Strategy Tester Report
Keltner Breakout FxFishermanFiltered
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_____=""""; tss0=""0"; tss1=""3"; tss2=""4"; tss3=""5"; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; Use300=false; _______Damiani________=""""; Filter_Damiani_15=0; Filter_Damiani_30=0; _______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 | -10014.00 | Gross profit | 10993.00 | Gross loss | -21007.00 |
| Profit factor | 0.52 | Expected payoff | -169.73 | ||
| Absolute drawdown | 10014.00 | Maximal drawdown | 10485.00 (100.13%) | Relative drawdown | 100.13% (10485.00) |
| Total trades | 59 | Short positions (won %) | 30 (30.00%) | Long positions (won %) | 29 (24.14%) |
| Profit trades (% of total) | 16 (27.12%) | Loss trades (% of total) | 43 (72.88%) | ||
| Largest | profit trade | 3425.00 | loss trade | -927.00 | |
| Average | profit trade | 687.06 | loss trade | -488.53 | |
| Maximum | consecutive wins (profit in money) | 3 (1530.20) | consecutive losses (loss in money) | 11 (-4693.20) | |
| Maximal | consecutive profit (count of wins) | 3425.00 (1) | consecutive loss (count of losses) | -4693.20 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 01:20 | sell | 1 | 1.00 | 1.61052 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 09:20 | close | 1 | 1.00 | 1.61494 | 0.00000 | 0.00000 | -442.00 | 9558.00 |
| 3 | 2010.01.04 09:20 | buy | 2 | 1.00 | 1.61494 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.04 17:20 | close | 2 | 1.00 | 1.60840 | 0.00000 | 0.00000 | -654.00 | 8904.00 |
| 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 | 1.61275 | 0.00000 | 0.00000 | -437.40 | 8466.60 |
| 7 | 2010.01.05 06:45 | buy | 4 | 1.00 | 1.61275 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.05 09:15 | close | 4 | 1.00 | 1.60609 | 0.00000 | 0.00000 | -666.00 | 7800.60 |
| 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 | 1.60188 | 0.00000 | 0.00000 | 418.60 | 8219.20 |
| 11 | 2010.01.06 08:45 | buy | 6 | 1.00 | 1.60188 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.06 15:50 | close | 6 | 1.00 | 1.59367 | 0.00000 | 0.00000 | -821.00 | 7398.20 |
| 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 | 1.60294 | 0.00000 | 0.00000 | -927.00 | 6471.20 |
| 15 | 2010.01.06 22:15 | buy | 8 | 1.00 | 1.60294 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.07 06:40 | close | 8 | 1.00 | 1.59840 | 0.00000 | 0.00000 | -454.00 | 6017.20 |
| 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 | 1.59685 | 0.00000 | 0.00000 | 152.60 | 6169.80 |
| 19 | 2010.01.08 08:45 | buy | 10 | 1.00 | 1.59685 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.11 19:20 | close | 10 | 1.00 | 1.61098 | 0.00000 | 0.00000 | 1413.00 | 7582.80 |
