Strategy Tester Report
Keltner Breakout FxFisherman
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2006.07.02 21:30 - 2006.08.03 00:00 (2006.07.01 - 2006.08.03) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | _______Position_______=(NULL); Lots=3; Lots_PCT=10; Use_Lots_PCT=false; TP=20; SL=10; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=(NULL); TS_Mode=1; TS_Trigger=15; TS_Sensitivity=5; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=(NULL); Extra_Pips=15; Keltner_Period=10; _______Session_______=(NULL); Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0; | ||||
| Bars in test | 13495 | Ticks modelled | 102555 | Modelling quality | 77.53% |
| Initial deposit | 3000.00 | ||||
| Total net profit | 7920.00 | Gross profit | 9870.00 | Gross loss | -1950.00 |
| Profit factor | 5.06 | Expected payoff | 377.14 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 1950.00 (24.16%) | Relative drawdown | 24.16% (1950.00) |
| Total trades | 21 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 10 (100.00%) |
| Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
| Largest | profit trade | 600.00 | loss trade | -1950.00 | |
| Average | profit trade | 493.50 | loss trade | -1950.00 | |
| Maximum | consecutive wins (profit in money) | 10 (5070.00) | consecutive losses (loss in money) | 1 (-1950.00) | |
| Maximal | consecutive profit (count of wins) | 5070.00 (10) | consecutive loss (count of losses) | -1950.00 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.07.05 05:14 | buy | 1 | 3.00 | 1.2814 | 0.0000 | 1.2832 | ||
| 2 | 2006.07.05 05:34 | modify | 1 | 3.00 | 1.2814 | 1.2820 | 1.2832 | ||
| 3 | 2006.07.05 05:40 | s/l | 1 | 3.00 | 1.2820 | 1.2820 | 1.2832 | 180.00 | 3180.00 |
| 4 | 2006.07.05 07:43 | sell | 2 | 3.00 | 1.2758 | 0.0000 | 1.2738 | ||
| 5 | 2006.07.05 13:17 | t/p | 2 | 3.00 | 1.2738 | 0.0000 | 1.2738 | 600.00 | 3780.00 |
| 6 | 2006.07.06 12:31 | buy | 3 | 3.00 | 1.2772 | 0.0000 | 1.2790 | ||
| 7 | 2006.07.07 07:22 | modify | 3 | 3.00 | 1.2772 | 1.2777 | 1.2790 | ||
| 8 | 2006.07.07 07:24 | s/l | 3 | 3.00 | 1.2777 | 1.2777 | 1.2790 | 150.00 | 3930.00 |
| 9 | 2006.07.07 12:30 | buy | 4 | 3.00 | 1.2814 | 0.0000 | 1.2832 | ||
| 10 | 2006.07.07 12:31 | modify | 4 | 3.00 | 1.2814 | 1.2819 | 1.2832 | ||
| 11 | 2006.07.07 12:31 | t/p | 4 | 3.00 | 1.2832 | 1.2819 | 1.2832 | 540.00 | 4470.00 |
| 12 | 2006.07.10 11:08 | sell | 5 | 3.00 | 1.2758 | 0.0000 | 1.2738 | ||
| 13 | 2006.07.10 12:43 | t/p | 5 | 3.00 | 1.2738 | 0.0000 | 1.2738 | 600.00 | 5070.00 |
| 14 | 2006.07.11 06:52 | sell | 6 | 3.00 | 1.2711 | 0.0000 | 1.2691 | ||
| 15 | 2006.07.12 12:31 | t/p | 6 | 3.00 | 1.2691 | 0.0000 | 1.2691 | 600.00 | 5670.00 |
| 16 | 2006.07.12 12:32 | sell | 7 | 3.00 | 1.2690 | 0.0000 | 1.2670 | ||
| 17 | 2006.07.13 15:19 | t/p | 7 | 3.00 | 1.2670 | 0.0000 | 1.2670 | 600.00 | 6270.00 |
