Strategy Tester Report
KeltnerPro
FinFX-Demo (Build 670)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2013.09.10 00:00 - 2014.09.08 23:45 (2013.09.10 - 2014.09.09)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStarting_Lot=0.1; Increasing_Lot=false; Risk=0.05; comment="KelnerPro"; MagicNumber=12780; Slip=3; MaxOpenOrders=3;
Bars in test24807Ticks modelled24806Modelling qualityn/a
Mismatched charts errors0
Initial deposit4000.00Spread2
Total net profit497.96Gross profit1651.24Gross loss-1153.28
Profit factor1.43Expected payoff5.03
Absolute drawdown23.90Maximal drawdown359.64 (8.05%)Relative drawdown8.05% (359.64)
Total trades99Short positions (won %)48 (45.83%)Long positions (won %)51 (56.86%)
Profit trades (% of total)51 (51.52%)Loss trades (% of total)48 (48.48%)
Largestprofit trade70.70loss trade-48.80
Averageprofit trade32.38loss trade-24.03
Maximumconsecutive wins (profit in money)6 (255.80)consecutive losses (loss in money)15 (-356.64)
Maximalconsecutive profit (count of wins)255.80 (6)consecutive loss (count of losses)-356.64 (15)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.09.18 18:15buy10.101.346340.000000.00000
22013.09.18 18:15modify10.101.346341.342531.35300
32013.09.18 18:30buy20.101.348760.000000.00000
42013.09.18 18:30modify20.101.348761.344951.35542
52013.09.18 18:45buy30.101.350750.000000.00000
62013.09.18 18:45modify30.101.350751.346851.35761
72013.09.19 02:00t/p10.101.353001.342531.3530065.244065.24
82013.09.19 06:45close20.101.353351.344951.3554244.544109.78
92013.09.19 07:00close30.101.353881.346851.3576129.944139.72
102013.09.30 13:00buy40.101.354250.000000.00000
112013.09.30 13:00modify40.101.354251.351861.35755
122013.09.30 13:15buy50.101.353770.000000.00000
132013.09.30 13:15modify50.101.353771.351281.35729
142013.09.30 14:00close40.101.352761.351861.35755-15.604124.12
152013.09.30 14:15close50.101.352051.351281.35729-17.904106.22
162013.10.02 13:00buy60.101.359170.000000.00000
172013.10.02 13:00modify60.101.359171.356671.36272
182013.10.02 13:15buy70.101.359640.000000.00000
192013.10.02 13:15modify70.101.359641.356931.36369
202013.10.02 13:30buy80.101.359090.000000.00000
212013.10.02 13:30modify80.101.359091.356201.36356
222013.10.02 20:45close70.101.357831.356931.36369-18.804087.42
232013.10.03 01:45close80.101.359761.356201.363565.344092.76
242013.10.03 01:45close60.101.359761.356671.362724.544097.30
252013.10.04 16:45sell90.101.355240.000000.00000
262013.10.04 16:45modify90.101.355241.357981.35111
272013.10.06 22:30close90.101.357021.357981.35111-18.504078.80
282013.10.15 09:30sell100.101.350450.000000.00000
292013.10.15 09:30modify100.101.350451.352781.34730
302013.10.15 09:45sell110.101.350710.000000.00000
312013.10.15 09:45modify110.101.350711.353081.34747
322013.10.15 10:00sell120.101.350070.000000.00000
332013.10.15 10:00modify120.101.350071.352441.34683
342013.10.15 18:15close120.101.351861.352441.34683-18.604060.20
352013.10.15 18:15close100.101.351861.352781.34730-14.804045.40
362013.10.15 18:30close110.101.352171.353081.34747-15.304030.10
372013.10.16 15:00sell130.101.348470.000000.00000
382013.10.16 15:00modify130.101.348471.350991.34487
392013.10.16 16:30close130.101.350951.350991.34487-25.504004.60
402013.10.17 07:45buy140.101.362620.000000.00000
412013.10.17 07:45modify140.101.362621.359581.36746
422013.10.17 08:00buy150.101.362910.000000.00000
432013.10.17 08:00modify150.101.362911.359771.36797
442013.10.17 08:15buy160.101.362420.000000.00000
452013.10.17 08:15modify160.101.362421.359111.36789