| 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 | 1.61209 | 0.00000 | 0.00000 | -113.40 | 7469.40 |
| 23 | 2010.01.12 07:40 | buy | 12 | 1.00 | 1.61209 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.12 09:07 | close | 12 | 1.00 | 1.60620 | 0.00000 | 0.00000 | -589.00 | 6880.40 |
| 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 | 1.61277 | 0.00000 | 0.00000 | -657.00 | 6223.40 |
| 27 | 2010.01.12 10:45 | buy | 14 | 1.00 | 1.61277 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.13 01:02 | close | 14 | 1.00 | 1.61394 | 0.00000 | 0.00000 | 117.00 | 6340.40 |
| 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 | 1.61931 | 0.00000 | 0.00000 | -537.00 | 5803.40 |
| 31 | 2010.01.13 05:20 | buy | 16 | 1.00 | 1.61931 | 0.00000 | 0.00000 | ||
| 32 | 2010.01.14 13:20 | close | 16 | 1.00 | 1.62496 | 0.00000 | 0.00000 | 565.00 | 6368.40 |
| 33 | 2010.01.14 13:20 | sell | 17 | 1.00 | 1.62496 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.14 14:50 | close | 17 | 1.00 | 1.63257 | 0.00000 | 0.00000 | -761.00 | 5607.40 |
| 35 | 2010.01.14 14:50 | buy | 18 | 1.00 | 1.63257 | 0.00000 | 0.00000 | ||
| 36 | 2010.01.15 02:45 | close | 18 | 1.00 | 1.62991 | 0.00000 | 0.00000 | -266.00 | 5341.40 |
| 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 | 1.63568 | 0.00000 | 0.00000 | -577.00 | 4764.40 |
| 39 | 2010.01.15 05:50 | buy | 20 | 1.00 | 1.63568 | 0.00000 | 0.00000 | ||
| 40 | 2010.01.15 11:20 | close | 20 | 1.00 | 1.62768 | 0.00000 | 0.00000 | -800.00 | 3964.40 |
| 41 | 2010.01.15 11:20 | sell | 21 | 1.00 | 1.62768 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.18 01:02 | close | 21 | 1.00 | 1.62927 | 0.00000 | 0.00000 | -161.40 | 3803.00 |
| 43 | 2010.01.18 01:02 | buy | 22 | 1.00 | 1.62927 | 0.00000 | 0.00000 | ||
| 44 | 2010.01.19 12:20 | close | 22 | 1.00 | 1.63669 | 0.00000 | 0.00000 | 742.00 | 4545.00 |
| 45 | 2010.01.19 12:20 | sell | 23 | 1.00 | 1.63669 | 0.00000 | 0.00000 | ||
| 46 | 2010.01.21 01:20 | close | 23 | 1.00 | 1.63123 | 0.00000 | 0.00000 | 536.40 | 5081.40 |
| 47 | 2010.01.21 01:20 | buy | 24 | 1.00 | 1.63123 | 0.00000 | 0.00000 | ||
| 48 | 2010.01.21 03:20 | close | 24 | 1.00 | 1.62519 | 0.00000 | 0.00000 | -604.00 | 4477.40 |
| 49 | 2010.01.21 03:20 | sell | 25 | 1.00 | 1.62519 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.21 17:50 | close | 25 | 1.00 | 1.62399 | 0.00000 | 0.00000 | 120.00 | 4597.40 |
| 51 | 2010.01.21 17:50 | buy | 26 | 1.00 | 1.62399 | 0.00000 | 0.00000 | ||
| 52 | 2010.01.22 12:45 | close | 26 | 1.00 | 1.61808 | 0.00000 | 0.00000 | -591.00 | 4006.40 |
| 53 | 2010.01.22 12:45 | sell | 27 | 1.00 | 1.61808 | 0.00000 | 0.00000 | ||
| 54 | 2010.01.25 07:16 | close | 27 | 1.00 | 1.61442 | 0.00000 | 0.00000 | 363.60 | 4370.00 |
