Strategy Tester Report
Keltner Breakout FxFisherman
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
| 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 | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2124.50 | Gross profit | 7838.30 | Gross loss | -9962.80 |
| Profit factor | 0.79 | Expected payoff | -55.91 | ||
| Absolute drawdown | 4527.00 | Maximal drawdown | 4585.00 (45.59%) | Relative drawdown | 45.59% (4585.00) |
| Total trades | 38 | Short positions (won %) | 19 (31.58%) | Long positions (won %) | 19 (36.84%) |
| Profit trades (% of total) | 13 (34.21%) | Loss trades (% of total) | 25 (65.79%) | ||
| Largest | profit trade | 1317.00 | loss trade | -761.00 | |
| Average | profit trade | 602.95 | loss trade | -398.51 | |
| Maximum | consecutive wins (profit in money) | 2 (1854.30) | consecutive losses (loss in money) | 5 (-2259.70) | |
| Maximal | consecutive profit (count of wins) | 1854.30 (2) | consecutive loss (count of losses) | -2259.70 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 03:32 | sell | 1 | 1.00 | 1.35923 | 0.00000 | 0.00000 | ||
| 2 | 2010.03.01 10:15 | close | 1 | 1.00 | 1.36481 | 0.00000 | 0.00000 | -558.00 | 9442.00 |
| 3 | 2010.03.01 10:15 | buy | 2 | 1.00 | 1.36481 | 0.00000 | 0.00000 | ||
| 4 | 2010.03.01 12:40 | close | 2 | 1.00 | 1.35720 | 0.00000 | 0.00000 | -761.00 | 8681.00 |
| 5 | 2010.03.01 12:40 | sell | 3 | 1.00 | 1.35720 | 0.00000 | 0.00000 | ||
| 6 | 2010.03.01 21:00 | close | 3 | 1.00 | 1.35755 | 0.00000 | 0.00000 | -35.00 | 8646.00 |
| 7 | 2010.03.01 21:00 | buy | 4 | 1.00 | 1.35755 | 0.00000 | 0.00000 | ||
| 8 | 2010.03.02 02:20 | close | 4 | 1.00 | 1.35220 | 0.00000 | 0.00000 | -535.70 | 8110.30 |
| 9 | 2010.03.02 02:20 | sell | 5 | 1.00 | 1.35220 | 0.00000 | 0.00000 | ||
| 10 | 2010.03.02 13:15 | close | 5 | 1.00 | 1.35590 | 0.00000 | 0.00000 | -370.00 | 7740.30 |
| 11 | 2010.03.02 13:15 | buy | 6 | 1.00 | 1.35590 | 0.00000 | 0.00000 | ||
| 12 | 2010.03.03 09:15 | close | 6 | 1.00 | 1.36040 | 0.00000 | 0.00000 | 449.30 | 8189.60 |
| 13 | 2010.03.03 09:15 | sell | 7 | 1.00 | 1.36040 | 0.00000 | 0.00000 | ||
| 14 | 2010.03.03 10:16 | close | 7 | 1.00 | 1.36641 | 0.00000 | 0.00000 | -601.00 | 7588.60 |
| 15 | 2010.03.03 10:16 | buy | 8 | 1.00 | 1.36641 | 0.00000 | 0.00000 | ||
| 16 | 2010.03.04 04:20 | close | 8 | 1.00 | 1.36768 | 0.00000 | 0.00000 | 124.90 | 7713.50 |
| 17 | 2010.03.04 04:20 | sell | 9 | 1.00 | 1.36768 | 0.00000 | 0.00000 | ||
| 18 | 2010.03.05 04:15 | close | 9 | 1.00 | 1.36003 | 0.00000 | 0.00000 | 764.00 | 8477.50 |
