Strategy Tester Report
KeltnerPro_edu
Alpari-ECN1 (Build 840)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2014.12.31 00:00 - 2015.08.14 14:30 (2014.12.31 - 2015.08.16)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersBREAKEVEN=false; Starting_Lot=0.3; Increasing_Lot=false; Risk=0.05; comment="KeltnerProV2"; MagicNumber=12780; Slip=3; MaxOpenOrders=3; PauseMinutes=0; Entry_Filter=false;
Bars in test16451Ticks modelled13532849Modelling quality90.00%
Mismatched charts errors1
Initial deposit4100.00Spread10
Total net profit460.08Gross profit5895.18Gross loss-5435.10
Profit factor1.08Expected payoff4.38
Absolute drawdown744.90Maximal drawdown1633.20 (27.10%)Relative drawdown27.10% (1633.20)
Total trades105Short positions (won %)50 (48.00%)Long positions (won %)55 (30.91%)
Profit trades (% of total)41 (39.05%)Loss trades (% of total)64 (60.95%)
Largestprofit trade310.20loss trade-175.20
Averageprofit trade143.78loss trade-84.92
Maximumconsecutive wins (profit in money)10 (1628.34)consecutive losses (loss in money)7 (-680.10)
Maximalconsecutive profit (count of wins)1628.34 (10)consecutive loss (count of losses)-680.10 (7)
Averageconsecutive wins3consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.14 11:45sell10.301.173650.000000.00000
22015.01.14 11:45modify10.301.173651.176241.16987
32015.01.14 12:04close10.301.175251.176241.16987-48.004052.00
42015.01.14 16:00buy20.301.182530.000000.00000
52015.01.14 16:00modify20.301.182531.179281.18786
62015.01.14 16:24close20.301.180171.179281.18786-70.803981.20
72015.01.15 11:45sell30.301.167170.000000.00000
82015.01.15 11:45modify30.301.167171.172341.15730
92015.01.15 11:49s/l30.301.172341.172341.15730-155.103826.10
102015.01.15 12:45sell40.301.166950.000000.00000
112015.01.15 12:45modify40.301.166951.172071.15718
122015.01.15 13:12close40.301.171221.172071.15718-128.103698.00
132015.01.21 16:00buy50.301.163310.000000.00000
142015.01.21 16:00modify50.301.163311.160611.16735
152015.01.21 16:35close50.301.161141.160611.16735-65.103632.90
162015.01.22 16:15sell60.301.148100.000000.00000
172015.01.22 16:15modify60.301.148101.152451.14017
182015.01.22 16:30sell70.301.147960.000000.00000
192015.01.22 16:30modify70.301.147961.152461.13966
202015.01.22 16:41close70.301.151581.152461.13966-108.603524.30
212015.01.22 16:41close60.301.151581.152451.14017-104.403419.90
222015.01.22 16:45sell80.301.149860.000000.00000
232015.01.22 16:45modify80.301.149861.154361.14156
242015.01.22 17:00sell90.301.146240.000000.00000
252015.01.22 17:00modify90.301.146241.150981.13739
262015.01.22 17:15sell100.301.146300.000000.00000
272015.01.22 17:15modify100.301.146301.151041.13745
282015.01.22 17:58t/p80.301.141561.154361.14156249.003668.90
292015.01.22 20:03t/p100.301.137451.151041.13745265.503934.40
302015.01.22 20:03t/p90.301.137391.150981.13739265.504199.90
312015.01.23 14:15sell110.301.111840.000000.00000
322015.01.23 14:15modify110.301.111841.117681.10037
332015.01.23 14:23s/l110.301.117681.117681.10037-175.204024.70
342015.01.27 11:00buy120.301.133870.000000.00000
352015.01.27 11:00modify120.301.133871.130581.13930
