Strategy Tester Report
KeltnerPro
FinFX-Demo (Build 670)

SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period5 Minutes (M5) 2013.09.10 00:00 - 2014.09.11 23:59 (2013.09.10 - 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 test75261Ticks modelled11501615Modelling quality99.90%
Mismatched charts errors0
Initial deposit4000.00Spread3
Total net profit324.20Gross profit763.60Gross loss-439.40
Profit factor1.74Expected payoff6.75
Absolute drawdown99.00Maximal drawdown153.70 (3.66%)Relative drawdown3.66% (153.70)
Total trades48Short positions (won %)21 (23.81%)Long positions (won %)27 (51.85%)
Profit trades (% of total)19 (39.58%)Loss trades (% of total)29 (60.42%)
Largestprofit trade58.20loss trade-28.80
Averageprofit trade40.19loss trade-15.15
Maximumconsecutive wins (profit in money)3 (165.90)consecutive losses (loss in money)8 (-85.50)
Maximalconsecutive profit (count of wins)165.90 (3)consecutive loss (count of losses)-85.50 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.09.10 00:05sell10.100.801440.000000.00000
22013.09.10 00:05modify10.100.801440.802480.80134
32013.09.10 00:05close10.100.801670.802480.80134-2.303997.70
42013.09.10 00:10buy20.100.801770.000000.00000
52013.09.10 00:10modify20.100.801770.800730.80187
62013.09.10 00:10close20.100.801550.800730.80187-2.203995.50
72013.09.10 00:15buy30.100.801960.000000.00000
82013.09.10 00:15modify30.100.801960.800870.80218
92013.09.10 00:15close30.100.801760.800870.80218-2.003993.50
102013.09.10 00:20buy40.100.802380.000000.00000
112013.09.10 00:20modify40.100.802380.801200.80280
122013.09.10 00:39close40.100.801980.801200.80280-4.003989.50
132013.09.11 21:15buy50.100.813340.000000.00000
142013.09.11 21:15modify50.100.813340.811070.81635
152013.09.11 21:20buy60.100.813360.000000.00000
162013.09.11 21:20modify60.100.813360.811140.81625
172013.09.12 02:00close60.100.812060.811140.81625-13.003976.50
182013.09.12 02:00close50.100.812060.811070.81635-12.803963.70
192013.09.15 21:15sell70.100.819550.000000.00000
202013.09.15 21:15modify70.100.819550.822510.81491
212013.09.15 21:20sell80.100.819640.000000.00000
222013.09.15 21:20modify80.100.819640.822600.81500
232013.09.15 21:40close70.100.821590.822510.81491-20.403943.30
242013.09.15 21:42close80.100.822520.822600.81500-28.803914.50
252013.09.18 18:05buy90.100.830270.000000.00000
262013.09.18 18:05modify90.100.830270.827180.83522
272013.09.18 18:10buy100.100.833040.000000.00000
282013.09.18 18:10modify100.100.833040.829580.83886
292013.09.18 18:15buy110.100.831900.000000.00000
302013.09.18 18:15modify110.100.831900.828440.83772
312013.09.18 18:49t/p90.100.835220.827180.8352249.503964.00
322013.09.18 20:14t/p110.100.837720.828440.8377258.204022.20
332013.09.18 23:44t/p100.100.838860.829580.8388658.204080.40
342013.10.22 12:35buy120.100.850150.000000.00000
352013.10.22 12:35modify120.100.850150.847920.85306
362013.10.22 12:40buy130.100.850830.000000.00000
372013.10.22 12:40modify130.100.850830.848350.85434
382013.10.22 12:45buy140.100.849850.000000.00000
392013.10.22 12:45modify140.100.849850.847430.85323
402013.10.22 12:49close130.100.849160.848350.85434-16.704063.70
412013.10.22 12:50buy150.100.849460.000000.00000
422013.10.22 12:50modify150.100.849460.847040.85284
432013.10.22 14:03t/p150.100.852840.847040.8528433.804097.50
442013.10.22 14:04t/p120.100.853060.847920.8530629.104126.60
452013.10.22 14:04t/p140.100.853230.847430.8532333.804160.40
462013.10.23 04:30sell160.100.840170.000000.00000
472013.10.23 04:30modify160.100.840170.843400.83489
482013.10.23 06:04close160.100.842410.843400.83489-22.404138.00
492013.12.06 13:35sell170.100.814450.000000.00000
502013.12.06 13:35modify170.100.814450.816630.81166
512013.12.06 13:40sell180.100.816330.000000.00000
522013.12.06 13:40modify180.100.816330.818520.81352
532013.12.06 13:40close170.100.816530.816630.81166-20.804117.20
542013.12.06 13:42close180.100.817730.818520.81352-14.004103.20
552013.12.06 14:00buy190.100.820700.000000.00000
562013.12.06 14:00modify190.100.820700.818370.82385
572013.12.06 14:05buy200.100.823050.000000.00000
582013.12.06 14:05modify200.100.823050.820390.82699
592013.12.06 14:05t/p190.100.823850.818370.8238531.504134.70
602013.12.06 14:12close200.100.821280.820390.82699-17.704117.00
612013.12.06 14:15buy210.100.822040.000000.00000
622013.12.06 14:15modify210.100.822040.819070.82671
632013.12.06 15:34t/p210.100.826710.819070.8267146.704163.70
642013.12.11 20:05buy220.100.828350.000000.00000
