Strategy Tester Report
KeltnerPro
FinFX-Demo (Build 670)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2013.09.11 00:00 - 2014.09.10 23:59 (2013.09.11 - 2014.09.10)
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 test74691Ticks modelled14438072Modelling quality99.90%
Mismatched charts errors0
Initial deposit4000.00Spread3
Total net profit962.40Gross profit1805.90Gross loss-843.50
Profit factor2.14Expected payoff10.24
Absolute drawdown82.30Maximal drawdown200.40 (4.73%)Relative drawdown4.73% (200.40)
Total trades94Short positions (won %)40 (50.00%)Long positions (won %)54 (51.85%)
Profit trades (% of total)48 (51.06%)Loss trades (% of total)46 (48.94%)
Largestprofit trade55.00loss trade-28.40
Averageprofit trade37.62loss trade-18.34
Maximumconsecutive wins (profit in money)9 (337.00)consecutive losses (loss in money)7 (-175.10)
Maximalconsecutive profit (count of wins)337.00 (9)consecutive loss (count of losses)-175.10 (7)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.09.11 00:05sell10.101.572810.000000.00000
22013.09.11 00:05modify10.101.572811.573871.57266
32013.09.11 00:05close10.101.572981.573871.57266-1.703998.30
42013.09.11 00:10sell20.101.572940.000000.00000
52013.09.11 00:10modify20.101.572941.574011.57278
62013.09.11 00:10close20.101.573131.574011.57278-1.903996.40
72013.09.11 00:15sell30.101.573040.000000.00000
82013.09.11 00:15modify30.101.573041.574111.57288
92013.09.11 00:15close30.101.573271.574111.57288-2.303994.10
102013.09.11 00:20sell40.101.572870.000000.00000
112013.09.11 00:20modify40.101.572871.573941.57271
122013.09.11 00:21close40.101.573101.573941.57271-2.303991.80
132013.09.11 08:35buy50.101.578960.000000.00000
142013.09.11 08:35modify50.101.578961.575921.58380
152013.09.11 08:40buy60.101.579740.000000.00000
162013.09.11 08:40modify60.101.579741.576701.58458
172013.09.11 09:05close60.101.577551.576701.58458-21.903969.90
182013.09.11 09:11close50.101.576741.575921.58380-22.203947.70
192013.09.18 18:05buy70.101.604180.000000.00000
202013.09.18 18:05modify70.101.604181.601471.60824
212013.09.18 18:10buy80.101.606460.000000.00000
222013.09.18 18:10modify80.101.606461.603431.61128
232013.09.18 18:11close80.101.604071.603431.61128-23.903923.80
242013.09.18 18:15buy90.101.604270.000000.00000
252013.09.18 18:15modify90.101.604271.601241.60909
262013.09.18 18:20buy100.101.605430.000000.00000
272013.09.18 18:20modify100.101.605431.602401.61025
282013.09.18 18:43t/p70.101.608241.601471.6082440.603964.40
292013.09.18 18:49t/p90.101.609091.601241.6090948.204012.60
302013.09.18 18:55t/p100.101.610251.602401.6102548.204060.80
312013.09.27 05:30buy110.101.610780.000000.00000
322013.09.27 05:30modify110.101.610781.607861.61532
332013.09.27 05:35buy120.101.609660.000000.00000
342013.09.27 05:35modify120.101.609661.606741.61420
352013.09.27 05:40buy130.101.609710.000000.00000
362013.09.27 05:40modify130.101.609711.606791.61425
372013.09.27 07:19close110.101.608661.607861.61532-21.204039.60
382013.09.27 07:52close130.101.607731.606791.61425-19.804019.80
392013.09.27 07:52close120.101.607731.606741.61420-19.304000.50
402013.10.09 08:35sell140.101.597960.000000.00000
412013.10.09 08:35modify140.101.597961.600731.59378
422013.10.09 08:40sell150.101.597610.000000.00000
432013.10.09 08:40modify150.101.597611.600471.59321
