Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolAUDUSD (Australian Dollar vs US Dollar)
Period1 Hour (H1) 2025.01.02 07:00 - 2025.06.30 23:00 (2025.01.01 - 2025.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters_______Position_______=""; Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=""; tss0="0 = disabled, 1 = Fixed SL, 2 = ATR"; tss1="3 = Half Volatility"; tss2="4 = Breakout Yesterday Hi/Lo"; tss3="5 = Breakeven"; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""; Extra_Pips=1; Keltner_Period=10; Use300=false; _______Damiani________=""; Filter_Damiani_15=0; Filter_Damiani_30=0; _______Session_______=""; Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0;
Bars in test4064Ticks modelled12265666Modelling quality89.64%
Mismatched charts errors15
Initial deposit10000.00SpreadCurrent (14)
Total net profit-574701.00Gross profit13438.00Gross loss-588139.00
Profit factor0.02Expected payoff-4710.66
Absolute drawdown574701.00Maximal drawdown574799.00 (5692.21%)Relative drawdown5692.21% (574799.00)
Total trades122Short positions (won %)61 (32.79%)Long positions (won %)61 (39.34%)
Profit trades (% of total)44 (36.07%)Loss trades (% of total)78 (63.93%)
Largestprofit trade2810.00loss trade-571165.00
Averageprofit trade305.41loss trade-7540.24
Maximumconsecutive wins (profit in money)4 (146.00)consecutive losses (loss in money)6 (-671.00)
Maximalconsecutive profit (count of wins)3102.00 (2)consecutive loss (count of losses)-571165.00 (1)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.01.02 07:00buy11.000.621750.000000.00000
22025.01.02 18:14close11.000.619660.000000.00000-209.009791.00
32025.01.02 18:14sell21.000.619660.000000.00000
42025.01.03 02:49close21.000.621580.000000.00000-192.009599.00
52025.01.03 02:49buy31.000.621580.000000.00000
62025.01.03 17:16close31.000.620250.000000.00000-133.009466.00
72025.01.03 17:16sell41.000.620250.000000.00000
82025.01.06 02:47close41.000.622740.000000.00000-249.009217.00
92025.01.06 02:47buy51.000.622740.000000.00000
102025.01.06 20:59close51.000.623550.000000.0000081.009298.00
112025.01.06 20:59sell61.000.623550.000000.00000
122025.01.07 03:21close61.000.625420.000000.00000-187.009111.00
132025.01.07 03:21buy71.000.625420.000000.00000
142025.01.07 16:45close71.000.626290.000000.0000087.009198.00
152025.01.07 16:45sell81.000.626290.000000.00000
162025.01.10 03:25close81.000.620430.000000.00000586.009784.00
172025.01.10 03:25buy91.000.620430.000000.00000
182025.01.10 11:05close91.000.618150.000000.00000-228.009556.00
192025.01.10 11:05sell101.000.618150.000000.00000
202025.01.13 03:26close101.000.616220.000000.00000193.009749.00
212025.01.13 03:26buy111.000.616220.000000.00000
222025.01.13 06:32close111.000.613750.000000.00000-247.009502.00
232025.01.13 06:32sell121.000.613750.000000.00000
242025.01.13 15:38close121.000.615770.000000.00000-202.009300.00
252025.01.13 15:38buy131.000.615770.000000.00000
262025.01.14 14:06close131.000.617810.000000.00000204.009504.00
272025.01.14 14:06sell141.000.617810.000000.00000
282025.01.15 09:41close141.000.620020.000000.00000-221.009283.00
292025.01.15 09:41buy151.000.620020.000000.00000
302025.01.16 04:55close151.000.621410.000000.00000139.009422.00
312025.01.16 04:55sell161.000.621410.000000.00000
322025.01.16 18:05close161.000.622630.000000.00000-122.009300.00
332025.01.16 18:05buy171.000.622630.000000.00000
342025.01.17 06:34close171.000.620160.000000.00000-247.009053.00
352025.01.17 06:34sell181.000.620160.000000.00000
362025.01.17 17:03close181.000.621790.000000.00000-163.008890.00
372025.01.17 17:03buy191.000.621790.000000.00000
382025.01.20 11:28close191.000.619830.000000.00000-196.008694.00
392025.01.20 11:28sell201.000.619830.000000.00000
402025.01.20 15:31close201.000.622660.000000.00000-283.008411.00
412025.01.20 15:31buy211.000.622660.000000.00000
422025.01.21 02:52close211.000.623930.000000.00000127.008538.00
