Strategy Tester Report
Keltner Breakout FxFisherman
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
| 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 | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10013.92 | Gross profit | 8408.34 | Gross loss | -18422.27 |
| Profit factor | 0.46 | Expected payoff | -217.69 | ||
| Absolute drawdown | 10013.92 | Maximal drawdown | 12789.69 (100.11%) | Relative drawdown | 100.11% (12789.69) |
| Total trades | 46 | Short positions (won %) | 23 (21.74%) | Long positions (won %) | 23 (21.74%) |
| Profit trades (% of total) | 10 (21.74%) | Loss trades (% of total) | 36 (78.26%) | ||
| Largest | profit trade | 2193.55 | loss trade | -1015.54 | |
| Average | profit trade | 840.83 | loss trade | -511.73 | |
| Maximum | consecutive wins (profit in money) | 3 (957.39) | consecutive losses (loss in money) | 8 (-4087.50) | |
| Maximal | consecutive profit (count of wins) | 2193.55 (1) | consecutive loss (count of losses) | -4087.50 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 17:00 | sell | 1 | 1.00 | 1.18720 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.06 05:45 | close | 1 | 1.00 | 1.19405 | 0.00000 | 0.00000 | -574.27 | 9425.73 |
| 3 | 2009.01.06 05:45 | buy | 2 | 1.00 | 1.19405 | 0.00000 | 0.00000 | ||
| 4 | 2009.01.06 11:05 | close | 2 | 1.00 | 1.18905 | 0.00000 | 0.00000 | -420.50 | 9005.23 |
| 5 | 2009.01.06 11:05 | sell | 3 | 1.00 | 1.18905 | 0.00000 | 0.00000 | ||
| 6 | 2009.01.07 16:10 | close | 3 | 1.00 | 1.18776 | 0.00000 | 0.00000 | 108.02 | 9113.25 |
| 7 | 2009.01.07 16:10 | buy | 4 | 1.00 | 1.18776 | 0.00000 | 0.00000 | ||
| 8 | 2009.01.08 14:50 | close | 4 | 1.00 | 1.19145 | 0.00000 | 0.00000 | 308.20 | 9421.45 |
| 9 | 2009.01.08 14:50 | sell | 5 | 1.00 | 1.19145 | 0.00000 | 0.00000 | ||
| 10 | 2009.01.09 04:15 | close | 5 | 1.00 | 1.18503 | 0.00000 | 0.00000 | 541.17 | 9962.62 |
| 11 | 2009.01.09 04:15 | buy | 6 | 1.00 | 1.18503 | 0.00000 | 0.00000 | ||
| 12 | 2009.01.09 11:20 | close | 6 | 1.00 | 1.18133 | 0.00000 | 0.00000 | -313.21 | 9649.41 |
| 13 | 2009.01.09 11:20 | sell | 7 | 1.00 | 1.18133 | 0.00000 | 0.00000 | ||
| 14 | 2009.01.09 14:50 | close | 7 | 1.00 | 1.19345 | 0.00000 | 0.00000 | -1015.54 | 8633.87 |
| 15 | 2009.01.09 14:50 | buy | 8 | 1.00 | 1.19345 | 0.00000 | 0.00000 | ||
| 16 | 2009.01.14 02:03 | close | 8 | 1.00 | 1.21999 | 0.00000 | 0.00000 | 2173.92 | 10807.79 |
| 17 | 2009.01.14 02:03 | sell | 9 | 1.00 | 1.21999 | 0.00000 | 0.00000 | ||
| 18 | 2009.01.14 10:02 | close | 9 | 1.00 | 1.22252 | 0.00000 | 0.00000 | -206.95 | 10600.84 |
| 19 | 2009.01.14 10:02 | buy | 10 | 1.00 | 1.22252 | 0.00000 | 0.00000 | ||
| 20 | 2009.01.15 07:32 | close | 10 | 1.00 | 1.24337 | 0.00000 | 0.00000 | 1675.38 | 12276.22 |
| 21 | 2009.01.15 07:32 | sell | 11 | 1.00 | 1.24337 | 0.00000 | 0.00000 | ||
| 22 | 2009.01.15 08:40 | close | 11 | 1.00 | 1.24972 | 0.00000 | 0.00000 | -508.11 | 11768.11 |
| 23 | 2009.01.15 08:40 | buy | 12 | 1.00 | 1.24972 | 0.00000 | 0.00000 | ||