442013.10.09 08:45sell160.101.597930.000000.00000
452013.10.09 08:45modify160.101.597931.600801.59350
462013.10.09 12:48t/p140.101.593781.600731.5937841.804042.30
472013.10.09 12:48t/p160.101.593501.600801.5935044.304086.60
482013.10.09 12:48t/p150.101.593211.600471.5932144.004130.60
492013.10.22 12:35buy170.101.619310.000000.00000
502013.10.22 12:35modify170.101.619311.616601.62337
512013.10.22 12:40buy180.101.618410.000000.00000
522013.10.22 12:40modify180.101.618411.615701.62247
532013.10.22 12:45buy190.101.618110.000000.00000
542013.10.22 12:45modify190.101.618111.615431.62209
552013.10.22 12:47close170.101.617421.616601.62337-18.904111.70
562013.10.22 12:50buy200.101.617360.000000.00000
572013.10.22 12:50modify200.101.617361.614681.62134
582013.10.22 12:52close180.101.616681.615701.62247-17.304094.40
592013.10.22 12:53close190.101.616251.615431.62209-18.604075.80
602013.10.22 12:55buy210.101.616590.000000.00000
612013.10.22 12:55modify210.101.616591.613911.62057
622013.10.22 14:03t/p210.101.620571.613911.6205739.804115.60
632013.10.22 14:37t/p200.101.621341.614681.6213439.804155.40
642013.10.29 00:30sell220.101.607830.000000.00000
652013.10.29 00:30modify220.101.607831.610161.60468
662013.10.29 00:31close220.101.609461.610161.60468-16.304139.10
672013.10.29 00:35sell230.101.607380.000000.00000
682013.10.29 00:35modify230.101.607381.609711.60422
692013.10.29 00:41close230.101.608941.609711.60422-15.604123.50
702013.10.30 18:25sell240.101.600830.000000.00000
712013.10.30 18:25modify240.101.600831.603211.59755
722013.10.30 18:59close240.101.602311.603211.59755-14.804108.70
732013.11.05 09:35buy250.101.603040.000000.00000
742013.11.05 09:35modify250.101.603041.600441.60684
752013.11.05 09:40buy260.101.602890.000000.00000
762013.11.05 09:40modify260.101.602891.600291.60669
772013.11.05 09:45buy270.101.604140.000000.00000
782013.11.05 09:45modify270.101.604141.601401.60825
792013.11.05 15:03close270.101.602381.601401.60825-17.604091.10
802013.11.05 21:35close250.101.604571.600441.6068415.304106.40
812013.11.05 21:40close260.101.604291.600291.6066914.004120.40
822013.11.08 13:40sell280.101.602010.000000.00000
832013.11.08 13:40modify280.101.602011.604471.59855
842013.11.08 13:45sell290.101.602020.000000.00000
852013.11.08 13:45modify290.101.602021.604481.59856
862013.11.08 13:50sell300.101.601940.000000.00000
872013.11.08 13:50modify300.101.601941.604691.59779
882013.11.08 14:50t/p280.101.598551.604471.5985534.604155.00
892013.11.08 14:50t/p290.101.598561.604481.5985634.604189.60
902013.11.08 14:51t/p300.101.597791.604691.5977941.504231.10
912013.11.12 09:35sell310.101.585670.000000.00000
922013.11.12 09:35modify310.101.585671.589101.57991
932013.11.12 09:40sell320.101.586600.000000.00000
942013.11.12 09:40modify320.101.586601.590021.58086
952013.11.12 09:45sell330.101.585540.000000.00000
962013.11.12 09:45modify330.101.585541.588921.57990
972013.11.12 10:04close330.101.588041.588921.57990-25.004206.10
982013.11.12 10:11close310.101.588131.589101.57991-24.604181.50
992013.11.12 12:47close320.101.589031.590021.58086-24.304157.20
1002013.11.13 10:35buy340.101.597950.000000.00000
1012013.11.13 10:35modify340.101.597951.594701.60328
1022013.11.13 10:40buy350.101.599630.000000.00000
1032013.11.13 10:40modify350.101.599631.596381.60496
1042013.11.13 10:45buy360.101.598970.000000.00000