| 55 | 2010.01.25 07:16 | buy | 28 | 1.00 | 1.61442 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.26 04:20 | close | 28 | 1.00 | 1.62159 | 0.00000 | 0.00000 | 717.00 | 5087.00 |
| 57 | 2010.01.26 04:20 | sell | 29 | 1.00 | 1.62159 | 0.00000 | 0.00000 | ||
| 58 | 2010.01.27 10:40 | close | 29 | 1.00 | 1.61707 | 0.00000 | 0.00000 | 449.60 | 5536.60 |
| 59 | 2010.01.27 10:40 | buy | 30 | 1.00 | 1.61707 | 0.00000 | 0.00000 | ||
| 60 | 2010.01.27 19:20 | close | 30 | 1.00 | 1.61598 | 0.00000 | 0.00000 | -109.00 | 5427.60 |
| 61 | 2010.01.27 19:20 | sell | 31 | 1.00 | 1.61598 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.28 04:10 | close | 31 | 1.00 | 1.62159 | 0.00000 | 0.00000 | -568.20 | 4859.40 |
| 63 | 2010.01.28 04:10 | buy | 32 | 1.00 | 1.62159 | 0.00000 | 0.00000 | ||
| 64 | 2010.01.28 16:05 | close | 32 | 1.00 | 1.62020 | 0.00000 | 0.00000 | -139.00 | 4720.40 |
| 65 | 2010.01.28 16:05 | sell | 33 | 1.00 | 1.62020 | 0.00000 | 0.00000 | ||
| 66 | 2010.01.29 09:20 | close | 33 | 1.00 | 1.61795 | 0.00000 | 0.00000 | 222.60 | 4943.00 |
| 67 | 2010.01.29 09:20 | buy | 34 | 1.00 | 1.61795 | 0.00000 | 0.00000 | ||
| 68 | 2010.01.29 14:40 | close | 34 | 1.00 | 1.60955 | 0.00000 | 0.00000 | -840.00 | 4103.00 |
| 69 | 2010.01.29 14:40 | sell | 35 | 1.00 | 1.60955 | 0.00000 | 0.00000 | ||
| 70 | 2010.02.01 19:20 | close | 35 | 1.00 | 1.59587 | 0.00000 | 0.00000 | 1365.60 | 5468.60 |
| 71 | 2010.02.01 19:20 | buy | 36 | 1.00 | 1.59587 | 0.00000 | 0.00000 | ||
| 72 | 2010.02.02 04:46 | close | 36 | 1.00 | 1.59220 | 0.00000 | 0.00000 | -367.00 | 5101.60 |
| 73 | 2010.02.02 04:46 | sell | 37 | 1.00 | 1.59220 | 0.00000 | 0.00000 | ||
| 74 | 2010.02.02 16:45 | close | 37 | 1.00 | 1.59788 | 0.00000 | 0.00000 | -568.00 | 4533.60 |
| 75 | 2010.02.02 16:45 | buy | 38 | 1.00 | 1.59788 | 0.00000 | 0.00000 | ||
| 76 | 2010.02.03 13:00 | close | 38 | 1.00 | 1.59784 | 0.00000 | 0.00000 | -4.00 | 4529.60 |
| 77 | 2010.02.03 13:00 | sell | 39 | 1.00 | 1.59784 | 0.00000 | 0.00000 | ||
| 78 | 2010.02.08 16:45 | close | 39 | 1.00 | 1.56347 | 0.00000 | 0.00000 | 3425.00 | 7954.60 |
| 79 | 2010.02.08 16:45 | buy | 40 | 1.00 | 1.56347 | 0.00000 | 0.00000 | ||
| 80 | 2010.02.08 22:50 | close | 40 | 1.00 | 1.55762 | 0.00000 | 0.00000 | -585.00 | 7369.60 |
| 81 | 2010.02.08 22:50 | sell | 41 | 1.00 | 1.55762 | 0.00000 | 0.00000 | ||
| 82 | 2010.02.09 06:15 | close | 41 | 1.00 | 1.56222 | 0.00000 | 0.00000 | -462.40 | 6907.20 |
| 83 | 2010.02.09 06:15 | buy | 42 | 1.00 | 1.56222 | 0.00000 | 0.00000 | ||
| 84 | 2010.02.09 11:15 | close | 42 | 1.00 | 1.55763 | 0.00000 | 0.00000 | -459.00 | 6448.20 |
| 85 | 2010.02.09 11:15 | sell | 43 | 1.00 | 1.55763 | 0.00000 | 0.00000 | ||
| 86 | 2010.02.09 17:45 | close | 43 | 1.00 | 1.56576 | 0.00000 | 0.00000 | -813.00 | 5635.20 |