362015.01.27 11:06close120.301.131201.130581.13930-80.103944.60
372015.01.27 11:15buy130.301.131960.000000.00000
382015.01.27 11:15modify130.301.131961.128671.13739
392015.01.27 12:26close130.301.129141.128671.13739-84.603860.00
402015.02.03 15:45buy140.301.141630.000000.00000
412015.02.03 15:45modify140.301.141631.138561.14653
422015.02.03 16:00buy150.301.144320.000000.00000
432015.02.03 16:00modify150.301.144321.140731.15044
442015.02.03 16:15buy160.301.142740.000000.00000
452015.02.03 16:15modify160.301.142741.139151.14886
462015.02.03 18:13t/p140.301.146531.138561.14653147.004007.00
472015.02.03 18:30t/p160.301.148861.139151.14886183.604190.60
482015.02.03 20:23t/p150.301.150441.140731.15044183.604374.20
492015.02.06 15:45sell170.301.137740.000000.00000
502015.02.06 15:45modify170.301.137741.141061.13225
512015.02.06 16:00sell180.301.139320.000000.00000
522015.02.06 16:00modify180.301.139321.142641.13383
532015.02.06 16:15sell190.301.136640.000000.00000
542015.02.06 16:15modify190.301.136641.139961.13115
552015.02.06 16:23t/p180.301.133831.142641.13383164.704538.90
562015.02.06 16:30sell200.301.133740.000000.00000
572015.02.06 16:30modify200.301.133741.137371.12752
582015.02.06 17:15t/p170.301.132251.141061.13225164.704703.60
592015.02.09 00:00t/p190.301.131151.139961.13115164.884868.48
602015.02.09 00:00close200.301.129481.137371.12752127.984996.46
612015.02.26 16:00sell210.301.125750.000000.00000
622015.02.26 16:00modify210.301.125751.129281.11975
632015.02.26 16:15sell220.301.125630.000000.00000
642015.02.26 16:15modify220.301.125631.129301.11930
652015.02.26 16:30sell230.301.124560.000000.00000
662015.02.26 16:30modify230.301.124561.128231.11823
672015.02.26 19:38t/p210.301.119751.129281.11975180.005176.46
682015.02.26 19:40t/p220.301.119301.129301.11930189.905366.36
692015.02.27 04:30close230.301.120501.128231.11823121.985488.34
702015.03.04 11:15sell240.301.111770.000000.00000
712015.03.04 11:15modify240.301.111771.114101.10862
722015.03.04 11:41close240.301.113281.114101.10862-45.305443.04
732015.03.05 16:15sell250.301.101440.000000.00000
742015.03.05 16:15modify250.301.101441.104471.09664
752015.03.05 16:34close250.301.103781.104471.09664-70.205372.84
762015.03.05 17:00sell260.301.102930.000000.00000
772015.03.05 17:00modify260.301.102931.105961.09813
782015.03.05 17:19close260.301.105131.105961.09813-66.005306.84
792015.03.06 15:45sell270.301.087900.000000.00000
802015.03.06 15:45modify270.301.087901.091931.08072
812015.03.06 16:00sell280.301.089500.000000.00000
822015.03.06 16:00modify280.301.089501.093531.08232
832015.03.06 16:15sell290.301.088560.000000.00000
842015.03.06 16:15modify290.301.088561.092591.08138
852015.03.09 00:00close290.301.083391.092591.08138155.285462.12
862015.03.09 00:00close280.301.083391.093531.08232183.485645.60
872015.03.09 00:00close270.301.083391.091931.08072135.485781.08
882015.03.10 10:45sell300.301.075150.000000.00000
892015.03.10 10:45modify300.301.075151.078211.07028
902015.03.10 11:00sell310.301.075760.000000.00000
912015.03.10 11:00modify310.301.075761.079051.07033
922015.03.10 14:44close300.301.077391.078211.07028-67.205713.88