1052013.11.13 10:45modify360.101.598971.595611.60456
1062013.11.13 10:51close350.101.597011.596381.60496-26.204131.00
1072013.11.13 10:55buy370.101.596540.000000.00000
1082013.11.13 10:55modify370.101.596541.593181.60213
1092013.11.13 10:55close360.101.596491.595611.60456-24.804106.20
1102013.11.13 10:58close340.101.595381.594701.60328-25.704080.50
1112013.11.13 11:03close370.101.594091.593181.60213-24.504056.00
1122013.11.27 09:50buy380.101.627120.000000.00000
1132013.11.27 09:50modify380.101.627121.624751.63036
1142013.11.27 09:55buy390.101.628330.000000.00000
1152013.11.27 09:55modify390.101.628331.625781.63200
1162013.11.27 10:00buy400.101.628240.000000.00000
1172013.11.27 10:00modify400.101.628241.625691.63191
1182013.11.27 11:33t/p380.101.630361.624751.6303632.404088.40
1192013.11.27 11:36t/p400.101.631911.625691.6319136.704125.10
1202013.11.27 11:36t/p390.101.632001.625781.6320036.704161.80
1212013.12.02 00:45buy410.101.643610.000000.00000
1222013.12.02 00:45modify410.101.643611.641051.64730
1232013.12.02 00:50buy420.101.642560.000000.00000
1242013.12.02 00:50modify420.101.642561.639871.64655
1252013.12.02 00:52close410.101.641741.641051.64730-18.704143.10
1262013.12.02 00:55buy430.101.641410.000000.00000
1272013.12.02 00:55modify430.101.641411.638721.64540
1282013.12.02 07:03close420.101.640741.639871.64655-18.204124.90
1292013.12.02 09:03close430.101.639561.638721.64540-18.504106.40
1302013.12.18 19:30buy440.101.643290.000000.00000
1312013.12.18 19:30modify440.101.643291.640481.64758
1322013.12.18 19:35t/p440.101.647581.640481.6475842.904149.30
1332014.01.10 13:35buy450.101.646790.000000.00000
1342014.01.10 13:35modify450.101.646791.644151.65067
1352014.01.10 13:55buy460.101.647690.000000.00000
1362014.01.10 13:55modify460.101.647691.644821.65211
1372014.01.10 14:11close460.101.645691.644821.65211-20.004129.30
1382014.01.10 14:56t/p450.101.650671.644151.6506738.804168.10
1392014.01.17 09:35buy470.101.643890.000000.00000
1402014.01.17 09:35modify470.101.643891.640301.65002
1412014.01.17 09:40buy480.101.644400.000000.00000
1422014.01.17 09:40modify480.101.644401.640791.65058
1432014.01.17 09:45buy490.101.643150.000000.00000
1442014.01.17 09:45modify490.101.643151.639541.64933
1452014.01.17 17:43close480.101.641561.640791.65058-28.404139.70
1462014.01.17 17:59close470.101.641231.640301.65002-26.604113.10
1472014.01.17 18:01close490.101.640361.639541.64933-27.904085.20
1482014.01.22 09:35buy500.101.652320.000000.00000
1492014.01.22 09:35modify500.101.652321.649741.65606
1502014.01.22 09:40buy510.101.653770.000000.00000
1512014.01.22 09:40modify510.101.653771.651051.65784
1522014.01.22 09:45buy520.101.654180.000000.00000
1532014.01.22 09:45modify520.101.654181.651341.65855
1542014.01.22 11:38t/p500.101.656061.649741.6560637.404122.60
1552014.01.22 13:46t/p510.101.657841.651051.6578440.704163.30
1562014.01.22 15:59t/p520.101.658551.651341.6585543.704207.00
1572014.01.24 12:25sell530.101.654660.000000.00000
1582014.01.24 12:25modify530.101.654661.657811.64956
1592014.01.24 12:30sell540.101.654230.000000.00000
1602014.01.24 12:30modify540.101.654231.657551.64873
1612014.01.24 14:56t/p530.101.649561.657811.6495651.004258.00
1622014.01.24 15:07t/p540.101.648731.657551.6487355.004313.00
1632014.02.12 10:35buy550.101.652730.000000.00000