| 18 | 2006.07.14 06:24 | sell | 8 | 3.00 | 1.2650 | 0.0000 | 1.2630 | ||
| 19 | 2006.07.14 13:55 | t/p | 8 | 3.00 | 1.2630 | 0.0000 | 1.2630 | 600.00 | 6870.00 |
| 20 | 2006.07.17 08:13 | sell | 9 | 3.00 | 1.2593 | 0.0000 | 1.2573 | ||
| 21 | 2006.07.17 08:38 | t/p | 9 | 3.00 | 1.2573 | 0.0000 | 1.2573 | 600.00 | 7470.00 |
| 22 | 2006.07.18 09:08 | sell | 10 | 3.00 | 1.2500 | 0.0000 | 1.2480 | ||
| 23 | 2006.07.18 14:46 | t/p | 10 | 3.00 | 1.2480 | 0.0000 | 1.2480 | 600.00 | 8070.00 |
| 24 | 2006.07.19 12:30 | sell | 11 | 3.00 | 1.2459 | 0.0000 | 1.2439 | ||
| 25 | 2006.07.19 14:01 | close | 11 | 3.00 | 1.2524 | 0.0000 | 1.2439 | -1950.00 | 6120.00 |
| 26 | 2006.07.19 14:01 | buy | 12 | 3.00 | 1.2524 | 0.0000 | 1.2542 | ||
| 27 | 2006.07.19 14:01 | modify | 12 | 3.00 | 1.2524 | 1.2529 | 1.2542 | ||
| 28 | 2006.07.19 14:01 | t/p | 12 | 3.00 | 1.2542 | 1.2529 | 1.2542 | 540.00 | 6660.00 |
| 29 | 2006.07.20 11:12 | buy | 13 | 3.00 | 1.2640 | 0.0000 | 1.2658 | ||
| 30 | 2006.07.21 07:15 | t/p | 13 | 3.00 | 1.2658 | 0.0000 | 1.2658 | 540.00 | 7200.00 |
| 31 | 2006.07.21 08:35 | buy | 14 | 3.00 | 1.2681 | 0.0000 | 1.2699 | ||
| 32 | 2006.07.21 19:59 | modify | 14 | 3.00 | 1.2681 | 1.2686 | 1.2699 | ||
| 33 | 2006.07.23 21:30 | t/p | 14 | 3.00 | 1.2699 | 1.2686 | 1.2699 | 540.00 | 7740.00 |
| 34 | 2006.07.24 00:50 | sell | 15 | 3.00 | 1.2662 | 0.0000 | 1.2642 | ||
| 35 | 2006.07.24 01:28 | t/p | 15 | 3.00 | 1.2642 | 0.0000 | 1.2642 | 600.00 | 8340.00 |
| 36 | 2006.07.25 05:27 | buy | 16 | 3.00 | 1.2652 | 0.0000 | 1.2670 | ||
| 37 | 2006.07.25 06:24 | modify | 16 | 3.00 | 1.2652 | 1.2658 | 1.2670 | ||
| 38 | 2006.07.25 06:32 | t/p | 16 | 3.00 | 1.2670 | 1.2658 | 1.2670 | 540.00 | 8880.00 |
| 39 | 2006.07.25 15:12 | sell | 17 | 3.00 | 1.2605 | 0.0000 | 1.2585 | ||
| 40 | 2006.07.25 15:26 | t/p | 17 | 3.00 | 1.2585 | 0.0000 | 1.2585 | 600.00 | 9480.00 |
| 41 | 2006.07.26 16:05 | buy | 18 | 3.00 | 1.2638 | 0.0000 | 1.2656 | ||
| 42 | 2006.07.26 16:40 | modify | 18 | 3.00 | 1.2638 | 1.2643 | 1.2656 | ||
| 43 | 2006.07.26 16:50 | t/p | 18 | 3.00 | 1.2656 | 1.2643 | 1.2656 | 540.00 | 10020.00 |
| 44 | 2006.07.27 12:31 | sell | 19 | 3.00 | 1.2706 | 0.0000 | 1.2686 | ||
| 45 | 2006.07.27 18:29 | t/p | 19 | 3.00 | 1.2686 | 0.0000 | 1.2686 | 600.00 | 10620.00 |
| 46 | 2006.07.28 12:33 | buy | 20 | 3.00 | 1.2724 | 0.0000 | 1.2742 | ||
| 47 | 2006.07.28 12:35 | modify | 20 | 3.00 | 1.2724 | 1.2729 | 1.2742 | ||
| 48 | 2006.07.28 12:37 | s/l | 20 | 3.00 | 1.2729 | 1.2729 | 1.2742 | 150.00 | 10770.00 |
| 49 | 2006.08.01 10:55 | buy | 21 | 3.00 | 1.2767 | 0.0000 | 1.2785 | ||
| 50 | 2006.08.01 12:30 | modify | 21 | 3.00 | 1.2767 | 1.2772 | 1.2785 | ||
| 51 | 2006.08.01 12:30 | s/l | 21 | 3.00 | 1.2772 | 1.2772 | 1.2785 | 150.00 | 10920.00 |