432025.01.21 02:52sell221.000.623930.000000.00000
442025.01.21 16:23close221.000.624720.000000.00000-79.008459.00
452025.01.21 16:23buy231.000.624720.000000.00000
462025.01.22 08:49close231.000.625440.000000.0000072.008531.00
472025.01.22 08:49sell241.000.625440.000000.00000
482025.01.22 11:22close241.000.627850.000000.00000-241.008290.00
492025.01.22 11:22buy251.000.627850.000000.00000
502025.01.23 00:04close251.000.626480.000000.00000-137.008153.00
512025.01.23 00:04sell261.000.626480.000000.00000
522025.01.23 16:19close261.000.627890.000000.00000-141.008012.00
532025.01.23 16:19buy271.000.627890.000000.00000
542025.01.24 15:54close271.000.630420.000000.00000253.008265.00
552025.01.24 15:54sell281.000.630420.000000.00000
562025.01.27 14:03close281.000.630510.000000.00000-9.008256.00
572025.01.27 14:03buy291.000.630510.000000.00000
582025.01.27 17:31close291.000.627780.000000.00000-273.007983.00
592025.01.27 17:31sell301.000.627780.000000.00000
602025.01.30 15:59close301.000.623700.000000.00000408.008391.00
612025.01.30 15:59buy311.000.623700.000000.00000
622025.01.30 22:39close311.000.621400.000000.00000-230.008161.00
632025.01.30 22:39sell321.000.621400.000000.00000
642025.01.31 08:38close321.000.622900.000000.00000-150.008011.00
652025.01.31 08:38buy331.000.622900.000000.00000
662025.01.31 13:24close331.000.621110.000000.00000-179.007832.00
672025.01.31 13:24sell341.000.621110.000000.00000
682025.01.31 17:39close341.000.623490.000000.00000-238.007594.00
692025.01.31 17:39buy351.000.623490.000000.00000
702025.02.03 00:02close351.000.615730.000000.00000-776.006818.00
712025.02.03 00:02sell361.000.615730.000000.00000
722025.02.03 10:23close361.000.614620.000000.00000111.006929.00
732025.02.03 10:23buy371.000.614620.000000.00000
742025.02.04 07:02close371.000.618700.000000.00000408.007337.00
752025.02.04 07:02sell381.000.618700.000000.00000
762025.02.04 16:09close381.000.622110.000000.00000-341.006996.00
772025.02.04 16:09buy391.000.622110.000000.00000
782025.02.05 03:59close391.000.624220.000000.00000211.007207.00
792025.02.05 03:59sell401.000.624220.000000.00000
802025.02.05 09:20close401.000.626550.000000.00000-233.006974.00
812025.02.05 09:20buy411.000.626550.000000.00000
822025.02.06 04:17close411.000.627650.000000.00000110.007084.00
832025.02.06 04:17sell421.000.627650.000000.00000
842025.02.06 17:49close421.000.627640.000000.000001.007085.00
852025.02.06 17:49buy431.000.627640.000000.00000
862025.02.07 14:35close431.000.627720.000000.000008.007093.00
872025.02.07 14:35sell441.000.627720.000000.00000
882025.02.10 07:12close441.000.627450.000000.0000027.007120.00
892025.02.10 07:12buy451.000.627450.000000.00000
902025.02.11 00:05close451.000.627020.000000.00000-43.007077.00
912025.02.11 00:05sell461.000.627020.000000.00000
922025.02.11 10:17close461.000.628460.000000.00000-144.006933.00
932025.02.11 10:17buy471.000.628460.000000.00000
942025.02.12 10:23close471.000.628290.000000.00000-17.006916.00
952025.02.12 10:23sell481.000.628290.000000.00000
962025.02.12 19:14close481.000.629580.000000.00000-129.006787.00
972025.02.12 19:14buy491.000.629580.000000.00000
982025.02.13 10:09close491.000.627340.000000.00000-224.006563.00
992025.02.13 10:09sell501.000.627340.000000.00000
1002025.02.13 17:12close501.000.628480.000000.00000-114.006449.00
1012025.02.13 17:12buy511.000.628480.000000.00000
1022025.02.17 00:02close511.000.634440.000000.00000596.007045.00
1032025.02.17 00:02sell521.000.634440.000000.00000
1042025.02.17 03:29close521.000.636540.000000.00000-210.006835.00
1052025.02.17 03:29buy531.000.636540.000000.00000
1062025.02.17 21:12close531.000.635710.000000.00000-83.006752.00
1072025.02.17 21:12sell541.000.635710.000000.00000
1082025.02.19 04:52close541.000.636070.000000.00000-36.006716.00
1092025.02.19 04:52buy551.000.636070.000000.00000
1102025.02.19 13:00close551.000.635200.000000.00000-87.006629.00
1112025.02.19 13:00sell561.000.635200.000000.00000