932015.03.10 15:41close310.301.078611.079051.07033-85.505628.38
942015.03.12 10:00buy320.301.063560.000000.00000
952015.03.12 10:00modify320.301.063561.059791.07012
962015.03.12 10:36close320.301.060661.059791.07012-87.005541.38
972015.03.18 20:30buy330.301.075170.000000.00000
982015.03.18 20:30modify330.301.075171.070041.08494
992015.03.18 20:45buy340.301.076550.000000.00000
1002015.03.18 20:45modify340.301.076551.071441.08628
1012015.03.18 20:48close340.301.072241.071441.08628-129.305412.08
1022015.03.18 21:15buy350.301.081670.000000.00000
1032015.03.18 21:15modify350.301.081671.076311.09201
1042015.03.18 22:02t/p330.301.084941.070041.08494293.105705.18
1052015.03.18 22:03t/p350.301.092011.076311.09201310.206015.38
1062015.03.18 22:15buy360.301.093080.000000.00000
1072015.03.18 22:15modify360.301.093081.087081.11359
1082015.03.18 22:35close360.301.087651.087081.11359-162.905852.48
1092015.03.25 10:15buy370.301.096190.000000.00000
1102015.03.25 10:15modify370.301.096191.093901.09924
1112015.03.25 11:03close370.301.094771.093901.09924-42.605809.88
1122015.03.26 10:30buy380.301.104500.000000.00000
1132015.03.26 10:30modify380.301.104501.101701.10876
1142015.03.26 10:51close380.301.102391.101701.10876-63.305746.58
1152015.04.03 15:45buy390.301.098250.000000.00000
1162015.04.03 15:45modify390.301.098251.094641.10444
1172015.04.03 16:00buy400.301.100690.000000.00000
1182015.04.03 16:00modify400.301.100691.096871.10737
1192015.04.03 16:15buy410.301.100470.000000.00000
1202015.04.03 16:15modify410.301.100471.096411.10771
1212015.04.03 19:07close400.301.097851.096871.10737-85.205661.38
1222015.04.03 19:14close410.301.097311.096411.10771-94.805566.58
1232015.04.06 00:01close390.301.099821.094641.1044446.085612.66
1242015.04.06 22:30sell420.301.092120.000000.00000
1252015.04.06 22:30modify420.301.092121.095501.08647
1262015.04.07 05:03close420.301.094531.095501.08647-72.125540.54
1272015.04.07 11:45sell430.301.084420.000000.00000
1282015.04.07 11:45modify430.301.084421.087721.07898
1292015.04.07 12:00sell440.301.084780.000000.00000
1302015.04.07 12:00modify440.301.084781.088081.07934
1312015.04.07 14:19close440.301.087511.088081.07934-81.905458.64
1322015.04.07 14:19close430.301.087511.087721.07898-92.705365.94
1332015.04.10 11:00sell450.301.061230.000000.00000
1342015.04.10 11:00modify450.301.061231.063701.05776
1352015.04.10 11:08close450.301.062751.063701.05776-45.605320.34
1362015.04.14 16:15buy460.301.067230.000000.00000
1372015.04.14 16:15modify460.301.067231.063301.07416
1382015.04.14 16:30buy470.301.066610.000000.00000
1392015.04.14 16:30modify470.301.066611.062571.07381
1402015.04.14 16:45buy480.301.066120.000000.00000
1412015.04.14 16:45modify480.301.066121.062081.07332
1422015.04.15 03:02close460.301.064031.063301.07416-97.025223.32
1432015.04.15 03:13close470.301.063571.062571.07381-92.225131.10
1442015.04.15 03:15close480.301.063031.062081.07332-93.725037.38
1452015.04.15 11:00sell490.301.060420.000000.00000
1462015.04.15 11:00modify490.301.060421.062591.05765
1472015.04.15 11:49t/p490.301.057651.062591.0576583.105120.48
1482015.04.24 10:30buy500.301.088840.000000.00000
