Strategy Tester Report
KeltnerPro
FinFX-Demo (Build 670)

SymbolAUDUSD (Australian Dollar vs US Dollar)
Period5 Minutes (M5) 2013.09.12 00:00 - 2014.09.11 23:59 (2013.09.12 - 2014.09.11)
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 test74690Ticks modelled13482009Modelling quality99.90%
Mismatched charts errors0
Initial deposit4000.00Spread3
Total net profit1080.50Gross profit1479.60Gross loss-399.10
Profit factor3.71Expected payoff15.89
Absolute drawdown3.40Maximal drawdown207.80 (4.12%)Relative drawdown4.12% (207.80)
Total trades68Short positions (won %)45 (64.44%)Long positions (won %)23 (56.52%)
Profit trades (% of total)42 (61.76%)Loss trades (% of total)26 (38.24%)
Largestprofit trade59.30loss trade-26.30
Averageprofit trade35.23loss trade-15.35
Maximumconsecutive wins (profit in money)11 (416.60)consecutive losses (loss in money)9 (-149.60)
Maximalconsecutive profit (count of wins)416.60 (11)consecutive loss (count of losses)-149.60 (9)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.09.12 00:05buy10.100.933370.000000.00000
22013.09.12 00:10buy20.100.933710.000000.00000
32013.09.12 00:10modify20.100.933710.932630.93389
42013.09.12 00:10modify10.100.933370.932630.93389
52013.09.12 00:10close20.100.933620.932630.93389-0.903999.10
62013.09.12 00:10close10.100.933620.932630.933892.504001.60
72013.09.12 00:15buy30.100.933580.000000.00000
82013.09.12 00:15modify30.100.933580.932490.93379
92013.09.12 00:15close30.100.933440.932490.93379-1.404000.20
102013.09.12 00:20buy40.100.933820.000000.00000
112013.09.12 00:20modify40.100.933820.932720.93406
122013.09.12 00:20close40.100.933700.932720.93406-1.203999.00
132013.09.12 01:35sell50.100.929200.000000.00000
142013.09.12 01:35modify50.100.929200.931590.92590
152013.09.12 01:40sell60.100.928800.000000.00000
162013.09.12 01:40modify60.100.928800.931190.92550
172013.09.12 01:45sell70.100.927270.000000.00000
182013.09.12 01:45modify70.100.927270.929940.92331
192013.09.12 02:27t/p50.100.925900.931590.9259033.004032.00
202013.09.12 03:33t/p60.100.925500.931190.9255033.004065.00
212013.09.12 09:26t/p70.100.923310.929940.9233139.604104.60
222013.09.18 18:05buy80.100.944490.000000.00000
232013.09.18 18:05modify80.100.944490.941110.95013
242013.09.18 18:10buy90.100.946380.000000.00000
252013.09.18 18:10modify90.100.946380.942880.95231
262013.09.18 18:15buy100.100.944090.000000.00000
272013.09.18 18:15modify100.100.944090.940590.95002
282013.09.18 18:58t/p100.100.950020.940590.9500259.304163.90
292013.09.18 18:58t/p80.100.950130.941110.9501356.404220.30
302013.09.18 20:14t/p90.100.952310.942880.9523159.304279.60
312013.10.23 04:10sell110.100.966510.000000.00000
322013.10.23 04:10modify110.100.966510.969350.96215
332013.10.23 10:36t/p110.100.962150.969350.9621543.604323.20
342013.10.30 18:25sell120.100.944800.000000.00000
352013.10.30 18:25modify120.100.944800.947080.94176
362013.10.30 18:56close120.100.946580.947080.94176-17.804305.40
372013.11.08 13:35sell130.100.940740.000000.00000
382013.11.08 13:35modify130.100.940740.942970.93782
392013.11.08 13:40sell140.100.940500.000000.00000
402013.11.08 13:40modify140.100.940500.942750.93753
412013.11.08 13:45sell150.100.940070.000000.00000
422013.11.08 13:45modify150.100.940070.942560.93653
432013.11.08 14:23t/p130.100.937820.942970.9378229.204334.60
442013.11.08 14:46t/p140.100.937530.942750.9375329.704364.30
452013.11.08 14:48t/p150.100.936530.942560.9365335.404399.70
462013.12.04 00:35sell160.100.907460.000000.00000
472013.12.04 00:35modify160.100.907460.909730.90445
482013.12.04 00:40sell170.100.907710.000000.00000
492013.12.04 00:40modify170.100.907710.910040.90456
502013.12.04 00:45sell180.100.907420.000000.00000
512013.12.04 00:45modify180.100.907420.909810.90413
522013.12.04 06:48t/p170.100.904560.910040.9045631.504431.20
532013.12.04 06:48t/p160.100.904450.909730.9044530.104461.30
542013.12.04 06:50t/p180.100.904130.909810.9041332.904494.20
552013.12.06 13:35sell190.100.899480.000000.00000
562013.12.06 13:35modify190.100.899480.902070.89572
572013.12.06 13:39close190.100.901280.902070.89572-18.004476.20