462013.10.17 13:45t/p140.101.367461.359581.3674647.704052.30
472013.10.17 20:15close150.101.367511.359771.3679745.304097.60
482013.10.17 20:30close160.101.367401.359111.3678949.104146.70
492013.10.22 12:45buy170.101.372380.000000.00000
502013.10.22 12:45modify170.101.372381.369751.37624
512013.10.22 13:00buy180.101.372750.000000.00000
522013.10.22 13:00modify180.101.372751.370121.37661
532013.10.22 13:15buy190.101.373570.000000.00000
542013.10.22 13:15modify190.101.373571.370941.37743
552013.10.22 14:00t/p170.101.376241.369751.3762437.904184.60
562013.10.22 14:15t/p180.101.376611.370121.3766137.904222.50
572013.10.22 14:30t/p190.101.377431.370941.3774337.904260.40
582013.10.30 18:30sell200.101.371130.000000.00000
592013.10.30 18:30modify200.101.371131.373821.36714
602013.10.30 18:45sell210.101.372710.000000.00000
612013.10.30 18:45modify210.101.372711.375401.36872
622013.10.30 19:00close200.101.373021.373821.36714-19.604240.80
632013.10.31 07:00close210.101.369871.375401.3687227.764268.56
642013.11.07 13:00sell220.101.336350.000000.00000
652013.11.07 13:00modify220.101.336351.340671.32848
662013.11.07 13:15sell230.101.336050.000000.00000
672013.11.07 13:15modify230.101.336051.340371.32818
682013.11.07 13:30sell240.101.332850.000000.00000
692013.11.07 13:30modify240.101.332851.337171.32498
702013.11.07 14:15close240.101.336181.337171.32498-34.004234.56
712013.11.07 16:15close230.101.339421.340371.32818-34.404200.16
722013.11.07 17:15close220.101.339871.340671.32848-35.904164.26
732013.11.08 13:45sell250.101.339020.000000.00000
742013.11.08 13:45modify250.101.339021.341591.33529
752013.11.08 14:30sell260.101.335840.000000.00000
762013.11.08 14:30modify260.101.335841.338481.33197
772013.11.08 14:45sell270.101.335340.000000.00000
782013.11.08 14:45modify270.101.335341.337981.33147
792013.11.08 15:00t/p250.101.335291.341591.3352936.604200.86
802013.11.08 21:00close270.101.337121.337981.33147-18.504182.36
812013.11.10 22:45close260.101.335711.338481.331970.604182.96
822013.11.13 16:45buy280.101.345600.000000.00000
832013.11.13 16:45modify280.101.345601.343091.34918
842013.11.14 05:00close280.101.346671.343091.349189.344192.30
852013.11.20 15:45sell290.101.346450.000000.00000
862013.11.20 15:45modify290.101.346451.349471.34167
872013.11.20 16:00sell300.101.346620.000000.00000
882013.11.20 16:00modify300.101.346621.349601.34192
892013.11.20 16:15sell310.101.345110.000000.00000
902013.11.20 16:15modify310.101.345111.348011.34060
912013.11.21 04:00close290.101.342301.349471.3416740.864233.16
922013.11.21 04:15close300.101.342311.349601.3419242.464275.62
932013.11.21 04:30close310.101.341881.348011.3406031.664307.28
942013.12.02 09:45sell320.101.355220.000000.00000
952013.12.02 09:45modify320.101.355221.357611.35193
962013.12.02 22:00close320.101.354171.357611.351939.804317.08
972013.12.04 14:00sell330.101.353820.000000.00000
982013.12.04 14:00modify330.101.353821.355941.35118
992013.12.04 14:15sell340.101.352990.000000.00000
1002013.12.04 14:15modify340.101.352991.355251.35001
1012013.12.04 14:30sell350.101.354500.000000.00000
1022013.12.04 14:30modify350.101.354501.356861.35127
1032013.12.04 14:30close340.101.354521.355251.35001-16.004301.08
1042013.12.04 15:45close330.101.355691.355941.35118-19.404281.68
1052013.12.04 16:15close350.101.356441.356861.35127-20.104261.58
1062013.12.05 14:15buy360.101.363320.000000.00000
1072013.12.05 14:15modify360.101.363321.360391.36789
1082013.12.05 15:00buy370.101.365290.000000.00000