| 87 | 2010.02.09 17:45 | buy | 44 | 1.00 | 1.56576 | 0.00000 | 0.00000 | ||
| 88 | 2010.02.10 04:20 | close | 44 | 1.00 | 1.56683 | 0.00000 | 0.00000 | 107.00 | 5742.20 |
| 89 | 2010.02.10 04:20 | sell | 45 | 1.00 | 1.56683 | 0.00000 | 0.00000 | ||
| 90 | 2010.02.10 10:45 | close | 45 | 1.00 | 1.57231 | 0.00000 | 0.00000 | -548.00 | 5194.20 |
| 91 | 2010.02.10 10:45 | buy | 46 | 1.00 | 1.57231 | 0.00000 | 0.00000 | ||
| 92 | 2010.02.10 13:15 | close | 46 | 1.00 | 1.56346 | 0.00000 | 0.00000 | -885.00 | 4309.20 |
| 93 | 2010.02.10 13:15 | sell | 47 | 1.00 | 1.56346 | 0.00000 | 0.00000 | ||
| 94 | 2010.02.11 01:45 | close | 47 | 1.00 | 1.56352 | 0.00000 | 0.00000 | -13.20 | 4296.00 |
| 95 | 2010.02.11 01:45 | buy | 48 | 1.00 | 1.56352 | 0.00000 | 0.00000 | ||
| 96 | 2010.02.11 09:15 | close | 48 | 1.00 | 1.56001 | 0.00000 | 0.00000 | -351.00 | 3945.00 |
| 97 | 2010.02.11 09:15 | sell | 49 | 1.00 | 1.56001 | 0.00000 | 0.00000 | ||
| 98 | 2010.02.11 17:20 | close | 49 | 1.00 | 1.56562 | 0.00000 | 0.00000 | -561.00 | 3384.00 |
| 99 | 2010.02.11 17:20 | buy | 50 | 1.00 | 1.56562 | 0.00000 | 0.00000 | ||
| 100 | 2010.02.12 10:50 | close | 50 | 1.00 | 1.56499 | 0.00000 | 0.00000 | -63.00 | 3321.00 |
| 101 | 2010.02.12 10:50 | sell | 51 | 1.00 | 1.56499 | 0.00000 | 0.00000 | ||
| 102 | 2010.02.12 22:10 | close | 51 | 1.00 | 1.56994 | 0.00000 | 0.00000 | -495.00 | 2826.00 |
| 103 | 2010.02.12 22:10 | buy | 52 | 1.00 | 1.56994 | 0.00000 | 0.00000 | ||
| 104 | 2010.02.15 05:46 | close | 52 | 1.00 | 1.56440 | 0.00000 | 0.00000 | -554.00 | 2272.00 |
| 105 | 2010.02.15 05:46 | sell | 53 | 1.00 | 1.56440 | 0.00000 | 0.00000 | ||
| 106 | 2010.02.15 09:40 | close | 53 | 1.00 | 1.56858 | 0.00000 | 0.00000 | -418.00 | 1854.00 |
| 107 | 2010.02.15 09:40 | buy | 54 | 1.00 | 1.56858 | 0.00000 | 0.00000 | ||
| 108 | 2010.02.16 12:37 | close | 54 | 1.00 | 1.56705 | 0.00000 | 0.00000 | -153.00 | 1701.00 |
| 109 | 2010.02.16 12:37 | sell | 55 | 1.00 | 1.56705 | 0.00000 | 0.00000 | ||
| 110 | 2010.02.16 17:45 | close | 55 | 1.00 | 1.57357 | 0.00000 | 0.00000 | -652.00 | 1049.00 |
| 111 | 2010.02.16 17:45 | buy | 56 | 1.00 | 1.57357 | 0.00000 | 0.00000 | ||
| 112 | 2010.02.17 04:07 | close | 56 | 1.00 | 1.57635 | 0.00000 | 0.00000 | 278.00 | 1327.00 |
| 113 | 2010.02.17 04:07 | sell | 57 | 1.00 | 1.57635 | 0.00000 | 0.00000 | ||
| 114 | 2010.02.17 08:45 | close | 57 | 1.00 | 1.57964 | 0.00000 | 0.00000 | -329.00 | 998.00 |
| 115 | 2010.02.17 08:45 | buy | 58 | 1.00 | 1.57964 | 0.00000 | 0.00000 | ||
| 116 | 2010.02.17 10:32 | close | 58 | 1.00 | 1.57318 | 0.00000 | 0.00000 | -646.00 | 352.00 |
| 117 | 2010.02.17 10:32 | sell | 59 | 1.00 | 1.57318 | 0.00000 | 0.00000 | ||
| 118 | 2010.02.17 10:45 | close at stop | 59 | 1.00 | 1.57684 | 0.00000 | 0.00000 | -366.00 | -14.00 |