 | 0.00000 | 0.00000 | ||
| 82 | 2010.02.08 16:45 | close | 41 | 1.00 | 1.56342 | 0.00000 | 0.00000 | 3429.50 | 8072.90 |
| 83 | 2010.02.08 16:45 | buy | 42 | 1.00 | 1.56342 | 0.00000 | 0.00000 | ||
| 84 | 2010.02.08 22:45 | close | 42 | 1.00 | 1.55835 | 0.00000 | 0.00000 | -507.00 | 7565.90 |
| 85 | 2010.02.08 22:45 | sell | 43 | 1.00 | 1.55835 | 0.00000 | 0.00000 | ||
| 86 | 2010.02.09 06:15 | close | 43 | 1.00 | 1.56217 | 0.00000 | 0.00000 | -384.50 | 7181.40 |
| 87 | 2010.02.09 06:15 | buy | 44 | 1.00 | 1.56217 | 0.00000 | 0.00000 | ||
| 88 | 2010.02.09 11:15 | close | 44 | 1.00 | 1.55763 | 0.00000 | 0.00000 | -454.00 | 6727.40 |
| 89 | 2010.02.09 11:15 | sell | 45 | 1.00 | 1.55763 | 0.00000 | 0.00000 | ||
| 90 | 2010.02.09 17:45 | close | 45 | 1.00 | 1.56571 | 0.00000 | 0.00000 | -808.00 | 5919.40 |
| 91 | 2010.02.09 17:45 | buy | 46 | 1.00 | 1.56571 | 0.00000 | 0.00000 | ||
| 92 | 2010.02.10 04:20 | close | 46 | 1.00 | 1.56683 | 0.00000 | 0.00000 | 112.10 | 6031.50 |
| 93 | 2010.02.10 04:20 | sell | 47 | 1.00 | 1.56683 | 0.00000 | 0.00000 | ||
| 94 | 2010.02.10 10:16 | close | 47 | 1.00 | 1.57132 | 0.00000 | 0.00000 | -449.00 | 5582.50 |
| 95 | 2010.02.10 10:16 | buy | 48 | 1.00 | 1.57132 | 0.00000 | 0.00000 | ||
| 96 | 2010.02.10 13:15 | close | 48 | 1.00 | 1.56346 | 0.00000 | 0.00000 | -786.00 | 4796.50 |
| 97 | 2010.02.10 13:15 | sell | 49 | 1.00 | 1.56346 | 0.00000 | 0.00000 | ||
| 98 | 2010.02.11 01:45 | close | 49 | 1.00 | 1.56347 | 0.00000 | 0.00000 | -8.50 | 4788.00 |
| 99 | 2010.02.11 01:45 | buy | 50 | 1.00 | 1.56347 | 0.00000 | 0.00000 | ||
| 100 | 2010.02.11 08:50 | close | 50 | 1.00 | 1.56015 | 0.00000 | 0.00000 | -332.00 | 4456.00 |
| 101 | 2010.02.11 08:50 | sell | 51 | 1.00 | 1.56015 | 0.00000 | 0.00000 | ||
| 102 | 2010.02.11 12:50 | close | 51 | 1.00 | 1.56564 | 0.00000 | 0.00000 | -549.00 | 3907.00 |
| 103 | 2010.02.11 12:50 | buy | 52 | 1.00 | 1.56564 | 0.00000 | 0.00000 | ||
| 104 | 2010.02.12 10:50 | close | 52 | 1.00 | 1.56499 | 0.00000 | 0.00000 | -64.90 | 3842.10 |
| 105 | 2010.02.12 10:50 | sell | 53 | 1.00 | 1.56499 | 0.00000 | 0.00000 | ||
| 106 | 2010.02.12 22:10 | close | 53 | 1.00 | 1.56989 | 0.00000 | 0.00000 | -490.00 | 3352.10 |
| 107 | 2010.02.12 22:10 | buy | 54 | 1.00 | 1.56989 | 0.00000 | 0.00000 | ||