1642014.02.12 10:35modify550.101.652731.649561.65787
1652014.02.12 10:40close550.101.649951.649561.65787-27.804285.20
1662014.02.12 10:45buy560.101.651300.000000.00000
1672014.02.12 10:45modify560.101.651301.648131.65644
1682014.02.12 14:40t/p560.101.656441.648131.6564451.404336.60
1692014.02.19 09:35sell570.101.667280.000000.00000
1702014.02.19 09:35modify570.101.667281.669661.66400
1712014.02.19 09:40sell580.101.667810.000000.00000
1722014.02.19 09:40modify580.101.667811.670191.66453
1732014.02.19 09:45sell590.101.667440.000000.00000
1742014.02.19 09:45modify590.101.667441.669821.66416
1752014.02.19 09:53close590.101.669141.669821.66416-17.004319.60
1762014.02.19 09:53close570.101.669141.669661.66400-18.604301.00
1772014.02.19 09:54close580.101.669231.670191.66453-14.204286.80
1782014.02.21 09:55buy600.101.668740.000000.00000
1792014.02.21 09:55modify600.101.668741.666271.67223
1802014.02.21 10:06close600.101.667181.666271.67223-15.604271.20
1812014.02.21 16:10sell610.101.663200.000000.00000
1822014.02.21 16:10modify610.101.663201.665971.65902
1832014.02.21 16:11close610.101.665221.665971.65902-20.204251.00
1842014.02.21 16:15sell620.101.664890.000000.00000
1852014.02.21 16:15modify620.101.664891.667721.66057
1862014.02.21 16:20sell630.101.665020.000000.00000
1872014.02.21 16:20modify630.101.665021.667851.66070
1882014.02.23 22:00close630.101.662891.667851.6607021.304272.30
1892014.02.23 22:00close620.101.662891.667721.6605720.004292.30
1902014.02.25 15:25sell640.101.666190.000000.00000
1912014.02.25 15:25modify640.101.666191.668731.66253
1922014.02.25 15:30sell650.101.666320.000000.00000
1932014.02.25 15:30modify650.101.666321.668861.66266
1942014.02.25 15:38close640.101.667771.668731.66253-15.804276.50
1952014.02.25 15:42close650.101.667971.668861.66266-16.504260.00
1962014.03.19 18:05sell660.101.658830.000000.00000
1972014.03.19 18:05modify660.101.658831.661031.65598
1982014.03.19 18:10sell670.101.657120.000000.00000
1992014.03.19 18:10modify670.101.657121.659851.65302
2002014.03.19 18:13t/p660.101.655981.661031.6559828.504288.50
2012014.03.19 18:15sell680.101.656280.000000.00000
2022014.03.19 18:15modify680.101.656281.659071.65205
2032014.03.19 18:20sell690.101.655530.000000.00000
2042014.03.19 18:20modify690.101.655531.658411.65107
2052014.03.19 18:23close690.101.657451.658411.65107-19.204269.30
2062014.03.19 18:25sell700.101.656410.000000.00000
2072014.03.19 18:25modify700.101.656411.659291.65195
2082014.03.19 19:00t/p670.101.653021.659851.6530241.004310.30
2092014.03.19 19:03t/p680.101.652051.659071.6520542.304352.60
2102014.03.19 19:03t/p700.101.651951.659291.6519544.604397.20
2112014.03.27 09:35buy710.101.663130.000000.00000
2122014.03.27 09:35modify710.101.663131.660521.66696
2132014.03.27 09:40buy720.101.662290.000000.00000
2142014.03.27 09:40modify720.101.662291.659681.66612
2152014.03.27 09:45buy730.101.662760.000000.00000
2162014.03.27 09:45modify730.101.662761.660151.66659
2172014.03.27 10:17close710.101.661461.660521.66696-16.704380.50
2182014.03.27 16:00close730.101.660921.660151.66659-18.404362.10
2192014.03.27 17:09close720.101.660611.659681.66612-16.804345.30
2202014.04.08 08:35buy740.101.671010.000000.00000
2212014.04.08 08:35modify740.101.671011.668101.67553
2222014.04.08 08:40buy750.101.670180.000000.00000
2232014.04.08 08:40modify750.101.670181.667271.67470