1092013.12.05 15:00modify370.101.365291.362251.37012
1102013.12.06 02:30close360.101.366681.360391.3678932.684294.26
1112013.12.06 03:15close370.101.366701.362251.3701213.184307.44
1122013.12.18 20:30sell380.101.370920.000000.00000
1132013.12.18 20:30modify380.101.370921.374041.36589
1142013.12.18 20:45sell390.101.369440.000000.00000
1152013.12.18 20:45modify390.101.369441.372671.36416
1162013.12.18 21:00sell400.101.369750.000000.00000
1172013.12.18 21:00modify400.101.369751.373361.36357
1182013.12.19 02:15t/p380.101.365891.374041.3658949.664357.10
1192013.12.19 09:00close390.101.367161.372671.3641622.164379.26
1202013.12.19 09:15close400.101.367261.373361.3635724.264403.52
1212013.12.27 11:45buy410.101.386050.000000.00000
1222013.12.27 11:45modify410.101.386051.381241.39508
1232013.12.27 12:00buy420.101.385240.000000.00000
1242013.12.27 12:00modify420.101.385241.380431.39427
1252013.12.27 12:15buy430.101.383740.000000.00000
1262013.12.27 12:15modify430.101.383741.378941.39274
1272013.12.27 13:00s/l410.101.381241.381241.39508-48.804354.72
1282013.12.27 13:00close420.101.381191.380431.39427-41.204313.52
1292013.12.27 15:15close430.101.379901.378941.39274-39.104274.42
1302014.01.09 14:15sell440.101.357430.000000.00000
1312014.01.09 14:15modify440.101.357431.360041.35361
1322014.01.09 14:45sell450.101.356990.000000.00000
1332014.01.09 14:45modify450.101.356991.359601.35317
1342014.01.09 15:15close450.101.358891.359601.35317-19.704254.72
1352014.01.09 16:15close440.101.359121.360041.35361-17.604237.12
1362014.01.10 13:45buy460.101.363690.000000.00000
1372014.01.10 13:45modify460.101.363691.360921.36787
1382014.01.10 14:00buy470.101.363660.000000.00000
1392014.01.10 14:00modify470.101.363661.360891.36784
1402014.01.10 14:15buy480.101.363710.000000.00000
1412014.01.10 14:15modify480.101.363711.360941.36789
1422014.01.12 22:00close480.101.367181.360941.3678934.004271.12
1432014.01.12 22:00close470.101.367181.360891.3678434.504305.62
1442014.01.12 22:00close460.101.367181.360921.3678734.204339.82
1452014.01.23 08:15buy490.101.361970.000000.00000
1462014.01.23 08:15modify490.101.361971.359461.36555
1472014.01.23 08:30buy500.101.362970.000000.00000
1482014.01.23 08:30modify500.101.362971.360211.36715
1492014.01.23 08:45buy510.101.362910.000000.00000
1502014.01.23 08:45modify510.101.362911.359791.36792
1512014.01.23 13:45t/p490.101.365551.359461.3655535.104374.92
1522014.01.23 15:00t/p500.101.367151.360211.3671541.104416.02
1532014.01.23 15:45t/p510.101.367921.359791.3679249.404465.42
1542014.01.24 11:30buy520.101.372590.000000.00000
1552014.01.24 11:30modify520.101.372591.370261.37575
1562014.01.24 11:45buy530.101.371990.000000.00000
1572014.01.24 11:45modify530.101.371991.369531.37544
1582014.01.24 12:00buy540.101.371810.000000.00000
1592014.01.24 12:00modify540.101.371811.369351.37526
1602014.01.24 12:30s/l520.101.370261.370261.37575-24.004441.42
1612014.01.24 12:30s/l530.101.369531.369531.37544-25.304416.12
1622014.01.24 12:30s/l540.101.369351.369351.37526-25.304390.82
1632014.01.29 13:15sell550.101.360830.000000.00000
1642014.01.29 13:15modify550.101.360831.363331.35729
1652014.01.29 13:45s/l550.101.363331.363331.35729-25.704365.12
1662014.01.29 14:30buy560.101.366380.000000.00000
1672014.01.29 14:30modify560.101.366381.363831.37005
1682014.01.29 14:45buy570.101.366230.000000.00000
1692014.01.29 14:45modify570.101.366231.363681.36990
1702014.01.29 15:45close570.101.364341.363681.36990-19.604345.52
1712014.01.29 15:45close560.101.364341.363831.37005-21.104324.42