582013.12.06 13:40sell200.100.902170.000000.00000
592013.12.06 13:40modify200.100.902170.904770.89838
602013.12.06 13:45sell210.100.903390.000000.00000
612013.12.06 13:45modify210.100.903390.905990.89960
622013.12.06 13:53close200.100.904170.904770.89838-20.004456.20
632013.12.06 13:54close210.100.905350.905990.89960-19.604436.60
642013.12.06 14:00buy220.100.906630.000000.00000
652013.12.06 14:00modify220.100.906630.904030.91042
662013.12.06 14:05buy230.100.909840.000000.00000
672013.12.06 14:05modify230.100.909840.906780.91471
682013.12.06 14:05t/p220.100.910420.904030.9104237.904474.50
692013.12.06 14:10buy240.100.908530.000000.00000
702013.12.06 14:10modify240.100.908530.905250.91393
712013.12.06 14:13close230.100.907210.906780.91471-26.304448.20
722013.12.06 14:15buy250.100.908320.000000.00000
732013.12.06 14:15modify250.100.908320.905040.91372
742013.12.08 22:00close250.100.912210.905040.9137238.904487.10
752013.12.08 22:00close240.100.912210.905250.9139336.804523.90
762013.12.12 13:25sell260.100.897830.000000.00000
772013.12.12 13:25modify260.100.897830.900770.89323
782013.12.12 13:30sell270.100.899070.000000.00000
792013.12.12 13:30modify270.100.899070.902010.89447
802013.12.12 13:35sell280.100.896860.000000.00000
812013.12.12 13:35modify280.100.896860.899900.89203
822013.12.12 14:25t/p270.100.894470.902010.8944746.004569.90
832013.12.12 14:49t/p260.100.893230.900770.8932346.004615.90
842013.12.12 15:17t/p280.100.892030.899900.8920348.304664.20
852014.01.16 00:35sell290.100.881810.000000.00000
862014.01.16 00:35modify290.100.881810.884720.87729
872014.01.16 00:40sell300.100.882000.000000.00000
882014.01.16 00:40modify300.100.882000.885050.87714
892014.01.16 00:45sell310.100.882440.000000.00000
902014.01.16 00:45modify310.100.882440.885490.87758
912014.01.16 12:35close290.100.878700.884720.8772931.104695.30
922014.01.16 12:41close300.100.878400.885050.8771436.004731.30
932014.01.16 12:45close310.100.878430.885490.8775840.104771.40
942014.01.22 00:35buy320.100.885110.000000.00000
952014.01.22 00:35modify320.100.885110.882810.88819
962014.01.22 00:40buy330.100.884930.000000.00000
972014.01.22 00:40modify330.100.884930.882620.88803
982014.01.22 00:45buy340.100.885340.000000.00000
992014.01.22 00:45modify340.100.885340.883000.88850
1002014.01.22 07:38t/p330.100.888030.882620.8880331.004802.40
1012014.01.22 07:41t/p320.100.888190.882810.8881930.804833.20
1022014.01.22 07:48t/p340.100.888500.883000.8885031.604864.80
1032014.01.23 02:00sell350.100.879450.000000.00000
1042014.01.23 02:00modify350.100.879450.881570.87681
1052014.01.23 02:39close350.100.880700.881570.87681-12.504852.30
1062014.01.24 05:05sell360.100.870550.000000.00000
1072014.01.24 05:05modify360.100.870550.872930.86728
1082014.01.24 05:10sell370.100.869700.000000.00000
1092014.01.24 05:10modify370.100.869700.872210.86612
1102014.01.24 06:46close370.100.871340.872210.86612-16.404835.90
1112014.01.24 10:23t/p360.100.867280.872930.8672832.704868.60
1122014.02.04 03:35buy380.100.882470.000000.00000
1132014.02.04 03:35modify380.100.882470.879600.88691
1142014.02.04 03:40buy390.100.882900.000000.00000
1152014.02.04 03:40modify390.100.882900.879860.88773
1162014.02.04 03:45buy400.100.883150.000000.00000
1172014.02.04 03:45modify400.100.883150.880110.88798
1182014.02.04 04:25t/p380.100.886910.879600.8869144.404913.00
1192014.02.04 04:28t/p390.100.887730.879860.8877348.304961.30
1202014.02.04 04:34t/p400.100.887980.880110.8879848.305009.60
1212014.02.07 13:55buy410.100.899440.000000.00000
1222014.02.07 13:55modify410.100.899440.897200.90237
1232014.02.07 14:01close410.100.897850.897200.90237-15.904993.70
1242014.02.13 00:35sell420.100.895040.000000.00000
1252014.02.13 00:35modify420.100.895040.897730.89103
1262014.02.13 00:40sell430.100.894370.000000.00000
1272014.02.13 00:40modify430.100.894370.897140.89017
1282014.02.13 00:45sell440.100.894370.000000.00000
1292014.02.13 00:45modify440.100.894370.897140.89017
1302014.02.13 09:30close440.100.896210.897140.89017-18.404975.30
1312014.02.13 09:30close430.100.896210.897140.89017-18.404956.90