1122025.02.20 05:55close561.000.636140.000000.00000-94.006535.00
1132025.02.20 05:55buy571.000.636140.000000.00000
1142025.02.21 07:50close571.000.638880.000000.00000274.006809.00
1152025.02.21 07:50sell581.000.638880.000000.00000
1162025.02.24 04:27close581.000.637660.000000.00000122.006931.00
1172025.02.24 04:27buy591.000.637660.000000.00000
1182025.02.24 10:07close591.000.636290.000000.00000-137.006794.00
1192025.02.24 10:07sell601.000.636290.000000.00000
1202025.02.26 01:34close601.000.635230.000000.00000106.006900.00
1212025.02.26 01:34buy611.000.635230.000000.00000
1222025.02.26 04:43close611.000.632890.000000.00000-234.006666.00
1232025.02.26 04:43sell621.000.632890.000000.00000
1242025.02.26 19:30close621.000.633070.000000.00000-18.006648.00
1252025.02.26 19:30buy631.000.633070.000000.00000
1262025.02.27 06:01close631.000.629000.000000.00000-407.006241.00
1272025.02.27 06:01sell641.000.629000.000000.00000
1282025.02.28 14:13close641.000.622270.000000.00000673.006914.00
1292025.02.28 14:13buy651.000.622270.000000.00000
1302025.02.28 20:17close651.000.620070.000000.00000-220.006694.00
1312025.02.28 20:17sell661.000.620070.000000.00000
1322025.03.03 01:22close661.000.621980.000000.00000-191.006503.00
1332025.03.03 01:22buy671.000.621980.000000.00000
1342025.03.03 22:00close671.000.622150.000000.0000017.006520.00
1352025.03.03 22:00sell681.000.622150.000000.00000
1362025.03.04 11:09close681.000.622120.000000.000003.006523.00
1372025.03.04 11:09buy691.000.622120.000000.00000
1382025.03.04 17:18close691.000.620150.000000.00000-197.006326.00
1392025.03.04 17:18sell701.000.620150.000000.00000
1402025.03.04 21:10close701.000.624040.000000.00000-389.005937.00
1412025.03.04 21:10buy711.000.624040.000000.00000
1422025.03.05 05:01close711.000.623540.000000.00000-50.005887.00
1432025.03.05 05:01sell721.000.623540.000000.00000
1442025.03.05 09:21close721.000.627110.000000.00000-357.005530.00
1452025.03.05 09:21buy731.000.627110.000000.00000
1462025.03.06 13:29close731.000.632220.000000.00000511.006041.00
1472025.03.06 13:29sell741.000.632220.000000.00000
1482025.03.06 17:06close741.000.635100.000000.00000-288.005753.00
1492025.03.06 17:06buy751.000.635100.000000.00000
1502025.03.07 03:18close751.000.631990.000000.00000-311.005442.00
1512025.03.07 03:18sell761.000.631990.000000.00000
1522025.03.10 04:03close761.000.631800.000000.0000019.005461.00
1532025.03.10 04:03buy771.000.631800.000000.00000
1542025.03.10 17:18close771.000.630680.000000.00000-112.005349.00
1552025.03.10 17:18sell781.000.630680.000000.00000
1562025.03.11 12:01close781.000.629400.000000.00000128.005477.00
1572025.03.11 12:01buy791.000.629400.000000.00000
1582025.03.11 17:42close791.000.626680.000000.00000-272.005205.00
1592025.03.11 17:42sell801.000.626680.000000.00000
1602025.03.11 21:42close801.000.630610.000000.00000-393.004812.00
1612025.03.11 21:42buy811.000.630610.000000.00000
1622025.03.12 07:05close811.000.628230.000000.00000-238.004574.00
1632025.03.12 07:05sell821.000.628230.000000.00000
1642025.03.12 15:31close821.000.631060.000000.00000-283.004291.00
1652025.03.12 15:31buy831.000.631060.000000.00000
1662025.03.13 07:37close831.000.631200.000000.0000014.004305.00
1672025.03.13 07:37sell841.000.631200.000000.00000
1682025.03.14 09:17close841.000.629860.000000.00000134.004439.00
1692025.03.14 09:17buy851.000.629860.000000.00000
1702025.03.18 06:03close851.000.637540.000000.00000768.005207.00
1712025.03.18 06:03sell861.000.637540.000000.00000
1722025.03.18 11:12close861.000.638830.000000.00000-129.005078.00
1732025.03.18 11:12buy871.000.638830.000000.00000
1742025.03.18 14:52close871.000.636500.000000.00000-233.004845.00
1752025.03.18 14:52sell881.000.636500.000000.00000
1762025.03.19 21:35close881.000.634540.000000.00000196.005041.00
1772025.03.19 21:35buy891.000.634540.000000.00000
1782025.03.20 04:07close891.000.632820.000000.00000-172.004869.00