| 19 | 2010.03.05 04:15 | buy | 10 | 1.00 | 1.36003 | 0.00000 | 0.00000 | ||
| 20 | 2010.03.05 07:20 | close | 10 | 1.00 | 1.35680 | 0.00000 | 0.00000 | -323.00 | 8154.50 |
| 21 | 2010.03.05 07:20 | sell | 11 | 1.00 | 1.35680 | 0.00000 | 0.00000 | ||
| 22 | 2010.03.05 10:02 | close | 11 | 1.00 | 1.36060 | 0.00000 | 0.00000 | -380.00 | 7774.50 |
| 23 | 2010.03.05 10:02 | buy | 12 | 1.00 | 1.36060 | 0.00000 | 0.00000 | ||
| 24 | 2010.03.05 14:35 | close | 12 | 1.00 | 1.35713 | 0.00000 | 0.00000 | -347.00 | 7427.50 |
| 25 | 2010.03.05 14:35 | sell | 13 | 1.00 | 1.35713 | 0.00000 | 0.00000 | ||
| 26 | 2010.03.05 16:45 | close | 13 | 1.00 | 1.36124 | 0.00000 | 0.00000 | -411.00 | 7016.50 |
| 27 | 2010.03.05 16:45 | buy | 14 | 1.00 | 1.36124 | 0.00000 | 0.00000 | ||
| 28 | 2010.03.08 11:15 | close | 14 | 1.00 | 1.36497 | 0.00000 | 0.00000 | 372.30 | 7388.80 |
| 29 | 2010.03.08 11:15 | sell | 15 | 1.00 | 1.36497 | 0.00000 | 0.00000 | ||
| 30 | 2010.03.08 15:37 | close | 15 | 1.00 | 1.36923 | 0.00000 | 0.00000 | -426.00 | 6962.80 |
| 31 | 2010.03.08 15:37 | buy | 16 | 1.00 | 1.36923 | 0.00000 | 0.00000 | ||
| 32 | 2010.03.08 16:50 | close | 16 | 1.00 | 1.36311 | 0.00000 | 0.00000 | -612.00 | 6350.80 |
| 33 | 2010.03.08 16:50 | sell | 17 | 1.00 | 1.36311 | 0.00000 | 0.00000 | ||
| 34 | 2010.03.09 19:00 | close | 17 | 1.00 | 1.36049 | 0.00000 | 0.00000 | 261.00 | 6611.80 |
| 35 | 2010.03.09 19:00 | buy | 18 | 1.00 | 1.36049 | 0.00000 | 0.00000 | ||
| 36 | 2010.03.10 07:50 | close | 18 | 1.00 | 1.35820 | 0.00000 | 0.00000 | -229.70 | 6382.10 |
| 37 | 2010.03.10 07:50 | sell | 19 | 1.00 | 1.35820 | 0.00000 | 0.00000 | ||
| 38 | 2010.03.10 12:40 | close | 19 | 1.00 | 1.36091 | 0.00000 | 0.00000 | -271.00 | 6111.10 |
| 39 | 2010.03.10 12:40 | buy | 20 | 1.00 | 1.36091 | 0.00000 | 0.00000 | ||
| 40 | 2010.03.11 08:33 | close | 20 | 1.00 | 1.36220 | 0.00000 | 0.00000 | 126.90 | 6238.00 |
| 41 | 2010.03.11 08:33 | sell | 21 | 1.00 | 1.36220 | 0.00000 | 0.00000 | ||
| 42 | 2010.03.11 11:03 | close | 21 | 1.00 | 1.36618 | 0.00000 | 0.00000 | -398.00 | 5840.00 |
| 43 | 2010.03.11 11:03 | buy | 22 | 1.00 | 1.36618 | 0.00000 | 0.00000 | ||
| 44 | 2010.03.15 02:50 | close | 22 | 1.00 | 1.37360 | 0.00000 | 0.00000 | 740.60 | 6580.60 |
| 45 | 2010.03.15 02:50 | sell | 23 | 1.00 | 1.37360 | 0.00000 | 0.00000 | ||
| 46 | 2010.03.16 03:20 | close | 23 | 1.00 | 1.36886 | 0.00000 | 0.00000 | 473.00 | 7053.60 |
| 47 | 2010.03.16 03:20 | buy | 24 | 1.00 | 1.36886 | 0.00000 | 0.00000 | ||