1322014.02.13 10:31close420.100.896810.897730.89103-17.704939.20
1332014.02.20 01:50sell450.100.895340.000000.00000
1342014.02.20 01:50modify450.100.895340.897530.89253
1352014.02.20 01:55sell460.100.895000.000000.00000
1362014.02.20 01:55modify460.100.895000.897240.89206
1372014.02.20 02:00sell470.100.895460.000000.00000
1382014.02.20 02:00modify470.100.895460.897700.89252
1392014.02.20 07:21close460.100.896440.897240.89206-14.404924.80
1402014.02.20 07:22close450.100.896560.897530.89253-12.204912.60
1412014.02.20 08:06close470.100.897030.897700.89252-15.704896.90
1422014.03.13 00:35buy480.100.906160.000000.00000
1432014.03.13 00:35modify480.100.906160.903420.91028
1442014.03.13 00:40buy490.100.906270.000000.00000
1452014.03.13 00:40modify490.100.906270.903540.91037
1462014.03.13 05:50close490.100.904370.903540.91037-19.004877.90
1472014.03.13 05:50close480.100.904370.903420.91028-17.904860.00
1482014.03.19 18:10sell500.100.907010.000000.00000
1492014.03.19 18:10modify500.100.907010.909170.90425
1502014.03.19 18:15sell510.100.905980.000000.00000
1512014.03.19 18:15modify510.100.905980.908220.90305
1522014.03.19 18:20sell520.100.905380.000000.00000
1532014.03.19 18:20modify520.100.905380.907790.90203
1542014.03.19 19:04t/p500.100.904250.909170.9042527.604887.60
1552014.03.19 19:08t/p510.100.903050.908220.9030529.304916.90
1562014.03.20 00:07t/p520.100.902030.907790.9020333.504950.40
1572014.04.10 01:35buy530.100.943610.000000.00000
1582014.04.10 01:35modify530.100.943610.941300.94670
1592014.04.10 01:40buy540.100.943720.000000.00000
1602014.04.10 01:40modify540.100.943720.941410.94681
1612014.04.10 01:45buy550.100.943410.000000.00000
1622014.04.10 01:45modify550.100.943410.941100.94650
1632014.04.10 02:03close550.100.941590.941100.94650-18.204932.20
1642014.04.10 02:03close540.100.941590.941410.94681-21.304910.90
1652014.04.10 02:03close530.100.941590.941300.94670-20.204890.70
1662014.04.23 01:35sell560.100.932260.000000.00000
1672014.04.23 01:35modify560.100.932260.934300.92979
1682014.04.23 01:40sell570.100.932330.000000.00000
1692014.04.23 01:40modify570.100.932330.934460.92965
1702014.04.23 01:45sell580.100.931900.000000.00000
1712014.04.23 01:45modify580.100.931900.934030.92922
1722014.04.23 01:54t/p560.100.929790.934300.9297924.704915.40
1732014.04.23 01:55sell590.100.929870.000000.00000
1742014.04.23 01:55modify590.100.929870.932420.92621
1752014.04.23 03:26t/p570.100.929650.934460.9296526.804942.20
1762014.04.23 03:26t/p580.100.929220.934030.9292226.804969.00
1772014.04.23 13:55close590.100.927290.932420.9262125.804994.80
1782014.05.02 12:45sell600.100.920740.000000.00000
1792014.05.02 12:45modify600.100.920740.923100.91751
1802014.05.02 12:50sell610.100.921350.000000.00000
1812014.05.02 12:50modify610.100.921350.923700.91816
1822014.05.02 12:55sell620.100.921850.000000.00000
1832014.05.02 12:55modify620.100.921850.924200.91866
1842014.05.02 12:57close600.100.922160.923100.91751-14.204980.60
1852014.05.02 13:49close610.100.922710.923700.91816-13.604967.00
1862014.05.02 13:58close620.100.923340.924200.91866-14.904952.10
1872014.07.03 01:05sell630.100.938000.000000.00000
1882014.07.03 01:05modify630.100.938000.940280.93496
1892014.07.03 01:10sell640.100.939130.000000.00000
1902014.07.03 01:10modify640.100.939130.941410.93609
1912014.07.03 01:15sell650.100.938650.000000.00000
1922014.07.03 01:15modify650.100.938650.940930.93561
1932014.07.03 01:25close630.100.939300.940280.93496-13.004939.10
1942014.07.03 12:30t/p640.100.936090.941410.9360930.404969.50
1952014.07.03 12:30t/p650.100.935610.940930.9356130.404999.90
1962014.08.07 01:40sell660.100.930100.000000.00000
1972014.08.07 01:40modify660.100.930100.932180.92754
1982014.08.07 01:45sell670.100.930150.000000.00000
1992014.08.07 01:45modify670.100.930150.932310.92740
2002014.08.07 01:50sell680.100.930240.000000.00000
2012014.08.07 01:50modify680.100.930240.932400.92749
2022014.08.07 04:59t/p660.100.927540.932180.9275425.605025.50
2032014.08.07 04:59t/p680.100.927490.932400.9274927.505053.00
2042014.08.07 04:59t/p670.100.927400.932310.9274027.505080.50