| 24 | 2009.01.15 10:50 | close | 12 | 1.00 | 1.24150 | 0.00000 | 0.00000 | -662.10 | 11106.01 |
| 25 | 2009.01.15 10:50 | sell | 13 | 1.00 | 1.24150 | 0.00000 | 0.00000 | ||
| 26 | 2009.01.15 13:50 | close | 13 | 1.00 | 1.25065 | 0.00000 | 0.00000 | -731.62 | 10374.39 |
| 27 | 2009.01.15 13:50 | buy | 14 | 1.00 | 1.25065 | 0.00000 | 0.00000 | ||
| 28 | 2009.01.16 02:40 | close | 14 | 1.00 | 1.24857 | 0.00000 | 0.00000 | -167.09 | 10207.30 |
| 29 | 2009.01.16 02:40 | sell | 15 | 1.00 | 1.24857 | 0.00000 | 0.00000 | ||
| 30 | 2009.01.16 16:50 | close | 15 | 1.00 | 1.24874 | 0.00000 | 0.00000 | -13.61 | 10193.69 |
| 31 | 2009.01.16 16:50 | buy | 16 | 1.00 | 1.24874 | 0.00000 | 0.00000 | ||
| 32 | 2009.01.19 00:00 | close | 16 | 1.00 | 1.23840 | 0.00000 | 0.00000 | -835.45 | 9358.23 |
| 33 | 2009.01.19 00:00 | sell | 17 | 1.00 | 1.23840 | 0.00000 | 0.00000 | ||
| 34 | 2009.01.19 08:10 | close | 17 | 1.00 | 1.24549 | 0.00000 | 0.00000 | -569.25 | 8788.98 |
| 35 | 2009.01.19 08:10 | buy | 18 | 1.00 | 1.24549 | 0.00000 | 0.00000 | ||
| 36 | 2009.01.20 10:37 | close | 18 | 1.00 | 1.25305 | 0.00000 | 0.00000 | 602.83 | 9391.81 |
| 37 | 2009.01.20 10:37 | sell | 19 | 1.00 | 1.25305 | 0.00000 | 0.00000 | ||
| 38 | 2009.01.20 12:20 | close | 19 | 1.00 | 1.26472 | 0.00000 | 0.00000 | -922.73 | 8469.08 |
| 39 | 2009.01.20 12:20 | buy | 20 | 1.00 | 1.26472 | 0.00000 | 0.00000 | ||
| 40 | 2009.01.21 03:20 | close | 20 | 1.00 | 1.26135 | 0.00000 | 0.00000 | -267.67 | 8201.40 |
| 41 | 2009.01.21 03:20 | sell | 21 | 1.00 | 1.26135 | 0.00000 | 0.00000 | ||
| 42 | 2009.01.21 08:10 | close | 21 | 1.00 | 1.26745 | 0.00000 | 0.00000 | -481.28 | 7720.12 |
| 43 | 2009.01.21 08:10 | buy | 22 | 1.00 | 1.26745 | 0.00000 | 0.00000 | ||
| 44 | 2009.01.21 21:02 | close | 22 | 1.00 | 1.25773 | 0.00000 | 0.00000 | -772.82 | 6947.30 |
| 45 | 2009.01.21 21:02 | sell | 23 | 1.00 | 1.25773 | 0.00000 | 0.00000 | ||
| 46 | 2009.01.22 14:10 | close | 23 | 1.00 | 1.26421 | 0.00000 | 0.00000 | -514.33 | 6432.97 |
| 47 | 2009.01.22 14:10 | buy | 24 | 1.00 | 1.26421 | 0.00000 | 0.00000 | ||
| 48 | 2009.01.22 20:10 | close | 24 | 1.00 | 1.25509 | 0.00000 | 0.00000 | -726.64 | 5706.33 |
| 49 | 2009.01.22 20:10 | sell | 25 | 1.00 | 1.25509 | 0.00000 | 0.00000 | ||
| 50 | 2009.01.23 05:50 | close | 25 | 1.00 | 1.25721 | 0.00000 | 0.00000 | -169.22 | 5537.11 |
| 51 | 2009.01.23 05:50 | buy | 26 | 1.00 | 1.25721 | 0.00000 | 0.00000 | ||
| 52 | 2009.01.23 16:13 | close | 26 | 1.00 | 1.25429 | 0.00000 | 0.00000 | -232.80 | 5304.31 |
| 53 | 2009.01.23 16:13 | sell | 27 | 1.00 | 1.25429 | 0.00000 | 0.00000 | ||
| 54 | 2009.01.26 20:37 | close | 27 | 1.00 | 1.22736 | 0.00000 | 0.00000 | 2193.55 | 7497.86 |
| 55 | 2009.01.26 20:37 | buy | 28 | 1.00 | 1.22736 | 0.00000 | 0.00000 | ||
| 56 | 2009.01.27 04:15 | close | 28 | 1.00 | 1.22052 | 0.00000 | 0.00000 | -560.92 | 6936.94 |
| 57 | 2009.01.27 04:15 | sell | 29 | 1.00 | 1.22052 | 0.00000 | 0.00000 | ||