2242014.04.08 08:45buy760.101.669990.000000.00000
2252014.04.08 08:45modify760.101.669991.667081.67451
2262014.04.08 13:26t/p760.101.674511.667081.6745145.204390.50
2272014.04.08 13:27t/p750.101.674701.667271.6747045.204435.70
2282014.04.08 20:35close740.101.674611.668101.6755336.004471.70
2292014.04.09 18:25buy770.101.678770.000000.00000
2302014.04.09 18:25modify770.101.678771.676571.68162
2312014.04.10 00:57t/p770.101.681621.676571.6816228.504500.20
2322014.04.15 08:40buy780.101.672200.000000.00000
2332014.04.15 08:40modify780.101.672201.669951.67517
2342014.04.15 08:55buy790.101.671590.000000.00000
2352014.04.15 08:55modify790.101.671591.669341.67456
2362014.04.15 14:06t/p790.101.674561.669341.6745629.704529.90
2372014.04.15 20:40close780.101.672351.669951.675171.504531.40
2382014.06.12 20:05buy800.101.689100.000000.00000
2392014.06.12 20:05modify800.101.689101.686411.69311
2402014.06.12 20:10buy810.101.690110.000000.00000
2412014.06.12 20:10modify810.101.690111.687231.69457
2422014.06.12 20:15buy820.101.688910.000000.00000
2432014.06.12 20:15modify820.101.688911.685921.69361
2442014.06.12 21:10t/p800.101.693111.686411.6931140.104571.50
2452014.06.12 23:37t/p820.101.693611.685921.6936147.004618.50
2462014.06.12 23:40t/p810.101.694571.687231.6945744.604663.10
2472014.07.08 08:40sell830.101.708750.000000.00000
2482014.07.08 08:40modify830.101.708751.710841.70616
2492014.07.08 08:45sell840.101.708520.000000.00000
2502014.07.08 08:45modify840.101.708521.710661.70582
2512014.07.08 08:50sell850.101.709460.000000.00000
2522014.07.08 08:50modify850.101.709461.711601.70676
2532014.07.08 08:51close840.101.709701.710661.70582-11.804651.30
2542014.07.08 08:52close830.101.710081.710841.70616-13.304638.00
2552014.07.08 09:29close850.101.710721.711601.70676-12.604625.40
2562014.07.15 08:35buy860.101.713630.000000.00000
2572014.07.15 08:35modify860.101.713631.711081.71729
2582014.07.15 08:40buy870.101.714220.000000.00000
2592014.07.15 08:40modify870.101.714221.711581.71810
2602014.07.15 08:45buy880.101.714240.000000.00000
2612014.07.15 08:45modify880.101.714241.711601.71812
2622014.07.15 12:09t/p860.101.717291.711081.7172936.604662.00
2632014.07.15 14:00t/p870.101.718101.711581.7181038.804700.80
2642014.07.15 14:00t/p880.101.718121.711601.7181238.804739.60
2652014.08.13 09:35sell890.101.674510.000000.00000
2662014.08.13 09:35modify890.101.674511.677391.67005
2672014.08.13 09:40sell900.101.674690.000000.00000
2682014.08.13 09:40modify900.101.674691.677811.66968
2692014.08.13 09:45sell910.101.672560.000000.00000
2702014.08.13 09:45modify910.101.672561.675791.66728
2712014.08.13 14:18t/p890.101.670051.677391.6700544.604784.20
2722014.08.13 14:45t/p900.101.669681.677811.6696850.104834.30
2732014.08.13 21:45close910.101.668991.675791.6672835.704870.00
2742014.08.19 08:35sell920.101.664490.000000.00000
2752014.08.19 08:35modify920.101.664491.667231.66037
2762014.08.19 08:40sell930.101.665280.000000.00000
2772014.08.19 08:40modify930.101.665281.668021.66116
2782014.08.19 08:45sell940.101.664980.000000.00000
2792014.08.19 08:45modify940.101.664981.667721.66086
2802014.08.19 20:35close920.101.661771.667231.6603727.204897.20
2812014.08.19 20:40close930.101.661771.668021.6611635.104932.30
2822014.08.19 20:46close940.101.661971.667721.6608630.104962.40