| 108 | 2010.02.15 05:40 | close | 54 | 1.00 | 1.56481 | 0.00000 | 0.00000 | -507.90 | 2844.20 |
| 109 | 2010.02.15 05:40 | sell | 55 | 1.00 | 1.56481 | 0.00000 | 0.00000 | ||
| 110 | 2010.02.15 09:40 | close | 55 | 1.00 | 1.56853 | 0.00000 | 0.00000 | -372.00 | 2472.20 |
| 111 | 2010.02.15 09:40 | buy | 56 | 1.00 | 1.56853 | 0.00000 | 0.00000 | ||
| 112 | 2010.02.16 12:37 | close | 56 | 1.00 | 1.56705 | 0.00000 | 0.00000 | -147.90 | 2324.30 |
| 113 | 2010.02.16 12:37 | sell | 57 | 1.00 | 1.56705 | 0.00000 | 0.00000 | ||
| 114 | 2010.02.16 17:45 | close | 57 | 1.00 | 1.57352 | 0.00000 | 0.00000 | -647.00 | 1677.30 |
| 115 | 2010.02.16 17:45 | buy | 58 | 1.00 | 1.57352 | 0.00000 | 0.00000 | ||
| 116 | 2010.02.17 04:00 | close | 58 | 1.00 | 1.57648 | 0.00000 | 0.00000 | 296.10 | 1973.40 |
| 117 | 2010.02.17 04:00 | sell | 59 | 1.00 | 1.57648 | 0.00000 | 0.00000 | ||
| 118 | 2010.02.17 08:45 | close | 59 | 1.00 | 1.57959 | 0.00000 | 0.00000 | -311.00 | 1662.40 |
| 119 | 2010.02.17 08:45 | buy | 60 | 1.00 | 1.57959 | 0.00000 | 0.00000 | ||
| 120 | 2010.02.17 10:20 | close | 60 | 1.00 | 1.57484 | 0.00000 | 0.00000 | -475.00 | 1187.40 |
| 121 | 2010.02.17 10:20 | sell | 61 | 1.00 | 1.57484 | 0.00000 | 0.00000 | ||
| 122 | 2010.02.18 15:50 | close | 61 | 1.00 | 1.56762 | 0.00000 | 0.00000 | 714.50 | 1901.90 |
| 123 | 2010.02.18 15:50 | buy | 62 | 1.00 | 1.56762 | 0.00000 | 0.00000 | ||
| 124 | 2010.02.18 22:45 | close | 62 | 1.00 | 1.55412 | 0.00000 | 0.00000 | -1350.00 | 551.90 |
| 125 | 2010.02.18 22:45 | sell | 63 | 1.00 | 1.55412 | 0.00000 | 0.00000 | ||
| 126 | 2010.02.19 17:20 | close | 63 | 1.00 | 1.54448 | 0.00000 | 0.00000 | 961.50 | 1513.40 |
| 127 | 2010.02.19 17:20 | buy | 64 | 1.00 | 1.54448 | 0.00000 | 0.00000 | ||
| 128 | 2010.02.22 07:50 | close | 64 | 1.00 | 1.54478 | 0.00000 | 0.00000 | 30.10 | 1543.50 |
| 129 | 2010.02.22 07:50 | sell | 65 | 1.00 | 1.54478 | 0.00000 | 0.00000 | ||
| 130 | 2010.02.22 09:37 | close | 65 | 1.00 | 1.55047 | 0.00000 | 0.00000 | -569.00 | 974.50 |
| 131 | 2010.02.22 09:37 | buy | 66 | 1.00 | 1.55047 | 0.00000 | 0.00000 | ||
| 132 | 2010.02.22 10:02 | close | 66 | 1.00 | 1.54493 | 0.00000 | 0.00000 | -554.00 | 420.50 |
| 133 | 2010.02.22 10:02 | sell | 67 | 1.00 | 1.54493 | 0.00000 | 0.00000 | ||
| 134 | 2010.02.22 10:46 | close at stop | 67 | 1.00 | 1.54889 | 0.00000 | 0.00000 | -396.00 | 24.50 |