1722014.02.06 13:45buy580.101.359470.000000.00000
1732014.02.06 13:45modify580.101.359471.356671.36373
1742014.02.06 14:00buy590.101.361040.000000.00000
1752014.02.06 14:00modify590.101.361041.357771.36642
1762014.02.06 14:15buy600.101.360570.000000.00000
1772014.02.06 14:15modify600.101.360571.357081.36648
1782014.02.06 19:45close590.101.358731.357771.36642-23.804300.62
1792014.02.07 08:30s/l580.101.356671.356671.36373-28.924271.70
1802014.02.07 08:30s/l600.101.357081.357081.36648-35.824235.88
1812014.02.12 11:45sell610.101.357650.000000.00000
1822014.02.12 11:45modify610.101.357651.359891.35471
1832014.02.12 12:00sell620.101.358540.000000.00000
1842014.02.12 12:00modify620.101.358541.361001.35508
1852014.02.12 12:15sell630.101.358430.000000.00000
1862014.02.12 12:15modify630.101.358431.360911.35492
1872014.02.12 16:00close610.101.359011.359891.35471-14.304221.58
1882014.02.13 01:15close630.101.360131.360911.35492-17.644203.94
1892014.02.13 01:15close620.101.360131.361001.35508-16.544187.40
1902014.02.28 10:15buy640.101.380580.000000.00000
1912014.02.28 10:15modify640.101.380581.377431.38567
1922014.02.28 10:30buy650.101.379690.000000.00000
1932014.02.28 10:30modify650.101.379691.376431.38503
1942014.02.28 10:45buy660.101.379240.000000.00000
1952014.02.28 10:45modify660.101.379241.375981.38458
1962014.03.02 22:00close640.101.377651.377431.38567-30.004157.40
1972014.03.02 22:30close650.101.377351.376431.38503-24.104133.30
1982014.03.03 07:45close660.101.376881.375981.38458-24.524108.78
1992014.03.06 13:45buy670.101.381530.000000.00000
2002014.03.06 13:45modify670.101.381531.378861.38549
2012014.03.06 14:00buy680.101.381320.000000.00000
2022014.03.06 14:00modify680.101.381321.378381.38591
2032014.03.06 14:15buy690.101.382970.000000.00000
2042014.03.06 14:15modify690.101.382971.379871.38793
2052014.03.06 17:00t/p670.101.385491.378861.3854938.904147.68
2062014.03.06 17:00t/p680.101.385911.378381.3859145.204192.88
2072014.03.07 02:30close690.101.385801.379871.3879327.384220.26
2082014.03.13 18:00sell700.101.385080.000000.00000
2092014.03.13 18:00modify700.101.385081.388271.37989
2102014.03.14 08:15close700.101.387541.388271.37989-25.284194.98
2112014.03.14 14:15buy710.101.392610.000000.00000
2122014.03.14 14:15modify710.101.392611.389971.39649
2132014.03.14 15:15close710.101.390461.389971.39649-22.204172.78
2142014.03.19 18:15sell720.101.385590.000000.00000
2152014.03.19 18:15modify720.101.385591.388141.38191
2162014.03.19 18:30sell730.101.384720.000000.00000
2172014.03.19 18:30modify730.101.384721.387381.38079
2182014.03.19 18:45sell740.101.382800.000000.00000
2192014.03.19 18:45modify740.101.382801.385511.37875
2202014.03.19 19:00t/p720.101.381911.388141.3819136.104208.88
2212014.03.19 19:00sell750.101.381610.000000.00000
2222014.03.19 19:00modify750.101.381611.384591.37693
2232014.03.20 05:00close750.101.383641.384591.37693-20.944187.94
2242014.03.20 07:00close730.101.383421.387381.3807912.364200.30
2252014.03.20 08:15close740.101.382421.385511.378753.164203.46
2262014.03.24 18:00buy760.101.384360.000000.00000
2272014.03.24 18:00modify760.101.384361.381171.38953
2282014.03.24 18:15buy770.101.383830.000000.00000
2292014.03.24 18:15modify770.101.383831.380651.38900
2302014.03.25 07:00close770.101.383951.380651.389000.284203.74
2312014.03.25 09:30close760.101.381371.381171.38953-30.824172.92
2322014.04.03 13:15sell780.101.372110.000000.00000
2332014.04.03 13:15modify780.101.372111.374791.36813
2342014.04.03 13:30sell790.101.372540.000000.00000