| 58 | 2009.01.27 08:07 | close | 29 | 1.00 | 1.22662 | 0.00000 | 0.00000 | -497.30 | 6439.64 |
| 59 | 2009.01.27 08:07 | buy | 30 | 1.00 | 1.22662 | 0.00000 | 0.00000 | ||
| 60 | 2009.01.27 08:20 | close | 30 | 1.00 | 1.21876 | 0.00000 | 0.00000 | -644.92 | 5794.72 |
| 61 | 2009.01.27 08:20 | sell | 31 | 1.00 | 1.21876 | 0.00000 | 0.00000 | ||
| 62 | 2009.01.27 13:20 | close | 31 | 1.00 | 1.22851 | 0.00000 | 0.00000 | -793.64 | 5001.08 |
| 63 | 2009.01.27 13:20 | buy | 32 | 1.00 | 1.22851 | 0.00000 | 0.00000 | ||
| 64 | 2009.01.28 08:50 | close | 32 | 1.00 | 1.22105 | 0.00000 | 0.00000 | -611.45 | 4389.63 |
| 65 | 2009.01.28 08:50 | sell | 33 | 1.00 | 1.22105 | 0.00000 | 0.00000 | ||
| 66 | 2009.01.28 21:15 | close | 33 | 1.00 | 1.21971 | 0.00000 | 0.00000 | 109.86 | 4499.49 |
| 67 | 2009.01.28 21:15 | buy | 34 | 1.00 | 1.21971 | 0.00000 | 0.00000 | ||
| 68 | 2009.01.29 12:15 | close | 34 | 1.00 | 1.21654 | 0.00000 | 0.00000 | -262.09 | 4237.39 |
| 69 | 2009.01.29 12:15 | sell | 35 | 1.00 | 1.21654 | 0.00000 | 0.00000 | ||
| 70 | 2009.01.29 20:15 | close | 35 | 1.00 | 1.22331 | 0.00000 | 0.00000 | -553.42 | 3683.97 |
| 71 | 2009.01.29 20:15 | buy | 36 | 1.00 | 1.22331 | 0.00000 | 0.00000 | ||
| 72 | 2009.01.30 08:02 | close | 36 | 1.00 | 1.22174 | 0.00000 | 0.00000 | -129.01 | 3554.96 |
| 73 | 2009.01.30 08:02 | sell | 37 | 1.00 | 1.22174 | 0.00000 | 0.00000 | ||
| 74 | 2009.01.30 09:50 | close | 37 | 1.00 | 1.23189 | 0.00000 | 0.00000 | -823.94 | 2731.02 |
| 75 | 2009.01.30 09:50 | buy | 38 | 1.00 | 1.23189 | 0.00000 | 0.00000 | ||
| 76 | 2009.01.30 20:33 | close | 38 | 1.00 | 1.22903 | 0.00000 | 0.00000 | -232.70 | 2498.32 |
| 77 | 2009.01.30 20:33 | sell | 39 | 1.00 | 1.22903 | 0.00000 | 0.00000 | ||
| 78 | 2009.02.02 07:03 | close | 39 | 1.00 | 1.23326 | 0.00000 | 0.00000 | -343.58 | 2154.74 |
| 79 | 2009.02.02 07:03 | buy | 40 | 1.00 | 1.23326 | 0.00000 | 0.00000 | ||
| 80 | 2009.02.03 04:45 | close | 40 | 1.00 | 1.24089 | 0.00000 | 0.00000 | 614.38 | 2769.12 |
| 81 | 2009.02.03 04:45 | sell | 41 | 1.00 | 1.24089 | 0.00000 | 0.00000 | ||
| 82 | 2009.02.03 10:10 | close | 41 | 1.00 | 1.24736 | 0.00000 | 0.00000 | -518.70 | 2250.42 |
| 83 | 2009.02.03 10:10 | buy | 42 | 1.00 | 1.24736 | 0.00000 | 0.00000 | ||
| 84 | 2009.02.03 15:20 | close | 42 | 1.00 | 1.23830 | 0.00000 | 0.00000 | -731.65 | 1518.77 |
| 85 | 2009.02.03 15:20 | sell | 43 | 1.00 | 1.23830 | 0.00000 | 0.00000 | ||
| 86 | 2009.02.04 08:20 | close | 43 | 1.00 | 1.23729 | 0.00000 | 0.00000 | 81.04 | 1599.81 |
| 87 | 2009.02.04 08:20 | buy | 44 | 1.00 | 1.23729 | 0.00000 | 0.00000 | ||
| 88 | 2009.02.04 15:20 | close | 44 | 1.00 | 1.22866 | 0.00000 | 0.00000 | -702.39 | 897.42 |
| 89 | 2009.02.04 15:20 | sell | 45 | 1.00 | 1.22866 | 0.00000 | 0.00000 | ||
| 90 | 2009.02.05 01:20 | close | 45 | 1.00 | 1.23477 | 0.00000 | 0.00000 | -496.59 | 400.83 |
| 91 | 2009.02.05 01:20 | buy | 46 | 1.00 | 1.23477 | 0.00000 | 0.00000 | ||
| 92 | 2009.02.05 07:32 | close at stop | 46 | 1.00 | 1.22967 | 0.00000 | 0.00000 | -414.75 | -13.92 |