652013.12.11 20:05modify220.100.828350.825970.83161
662013.12.11 20:16close220.100.826940.825970.83161-14.104149.60
672013.12.12 13:35sell230.100.826550.000000.00000
682013.12.12 13:35modify230.100.826550.828700.82384
692013.12.12 13:37close230.100.827820.828700.82384-12.704136.90
702014.01.10 13:35buy240.100.826010.000000.00000
712014.01.10 13:35modify240.100.826010.823780.82892
722014.01.10 13:38close240.100.824700.823780.82892-13.104123.80
732014.01.10 13:55buy250.100.824230.000000.00000
742014.01.10 13:55modify250.100.824230.822000.82714
752014.01.10 14:36t/p250.100.827140.822000.8271429.104152.90
762014.01.20 21:55buy260.100.831240.000000.00000
772014.01.20 21:55modify260.100.831240.828980.83423
782014.01.20 22:00buy270.100.832780.000000.00000
792014.01.20 22:00modify270.100.832780.830240.83644
802014.01.20 22:05buy280.100.832250.000000.00000
812014.01.20 22:05modify280.100.832250.829710.83591
822014.01.20 23:44close270.100.831130.830240.83644-16.504136.40
832014.01.21 08:32close280.100.830160.829710.83591-20.904115.50
842014.01.21 08:33close260.100.829840.828980.83423-14.004101.50
852014.01.29 20:05sell290.100.820490.000000.00000
862014.01.29 20:05modify290.100.820490.823030.81685
872014.01.29 20:10sell300.100.820700.000000.00000
882014.01.29 20:10modify300.100.820700.823250.81704
892014.01.29 20:15sell310.100.818780.000000.00000
902014.01.29 20:15modify310.100.818780.821580.81451
912014.01.29 20:27close310.100.821290.821580.81451-25.104076.40
922014.01.30 06:25t/p300.100.817040.823250.8170436.604113.00
932014.01.30 06:27t/p290.100.816850.823030.8168536.404149.40
942014.03.12 20:25buy320.100.851260.000000.00000
952014.03.12 20:25modify320.100.851260.848790.85475
962014.03.13 00:30t/p320.100.854750.848790.8547534.904184.30
972014.03.19 18:10sell330.100.857850.000000.00000
982014.03.19 18:10modify330.100.857850.860060.85498
992014.03.19 18:15sell340.100.855360.000000.00000
1002014.03.19 18:15modify340.100.855360.857980.85151
1012014.03.19 18:20sell350.100.855560.000000.00000
1022014.03.19 18:20modify350.100.855560.858180.85171
1032014.03.19 18:28close340.100.857030.857980.85151-16.704167.60
1042014.03.19 19:01t/p330.100.854980.860060.8549828.704196.30
1052014.03.19 20:36close350.100.857190.858180.85171-16.304180.00
1062014.04.09 18:25buy360.100.870450.000000.00000
1072014.04.09 18:25modify360.100.870450.868300.87318
1082014.04.10 00:05t/p360.100.873180.868300.8731827.304207.30
1092014.05.02 12:45sell370.100.859620.000000.00000
1102014.05.02 12:45modify370.100.859620.861810.85681
1112014.05.02 12:50sell380.100.860190.000000.00000
1122014.05.02 12:50modify380.100.860190.862380.85738
1132014.05.02 12:53close370.100.860840.861810.85681-12.204195.10
1142014.05.02 12:55sell390.100.860630.000000.00000
1152014.05.02 12:55modify390.100.860630.862820.85782
1162014.05.02 13:46close380.100.861450.862380.85738-12.604182.50
1172014.05.02 13:52close390.100.861910.862820.85782-12.804169.70
1182014.06.11 21:05buy400.100.862590.000000.00000
1192014.06.11 21:05modify400.100.862590.859560.86741
1202014.06.11 21:08close400.100.860230.859560.86741-23.604146.10
1212014.06.11 21:10buy410.100.860360.000000.00000
1222014.06.11 21:10modify410.100.860360.857280.86528
1232014.06.11 21:15buy420.100.861970.000000.00000
1242014.06.11 21:15modify420.100.861970.858890.86689
1252014.06.11 21:20buy430.100.861930.000000.00000
1262014.06.11 21:20modify430.100.861930.858850.86685
1272014.06.12 04:15t/p410.100.865280.857280.8652849.204195.30
1282014.06.12 06:50t/p430.100.866850.858850.8668549.204244.50
1292014.06.12 06:50t/p420.100.866890.858890.8668949.204293.70
1302014.07.23 21:05sell440.100.863270.000000.00000
1312014.07.23 21:05modify440.100.863270.865840.85954
1322014.07.23 21:10sell450.100.860990.000000.00000
1332014.07.23 21:10modify450.100.860990.863880.85651
1342014.07.23 21:15sell460.100.861410.000000.00000
1352014.07.23 21:15modify460.100.861410.864300.85692
1362014.07.23 21:50close450.100.863040.863880.85651-20.504273.20
1372014.07.24 03:04t/p440.100.859540.865840.8595437.304310.50
1382014.07.24 06:45t/p460.100.856920.864300.8569244.904355.40
1392014.08.24 21:35sell470.100.834520.000000.00000
1402014.08.24 21:35modify470.100.834520.836940.83117
1412014.08.24 21:40sell480.100.834710.000000.00000
1422014.08.24 21:40modify480.100.834710.837130.83136
1432014.08.24 23:17close470.100.835970.836940.83117-14.504340.90
1442014.08.24 23:20close480.100.836380.837130.83136-16.704324.20