Strategy Tester Report
Keltner Breakout FxFisherman

SymbolEURUSD (Euro vs US Dollar)
Period30 Minutes (M30) 2006.07.03 00:00 - 2006.08.01 00:00 (2006.07.01 - 2006.08.01)
ModelEvery 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=15; 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=10; Keltner_Period=10; _______Session_______=(NULL); Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0;
Bars in test18669Ticks modelled84341Modelling quality51.26%
Initial deposit30000.00
Total net profit2378.70Gross profit11318.70Gross loss-8940.00
Profit factor1.27Expected payoff84.95
Absolute drawdown840.00Maximal drawdown4656.90 (12.75%)Relative drawdown12.75% (4656.90)
Total trades28Short positions (won %)16 (75.00%)Long positions (won %)12 (83.33%)
Profit trades (% of total)22 (78.57%)Loss trades (% of total)6 (21.43%)
Largestprofit trade623.10loss trade-2160.00
Averageprofit trade514.49loss trade-1490.00
Maximumconsecutive wins (profit in money)10 (5745.60)consecutive losses (loss in money)2 (-3840.00)
Maximalconsecutive profit (count of wins)5745.60 (10)consecutive loss (count of losses)-3840.00 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.07.03 12:42buy13.001.28050.00001.2822
22006.07.03 16:25modify13.001.28051.28051.2822
32006.07.03 16:27s/l13.001.28051.28051.28220.0030000.00
42006.07.05 00:16sell23.001.27780.00001.2758
52006.07.05 06:31close23.001.28060.00001.2758-840.0029160.00
62006.07.05 06:31buy33.001.28060.00001.2823
72006.07.05 07:30t/p33.001.28230.00001.2823510.0029670.00
82006.07.05 09:19sell43.001.27670.00001.2747
92006.07.05 14:52t/p43.001.27470.00001.2747600.0030270.00
102006.07.06 14:38buy53.001.27680.00001.2785
112006.07.07 09:08modify53.001.27681.27681.2785
122006.07.07 09:14t/p53.001.27851.27681.2785479.4030749.40
132006.07.07 14:07buy63.001.28080.00001.2825
142006.07.07 14:31modify63.001.28081.28091.2825
152006.07.07 14:31t/p63.001.28251.28091.2825510.0031259.40
162006.07.10 02:01sell73.001.27880.00001.2768
172006.07.10 13:00t/p73.001.27680.00001.2768600.0031859.40
182006.07.11 08:07sell83.001.27210.00001.2701
192006.07.12 14:56t/p83.001.27010.00001.2701623.1032482.50
202006.07.12 14:56sell93.001.26980.00001.2678
212006.07.12 16:27t/p93.001.26780.00001.2678600.0033082.50
222006.07.13 12:35sell103.001.26860.00001.2666
232006.07.14 08:05t/p103.001.26660.00001.2666623.1033705.60
242006.07.14 08:12sell113.001.26500.00001.2630
252006.07.14 15:50t/p113.001.26300.00001.2630600.0034305.60
262006.07.17 10:07sell123.001.26010.00001.2581
272006.07.17 10:23t/p123.001.25810.00001.2581600.0034905.60
282006.07.18 09:01buy133.001.25510.00001.2568
292006.07.18 11:07close133.001.25010.00001.2568-1500.0033405.60
302006.07.18 11:07sell143.001.25010.00001.2481
312006.07.18 16:37t/p143.001.24810.00001.2481600.0034005.60
322006.07.19 02:47sell153.001.24800.00001.2460
332006.07.19 14:30t/p153.001.24600.00001.2460600.0034605.60
342006.07.19 16:03buy163.001.25340.00001.2551
352006.07.19 16:07t/p163.001.25510.00001.2551510.0035115.60
362006.07.20 03:24buy173.001.26190.00001.2636
372006.07.20 12:55modify173.001.26191.26191.2636
382006.07.20 13:10t/p173.001.26361.26191.2636510.0035625.60
392006.07.21 09:21buy183.001.26680.00001.2685
402006.07.21 12:24modify183.001.26681.26681.2685
412006.07.21 13:40s/l183.001.26681.26681.26850.0035625.60
422006.07.24 02:04sell193.001.26730.00001.2653
432006.07.24 03:27t/p193.001.26530.00001.2653600.0036225.60
442006.07.25 02:42sell203.001.26040.00001.2584
452006.07.25 07:19close203.001.26480.00001.2584-1320.0034905.60
462006.07.25 07:19buy213.001.26480.00001.2665
472006.07.25 08:02modify213.001.26481.26481.2665
482006.07.25 08:24t/p213.001.26651.26481.2665510.0035415.60
492006.07.25 16:21sell223.001.26170.00001.2597
502006.07.25 17:18t/p223.001.25970.00001.2597600.0036015.60
512006.07.26 16:17buy233.001.26190.00001.2636
522006.07.26 18:00modify233.001.26191.26191.2636
532006.07.26 18:05t/p233.001.26361.26191.2636510.0036525.60
542006.07.27 14:31sell243.001.27110.00001.2691
552006.07.27 15:20close243.001.27670.00001.2691-1680.0034845.60
562006.07.27 15:20buy253.001.27670.00001.2784
572006.07.27 20:15close253.001.26950.00001.2784-2160.0032685.60
582006.07.27 20:15sell263.001.26950.00001.2675
592006.07.28 12:59t/p263.001.26750.00001.2675623.1033308.70
602006.07.28 13:57sell273.001.26610.00001.2641
612006.07.28 14:31close273.001.27090.00001.2641-1440.0031868.70
622006.07.28 14:31buy283.001.27090.00001.2726
632006.07.28 14:31t/p283.001.27260.00001.2726510.0032378.70