1792025.03.20 04:07sell901.000.632820.000000.00000
1802025.03.20 22:13close901.000.630360.000000.00000246.005115.00
1812025.03.20 22:13buy911.000.630360.000000.00000
1822025.03.21 06:00close911.000.629170.000000.00000-119.004996.00
1832025.03.21 06:00sell921.000.629170.000000.00000
1842025.03.24 01:20close921.000.628720.000000.0000045.005041.00
1852025.03.24 01:20buy931.000.628720.000000.00000
1862025.03.24 19:29close931.000.627660.000000.00000-106.004935.00
1872025.03.24 19:29sell941.000.627660.000000.00000
1882025.03.25 04:19close941.000.629410.000000.00000-175.004760.00
1892025.03.25 04:19buy951.000.629410.000000.00000
1902025.03.25 21:47close951.000.629760.000000.0000035.004795.00
1912025.03.25 21:47sell961.000.629760.000000.00000
1922025.03.26 09:29close961.000.631800.000000.00000-204.004591.00
1932025.03.26 09:29buy971.000.631800.000000.00000
1942025.03.26 16:45close971.000.630760.000000.00000-104.004487.00
1952025.03.26 16:45sell981.000.630760.000000.00000
1962025.03.27 05:19close981.000.630450.000000.0000031.004518.00
1972025.03.27 05:19buy991.000.630450.000000.00000
1982025.03.28 03:44close991.000.629100.000000.00000-135.004383.00
1992025.03.28 03:44sell1001.000.629100.000000.00000
2002025.03.28 12:09close1001.000.630040.000000.00000-94.004289.00
2012025.03.28 12:09buy1011.000.630040.000000.00000
2022025.03.31 00:35close1011.000.628030.000000.00000-201.004088.00
2032025.03.31 00:35sell1021.000.628030.000000.00000
2042025.03.31 04:12close1021.000.629690.000000.00000-166.003922.00
2052025.03.31 04:12buy1031.000.629690.000000.00000
2062025.03.31 10:40close1031.000.626750.000000.00000-294.003628.00
2072025.03.31 10:40sell1041.000.626750.000000.00000
2082025.03.31 22:43close1041.000.625390.000000.00000136.003764.00
2092025.03.31 22:43buy1051.000.625390.000000.00000
2102025.04.01 04:05close1051.000.623340.000000.00000-205.003559.00
2112025.04.01 04:05sell1061.000.623340.000000.00000
2122025.04.01 05:34close1061.000.625490.000000.00000-215.003344.00
2132025.04.01 05:34buy1071.000.625490.000000.00000
2142025.04.02 19:41close1071.000.629240.000000.00000375.003719.00
2152025.04.02 19:41sell1081.000.629240.000000.00000
2162025.04.02 23:14close1081.000.632170.000000.00000-293.003426.00
2172025.04.02 23:14buy1091.000.632170.000000.00000
2182025.04.02 23:28close1091.000.628000.000000.00000-417.003009.00
2192025.04.02 23:28sell1101.000.628000.000000.00000
2202025.04.03 09:36close1101.000.629910.000000.00000-191.002818.00
2212025.04.03 09:36buy1111.000.629910.000000.00000
2222025.04.03 22:18close1111.000.632830.000000.00000292.003110.00
2232025.04.03 22:18sell1121.000.632830.000000.00000
2242025.04.07 08:19close1121.000.604730.000000.000002810.005920.00
2252025.04.07 08:19buy1131.000.604730.000000.00000
2262025.04.07 18:16close1131.000.596410.000000.00000-832.005088.00
2272025.04.07 18:16sell1141.000.596410.000000.00000
2282025.04.08 03:42close1141.000.601670.000000.00000-526.004562.00
2292025.04.08 03:42buy1151.000.601670.000000.00000
2302025.04.08 17:59close1151.000.602460.000000.0000079.004641.00
2312025.04.08 17:59sell1161.000.602460.000000.00000
2322025.04.09 04:41close1161.000.599370.000000.00000309.004950.00
2332025.04.09 04:41buy1171.000.599370.000000.00000
2342025.04.11 07:59close1171.000.619680.000000.000002031.006981.00
2352025.04.11 07:59sell1181.000.619680.000000.00000
2362025.04.11 15:29close1181.000.625090.000000.00000-541.006440.00
2372025.04.11 15:29buy1191.000.625090.000000.00000
2382025.04.14 16:01close1191.000.629290.000000.00000420.006860.00
2392025.04.14 16:01sell1201.000.629290.000000.00000
2402025.04.14 21:57close1201.000.633670.000000.00000-438.006422.00
2412025.04.14 21:57buy1211.000.633670.000000.00000
2422025.04.15 21:16close1211.000.634090.000000.0000042.006464.00
2432025.04.15 21:16sell1221.000.634090.000000.00000
2442025.04.15 21:43close at stop1221.006.345740.000000.00000-571165.00-564701.00