| 48 | 2010.03.16 08:20 | close | 24 | 1.00 | 1.36681 | 0.00000 | 0.00000 | -205.00 | 6848.60 |
| 49 | 2010.03.16 08:20 | sell | 25 | 1.00 | 1.36681 | 0.00000 | 0.00000 | ||
| 50 | 2010.03.16 11:07 | close | 25 | 1.00 | 1.37052 | 0.00000 | 0.00000 | -371.00 | 6477.60 |
| 51 | 2010.03.16 11:07 | buy | 26 | 1.00 | 1.37052 | 0.00000 | 0.00000 | ||
| 52 | 2010.03.17 10:37 | close | 26 | 1.00 | 1.37590 | 0.00000 | 0.00000 | 537.30 | 7014.90 |
| 53 | 2010.03.17 10:37 | sell | 27 | 1.00 | 1.37590 | 0.00000 | 0.00000 | ||
| 54 | 2010.03.19 05:00 | close | 27 | 1.00 | 1.36269 | 0.00000 | 0.00000 | 1317.00 | 8331.90 |
| 55 | 2010.03.19 05:00 | buy | 28 | 1.00 | 1.36269 | 0.00000 | 0.00000 | ||
| 56 | 2010.03.19 07:32 | close | 28 | 1.00 | 1.36002 | 0.00000 | 0.00000 | -267.00 | 8064.90 |
| 57 | 2010.03.19 07:32 | sell | 29 | 1.00 | 1.36002 | 0.00000 | 0.00000 | ||
| 58 | 2010.03.22 09:40 | close | 29 | 1.00 | 1.35322 | 0.00000 | 0.00000 | 679.00 | 8743.90 |
| 59 | 2010.03.22 09:40 | buy | 30 | 1.00 | 1.35322 | 0.00000 | 0.00000 | ||
| 60 | 2010.03.22 13:45 | close | 30 | 1.00 | 1.34887 | 0.00000 | 0.00000 | -435.00 | 8308.90 |
| 61 | 2010.03.22 13:45 | sell | 31 | 1.00 | 1.34887 | 0.00000 | 0.00000 | ||
| 62 | 2010.03.22 17:40 | close | 31 | 1.00 | 1.35536 | 0.00000 | 0.00000 | -649.00 | 7659.90 |
| 63 | 2010.03.22 17:40 | buy | 32 | 1.00 | 1.35536 | 0.00000 | 0.00000 | ||
| 64 | 2010.03.23 06:45 | close | 32 | 1.00 | 1.35382 | 0.00000 | 0.00000 | -154.70 | 7505.20 |
| 65 | 2010.03.23 06:45 | sell | 33 | 1.00 | 1.35382 | 0.00000 | 0.00000 | ||
| 66 | 2010.03.23 15:15 | close | 33 | 1.00 | 1.35441 | 0.00000 | 0.00000 | -59.00 | 7446.20 |
| 67 | 2010.03.23 15:15 | buy | 34 | 1.00 | 1.35441 | 0.00000 | 0.00000 | ||
| 68 | 2010.03.24 00:20 | close | 34 | 1.00 | 1.34719 | 0.00000 | 0.00000 | -722.70 | 6723.50 |
| 69 | 2010.03.24 00:20 | sell | 35 | 1.00 | 1.34719 | 0.00000 | 0.00000 | ||
| 70 | 2010.03.25 10:20 | close | 35 | 1.00 | 1.33550 | 0.00000 | 0.00000 | 1166.00 | 7889.50 |
| 71 | 2010.03.25 10:20 | buy | 36 | 1.00 | 1.33550 | 0.00000 | 0.00000 | ||
| 72 | 2010.03.25 18:45 | close | 36 | 1.00 | 1.32980 | 0.00000 | 0.00000 | -570.00 | 7319.50 |
| 73 | 2010.03.25 18:45 | sell | 37 | 1.00 | 1.32980 | 0.00000 | 0.00000 | ||
| 74 | 2010.03.26 03:20 | close | 37 | 1.00 | 1.33250 | 0.00000 | 0.00000 | -271.00 | 7048.50 |
| 75 | 2010.03.26 03:20 | buy | 38 | 1.00 | 1.33250 | 0.00000 | 0.00000 | ||
| 76 | 2010.03.26 21:57 | close at stop | 38 | 1.00 | 1.34077 | 0.00000 | 0.00000 | 827.00 | 7875.50 |