1492015.04.24 10:30modify500.301.088841.085701.09391
1502015.04.24 12:07close500.301.086671.085701.09391-65.105055.38
1512015.04.29 15:45buy510.301.106000.000000.00000
1522015.04.29 15:45modify510.301.106001.102841.11111
1532015.04.29 15:55s/l510.301.102841.102841.11111-94.804960.58
1542015.04.29 16:30buy520.301.106270.000000.00000
1552015.04.29 16:30modify520.301.106271.103111.11138
1562015.04.29 17:18t/p520.301.111381.103111.11138153.305113.88
1572015.04.29 17:30buy530.301.114740.000000.00000
1582015.04.29 17:30modify530.301.114741.109891.12385
1592015.04.29 18:00buy540.301.114910.000000.00000
1602015.04.29 18:00modify540.301.114911.110061.12402
1612015.04.29 21:01s/l540.301.110061.110061.12402-145.504968.38
1622015.04.29 21:01s/l530.301.109891.109891.12385-145.504822.88
1632015.04.30 11:00buy550.301.122110.000000.00000
1642015.04.30 11:00modify550.301.122111.118061.12933
1652015.04.30 11:15buy560.301.123120.000000.00000
1662015.04.30 11:15modify560.301.123121.118771.13106
1672015.04.30 11:30buy570.301.122850.000000.00000
1682015.04.30 11:30modify570.301.122851.118481.13084
1692015.04.30 12:07close560.301.119651.118771.13106-104.104718.78
1702015.04.30 12:08close570.301.119331.118481.13084-105.604613.18
1712015.04.30 12:09close550.301.119001.118061.12933-93.304519.88
1722015.05.12 11:30buy580.301.124750.000000.00000
1732015.05.12 11:30modify580.301.124751.121431.13025
1742015.05.12 20:42close580.301.122251.121431.13025-75.004444.88
1752015.05.13 15:45buy590.301.131100.000000.00000
1762015.05.13 15:45modify590.301.131101.127931.13625
1772015.05.13 16:15buy600.301.130730.000000.00000
1782015.05.13 16:15modify600.301.130731.127421.13620
1792015.05.13 16:30buy610.301.132090.000000.00000
1802015.05.13 16:30modify610.301.132091.128761.13760
1812015.05.13 18:20t/p600.301.136201.127421.13620164.104608.98
1822015.05.13 18:20t/p590.301.136251.127931.13625154.504763.48
1832015.05.13 18:50t/p610.301.137601.128761.13760165.304928.78
1842015.05.15 17:30buy620.301.143260.000000.00000
1852015.05.15 17:30modify620.301.143261.140171.14822
1862015.05.15 18:00buy630.301.143900.000000.00000
1872015.05.15 18:00modify630.301.143901.140561.14945
1882015.05.15 19:28close630.301.141201.140561.14945-81.004847.78
1892015.05.18 00:05close620.301.144841.140171.1482246.384894.16
1902015.05.19 10:15sell640.301.121760.000000.00000
1912015.05.19 10:15modify640.301.121761.124931.11663
1922015.05.19 10:30sell650.301.119200.000000.00000
1932015.05.19 10:30modify650.301.119201.122881.11285
1942015.05.19 10:41t/p640.301.116631.124931.11663153.905048.06
1952015.05.19 10:45sell660.301.117620.000000.00000
1962015.05.19 10:45modify660.301.117621.121691.11036
1972015.05.19 11:00sell670.301.118180.000000.00000
1982015.05.19 11:00modify670.301.118181.122341.11070
1992015.05.19 12:11close660.301.120951.121691.11036-99.904948.16
2002015.05.19 13:39close670.301.121431.122341.11070-97.504850.66
2012015.05.19 15:54t/p650.301.112851.122881.11285190.505041.16
2022015.05.22 15:45sell680.301.109920.000000.00000
2032015.05.22 15:45modify680.301.109921.113161.10461
2042015.05.22 16:00sell690.301.107870.000000.00000
