Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19)
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 test3785Ticks modelled4157099Modelling quality90.00%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (16)
Total net profit-3971.00Gross profit9460.00Gross loss-13431.00
Profit factor0.70Expected payoff-23.78
Absolute drawdown4957.00Maximal drawdown5266.00 (51.08%)Relative drawdown51.08% (5266.00)
Total trades167Short positions (won %)84 (34.52%)Long positions (won %)83 (33.73%)
Profit trades (% of total)57 (34.13%)Loss trades (% of total)110 (65.87%)
Largestprofit trade774.00loss trade-296.00
Averageprofit trade165.96loss trade-122.10
Maximumconsecutive wins (profit in money)3 (610.00)consecutive losses (loss in money)10 (-829.00)
Maximalconsecutive profit (count of wins)774.00 (1)consecutive loss (count of losses)-918.00 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 00:06sell11.000.608460.000000.00000
22025.07.01 08:27close11.000.609840.000000.00000-138.009862.00
32025.07.01 08:27buy21.000.609840.000000.00000
42025.07.01 15:29close21.000.610280.000000.0000044.009906.00
52025.07.01 15:29sell31.000.610280.000000.00000
62025.07.01 23:03close31.000.609640.000000.0000064.009970.00
72025.07.01 23:03buy41.000.609640.000000.00000
82025.07.02 04:50close41.000.609050.000000.00000-59.009911.00
92025.07.02 04:50sell51.000.609050.000000.00000
102025.07.02 19:15close51.000.607910.000000.00000114.0010025.00
112025.07.02 19:15buy61.000.607910.000000.00000
122025.07.03 05:05close61.000.608070.000000.0000016.0010041.00
132025.07.03 05:05sell71.000.608070.000000.00000
142025.07.03 10:14close71.000.607940.000000.0000013.0010054.00
152025.07.03 10:14buy81.000.607940.000000.00000
162025.07.03 14:50close81.000.606600.000000.00000-134.009920.00
172025.07.03 14:50sell91.000.606600.000000.00000
182025.07.03 23:40close91.000.607230.000000.00000-63.009857.00
192025.07.03 23:40buy101.000.607230.000000.00000
202025.07.04 10:44close101.000.606060.000000.00000-117.009740.00
212025.07.04 10:44sell111.000.606060.000000.00000
222025.07.07 00:40close111.000.605860.000000.0000020.009760.00
232025.07.07 00:40buy121.000.605860.000000.00000
242025.07.07 02:47close121.000.604660.000000.00000-120.009640.00
252025.07.07 02:47sell131.000.604660.000000.00000
262025.07.07 16:40close131.000.600740.000000.00000392.0010032.00
272025.07.07 16:40buy141.000.600740.000000.00000
282025.07.07 19:49close141.000.599440.000000.00000-130.009902.00
292025.07.07 19:49sell151.000.599440.000000.00000
302025.07.08 02:45close151.000.600740.000000.00000-130.009772.00
312025.07.08 02:45buy161.000.600740.000000.00000
322025.07.08 15:14close161.000.600820.000000.000008.009780.00
332025.07.08 15:14sell171.000.600820.000000.00000
342025.07.09 04:50close171.000.600320.000000.0000050.009830.00
352025.07.09 04:50buy181.000.600320.000000.00000
362025.07.09 05:49close181.000.598130.000000.00000-219.009611.00
372025.07.09 05:49sell191.000.598130.000000.00000
382025.07.09 08:19close191.000.600740.000000.00000-261.009350.00
392025.07.09 08:19buy201.000.600740.000000.00000
402025.07.09 14:02close201.000.598880.000000.00000-186.009164.00
412025.07.09 14:02sell211.000.598880.000000.00000
422025.07.09 16:50close211.000.600450.000000.00000-157.009007.00
432025.07.09 16:50buy221.000.600450.000000.00000
442025.07.10 14:50close221.000.600860.000000.0000041.009048.00
452025.07.10 14:50sell231.000.600860.000000.00000
462025.07.10 18:50close231.000.602080.000000.00000-122.008926.00
472025.07.10 18:50buy241.000.602080.000000.00000
482025.07.11 03:14close241.000.602590.000000.0000051.008977.00
492025.07.11 03:14sell251.000.602590.000000.00000
502025.07.11 10:17close251.000.602680.000000.00000-9.008968.00
512025.07.11 10:17buy261.000.602680.000000.00000
522025.07.11 15:15close261.000.600760.000000.00000-192.008776.00
532025.07.11 15:15sell271.000.600760.000000.00000
542025.07.14 03:19close271.000.601310.000000.00000-55.008721.00
552025.07.14 03:19buy281.000.601310.000000.00000
562025.07.14 04:20close281.000.598680.000000.00000-263.008458.00
572025.07.14 04:20sell291.000.598680.000000.00000
582025.07.14 11:07close291.000.599420.000000.00000-74.008384.00
592025.07.14 11:07buy301.000.599420.000000.00000