2352014.04.03 13:30modify790.101.372541.375351.36824
2362014.04.03 14:15sell800.101.370750.000000.00000
2372014.04.03 14:15modify800.101.370751.373711.36612
2382014.04.04 01:30close780.101.371571.374791.368134.724177.64
2392014.04.04 01:45close790.101.371421.375351.3682410.524188.16
2402014.04.04 05:30close800.101.370531.373711.366121.524189.68
2412014.05.02 13:15sell810.101.381530.000000.00000
2422014.05.02 13:15modify810.101.381531.383541.37913
2432014.05.02 14:15s/l810.101.383541.383541.37913-20.804168.88
2442014.05.02 14:45buy820.101.386420.000000.00000
2452014.05.02 14:45modify820.101.386421.384291.38910
2462014.05.02 15:00buy830.101.386510.000000.00000
2472014.05.02 15:00modify830.101.386511.384381.38919
2482014.05.04 21:00close830.101.387701.384381.3891911.204180.08
2492014.05.04 21:00close820.101.387701.384291.3891012.104192.18
2502014.05.08 13:00sell840.101.388730.000000.00000
2512014.05.08 13:00modify840.101.388731.391591.38433
2522014.05.08 13:15sell850.101.389150.000000.00000
2532014.05.08 13:15modify850.101.389151.392211.38427
2542014.05.08 13:30sell860.101.388330.000000.00000
2552014.05.08 13:30modify860.101.388331.391511.38317
2562014.05.08 20:00t/p840.101.384331.391591.3843343.304235.48
2572014.05.08 20:00t/p850.101.384271.392211.3842748.104283.58
2582014.05.09 01:45close860.101.383781.391511.3831744.824328.40
2592014.06.05 12:45sell870.101.353840.000000.00000
2602014.06.05 12:45modify870.101.353841.357511.34751
2612014.06.05 13:00sell880.101.353820.000000.00000
2622014.06.05 13:00modify880.101.353821.357491.34749
2632014.06.05 13:15sell890.101.355840.000000.00000
2642014.06.05 13:15modify890.101.355841.359511.34951
2652014.06.05 13:30close880.101.356931.357491.34749-31.804296.60
2662014.06.05 13:30close870.101.356931.357511.34751-31.604265.00
2672014.06.05 14:00buy900.101.358930.000000.00000
2682014.06.05 14:00modify900.101.358931.355261.36526
2692014.06.05 14:00close890.101.358931.359511.34951-31.604233.40
2702014.06.05 14:15buy910.101.361950.000000.00000
2712014.06.05 14:15modify910.101.361951.358281.36828
2722014.06.05 14:30buy920.101.362110.000000.00000
2732014.06.05 14:30modify920.101.362111.358251.36888
2742014.06.05 17:45t/p900.101.365261.355261.3652662.604296.00
2752014.06.06 02:30close910.101.366061.358281.3682840.184336.18
2762014.06.06 02:45close920.101.366081.358251.3688838.784374.96
2772014.08.13 13:00buy930.101.339710.000000.00000
2782014.08.13 13:00modify930.101.339711.337331.34299
2792014.08.13 13:15buy940.101.339220.000000.00000
2802014.08.13 13:15modify940.101.339221.336841.34250
2812014.08.13 13:30buy950.101.338830.000000.00000
2822014.08.13 13:30modify950.101.338831.336451.34211
2832014.08.13 14:00close930.101.337961.337331.34299-18.204356.76
2842014.08.13 14:30close940.101.337811.336841.34250-14.804341.96
2852014.08.13 15:15close950.101.337421.336451.34211-14.804327.16
2862014.09.04 12:00sell960.101.301540.000000.00000
2872014.09.04 12:00modify960.101.301541.304771.29625
2882014.09.04 12:15sell970.101.303900.000000.00000
2892014.09.04 12:15modify970.101.303901.307561.29760
2902014.09.04 12:15close960.101.303921.304771.29625-24.504302.66
2912014.09.04 12:30sell980.101.302390.000000.00000
2922014.09.04 12:30modify980.101.302391.306051.29609
2932014.09.04 12:45sell990.101.302360.000000.00000
2942014.09.04 12:45modify990.101.302361.306371.29522
2952014.09.04 14:45t/p970.101.297601.307561.2976062.304364.96
2962014.09.04 15:30t/p980.101.296091.306051.2960962.304427.26
2972014.09.04 15:30t/p990.101.295221.306371.2952270.704497.96