2052015.05.22 16:00modify690.301.107871.111481.10170
2062015.05.22 16:02t/p680.301.104611.113161.10461159.305200.46
2072015.05.22 16:15sell700.301.103770.000000.00000
2082015.05.22 16:15modify700.301.103771.108221.09560
2092015.05.22 16:30sell710.301.103780.000000.00000
2102015.05.22 16:30modify710.301.103781.108281.09548
2112015.05.22 16:39t/p690.301.101701.111481.10170185.105385.56
2122015.05.22 16:45sell720.301.101490.000000.00000
2132015.05.22 16:45modify720.301.101491.106401.09222
2142015.05.25 00:05close720.301.100611.106401.0922226.585412.14
2152015.05.25 00:05close710.301.100611.108281.0954895.285507.42
2162015.05.25 00:05close700.301.100611.108221.0956094.985602.40
2172015.06.02 16:15buy730.301.113150.000000.00000
2182015.06.02 16:15modify730.301.113151.107961.12307
2192015.06.03 04:15close730.301.114421.107961.1230737.085639.48
2202015.06.03 17:00buy740.301.122100.000000.00000
2212015.06.03 17:00modify740.301.122101.118091.12922
2222015.06.03 17:15buy750.301.125960.000000.00000
2232015.06.03 17:15modify750.301.125961.121301.13462
2242015.06.04 05:00close740.301.125821.118091.12922108.545748.02
2252015.06.04 05:15close750.301.126291.121301.134626.845754.86
2262015.06.04 11:15buy760.301.130800.000000.00000
2272015.06.04 11:15modify760.301.130801.128131.13476
2282015.06.04 11:30buy770.301.132800.000000.00000
2292015.06.04 11:30modify770.301.132801.129611.13799
2302015.06.04 11:37t/p760.301.134761.128131.13476118.805873.66
2312015.06.04 11:45buy780.301.136520.000000.00000
2322015.06.04 11:45modify780.301.136521.132681.14325
2332015.06.04 12:00buy790.301.133700.000000.00000
2342015.06.04 12:00modify790.301.133701.129861.14043
2352015.06.04 12:00close780.301.133641.132681.14325-86.405787.26
2362015.06.04 12:15buy800.301.134290.000000.00000
2372015.06.04 12:15modify800.301.134291.130451.14102
2382015.06.04 15:09close800.301.131391.130451.14102-87.005700.26
2392015.06.04 15:37close790.301.130791.129861.14043-87.305612.96
2402015.06.04 15:38close770.301.130021.129611.13799-83.405529.56
2412015.06.05 15:45sell810.301.110050.000000.00000
2422015.06.05 15:45modify810.301.110051.114941.10084
2432015.06.05 16:00sell820.301.109700.000000.00000
2442015.06.05 16:00modify820.301.109701.114591.10049
2452015.06.05 16:15sell830.301.109830.000000.00000
2462015.06.05 16:15modify830.301.109831.114721.10062
2472015.06.05 21:33close820.301.113621.114591.10049-117.605411.96
2482015.06.08 00:40close810.301.109991.114941.100841.985413.94
2492015.06.08 00:42close830.301.109701.114721.100624.085418.02
2502015.06.10 10:30buy840.301.135700.000000.00000
2512015.06.10 10:30modify840.301.135701.132921.13993
2522015.06.10 10:45buy850.301.136780.000000.00000
2532015.06.10 10:45modify850.301.136781.133901.14123
2542015.06.10 11:21close850.301.134661.133901.14123-63.605354.42
2552015.06.10 11:26s/l840.301.132921.132921.13993-83.405271.02
2562015.06.22 11:00sell860.301.132160.000000.00000
2572015.06.22 11:00modify860.301.132161.134721.12846
2582015.06.22 11:15sell870.301.132720.000000.00000
2592015.06.22 11:15modify870.301.132721.135401.12874
2602015.06.22 11:30sell880.301.132190.000000.00000
2612015.06.22 11:30modify880.301.132191.134871.12821
2622015.06.22 11:54close860.301.133791.134721.12846-48.905222.12
2632015.06.22 11:55close880.301.134211.134871.12821-60.605161.52
2642015.06.22 12:01close870.301.134831.135401.12874-63.305098.22
2652015.07.07 11:45sell890.301.097300.000000.00000
2662015.07.07 11:45modify890.301.097301.099931.09345
2672015.07.07 12:53close890.301.098981.099931.09345-50.405047.82
2682015.07.13 11:15sell900.301.107480.000000.00000
2692015.07.13 11:15modify900.301.107481.111201.10104
2702015.07.13 17:58t/p900.301.101041.111201.10104193.205241.02
2712015.07.21 18:00buy910.301.093570.000000.00000
2722015.07.21 18:00modify910.301.093571.090131.09935
2732015.07.22 06:57close910.301.093591.090131.09935-0.425240.60
2742015.07.23 10:45buy920.301.099610.000000.00000
2752015.07.23 10:45modify920.301.099611.096951.10354
2762015.07.23 11:15buy930.301.099820.000000.00000
2772015.07.23 11:15modify930.301.099821.097201.10367
2782015.07.23 12:21close930.301.098101.097201.10367-51.605189.00
2792015.07.23 12:22close920.301.097861.096951.10354-52.505136.50
2802015.07.27 10:30buy940.301.107210.000000.00000
2812015.07.27 10:30modify940.301.107211.103911.11266
2822015.07.27 11:00buy950.301.108700.000000.00000
2832015.07.27 11:00modify950.301.108701.105401.11415
2842015.07.27 11:15buy960.301.109760.000000.00000
2852015.07.27 11:15modify960.301.109761.106021.11624
2862015.07.27 12:04close960.301.107001.106021.11624-82.805053.70
2872015.07.27 12:27close950.301.106131.105401.11415-77.104976.60
2882015.07.27 18:42t/p940.301.112661.103911.11266163.505140.10
2892015.07.31 15:45buy970.301.106670.000000.00000
2902015.07.31 15:45modify970.301.106671.102571.11401
2912015.07.31 16:00buy980.301.105580.000000.00000
2922015.07.31 16:00modify980.301.105581.101481.11292
2932015.07.31 16:15buy990.301.110450.000000.00000
2942015.07.31 16:15modify990.301.110451.105901.11887
2952015.07.31 17:37close990.301.106861.105901.11887-107.705032.40
2962015.07.31 18:02close970.301.103471.102571.11401-96.004936.40
2972015.07.31 19:41close980.301.102481.101481.11292-93.004843.40
2982015.08.07 15:45sell1000.301.089070.000000.00000
2992015.08.07 15:45modify1000.301.089071.092231.08395
3002015.08.07 16:00sell1010.301.085840.000000.00000
3012015.08.07 16:00modify1010.301.085841.089031.08064
3022015.08.07 16:15sell1020.301.086420.000000.00000
3032015.08.07 16:15modify1020.301.086421.089611.08122
3042015.08.07 16:32close1010.301.088201.089031.08064-70.804772.60
3052015.08.07 16:34close1020.301.088771.089611.08122-70.504702.10
3062015.08.07 16:45sell1030.301.087790.000000.00000
3072015.08.07 16:45modify1030.301.087791.091041.08246
3082015.08.07 17:37close1030.301.090411.091041.08246-78.604623.50
3092015.08.07 17:38close1000.301.091451.092231.08395-71.404552.10
3102015.08.07 18:30buy1040.301.094310.000000.00000
3112015.08.07 18:30modify1040.301.094311.091061.09964
3122015.08.10 00:05close1040.301.096241.091061.0996456.884608.98
3132015.08.11 11:15buy1050.301.104310.000000.00000
3142015.08.11 11:15modify1050.301.104311.101691.10815
3152015.08.11 11:51close1050.301.102681.101691.10815-48.904560.08