602025.07.14 15:49close301.000.598170.000000.00000-125.008259.00
612025.07.14 15:49sell311.000.598170.000000.00000
622025.07.15 03:15close311.000.597940.000000.0000023.008282.00
632025.07.15 03:15buy321.000.597940.000000.00000
642025.07.15 15:37close321.000.598710.000000.0000077.008359.00
652025.07.15 15:37sell331.000.598710.000000.00000
662025.07.15 15:50close331.000.600670.000000.00000-196.008163.00
672025.07.15 15:50buy341.000.600670.000000.00000
682025.07.15 16:40close341.000.598490.000000.00000-218.007945.00
692025.07.15 16:40sell351.000.598490.000000.00000
702025.07.16 02:20close351.000.595140.000000.00000335.008280.00
712025.07.16 02:20buy361.000.595140.000000.00000
722025.07.16 05:50close361.000.594380.000000.00000-76.008204.00
732025.07.16 05:50sell371.000.594380.000000.00000
742025.07.16 09:37close371.000.595590.000000.00000-121.008083.00
752025.07.16 09:37buy381.000.595590.000000.00000
762025.07.16 11:49close381.000.594000.000000.00000-159.007924.00
772025.07.16 11:49sell391.000.594000.000000.00000
782025.07.16 18:15close391.000.595180.000000.00000-118.007806.00
792025.07.16 18:15buy401.000.595180.000000.00000
802025.07.17 03:19close401.000.593740.000000.00000-144.007662.00
812025.07.17 03:19sell411.000.593740.000000.00000
822025.07.17 18:15close411.000.592680.000000.00000106.007768.00
832025.07.17 18:15buy421.000.592680.000000.00000
842025.07.18 08:32close421.000.594770.000000.00000209.007977.00
852025.07.18 08:32sell431.000.594770.000000.00000
862025.07.18 11:02close431.000.596150.000000.00000-138.007839.00
872025.07.18 11:02buy441.000.596150.000000.00000
882025.07.18 19:19close441.000.596790.000000.0000064.007903.00
892025.07.18 19:19sell451.000.596790.000000.00000
902025.07.21 00:00close451.000.596830.000000.00000-4.007899.00
912025.07.21 00:00buy461.000.596830.000000.00000
922025.07.21 01:44close461.000.595250.000000.00000-158.007741.00
932025.07.21 01:44sell471.000.595250.000000.00000
942025.07.21 08:19close471.000.595690.000000.00000-44.007697.00
952025.07.21 08:19buy481.000.595690.000000.00000
962025.07.21 23:19close481.000.596850.000000.00000116.007813.00
972025.07.21 23:19sell491.000.596850.000000.00000
982025.07.22 13:02close491.000.595630.000000.00000122.007935.00
992025.07.22 13:02buy501.000.595630.000000.00000
1002025.07.23 00:09close501.000.599350.000000.00000372.008307.00
1012025.07.23 00:09sell511.000.599350.000000.00000
1022025.07.23 02:15close511.000.600740.000000.00000-139.008168.00
1032025.07.23 02:15buy521.000.600740.000000.00000
1042025.07.24 09:50close521.000.604360.000000.00000362.008530.00
1052025.07.24 09:50sell531.000.604360.000000.00000
1062025.07.25 03:15close531.000.603820.000000.0000054.008584.00
1072025.07.25 03:15buy541.000.603820.000000.00000
1082025.07.25 05:15close541.000.602320.000000.00000-150.008434.00
1092025.07.25 05:15sell551.000.602320.000000.00000
1102025.07.28 01:10close551.000.602010.000000.0000031.008465.00
1112025.07.28 01:10buy561.000.602010.000000.00000
1122025.07.28 05:07close561.000.601090.000000.00000-92.008373.00
1132025.07.28 05:07sell571.000.601090.000000.00000
1142025.07.28 16:02close571.000.598780.000000.00000231.008604.00
1152025.07.28 16:02buy581.000.598780.000000.00000
1162025.07.29 03:19close581.000.596500.000000.00000-228.008376.00
1172025.07.29 03:19sell591.000.596500.000000.00000
1182025.07.29 05:20close591.000.597730.000000.00000-123.008253.00
1192025.07.29 05:20buy601.000.597730.000000.00000
1202025.07.29 09:33close601.000.596190.000000.00000-154.008099.00
1212025.07.29 09:33sell611.000.596190.000000.00000
1222025.07.29 20:20close611.000.596220.000000.00000-3.008096.00
1232025.07.29 20:20buy621.000.596220.000000.00000
1242025.07.30 09:03close621.000.595680.000000.00000-54.008042.00
1252025.07.30 09:03sell631.000.595680.000000.00000
1262025.07.30 21:15close631.000.592620.000000.00000306.008348.00
1272025.07.30 21:15buy641.000.592620.000000.00000
1282025.07.30 21:45close641.000.590490.000000.00000-213.008135.00
1292025.07.30 21:45sell651.000.590490.000000.00000
1302025.07.31 02:30close651.000.590580.000000.00000-9.008126.00
1312025.07.31 02:30buy661.000.590580.000000.00000
1322025.07.31 11:19close661.000.591150.000000.0000057.008183.00
1332025.07.31 11:19sell671.000.591150.000000.00000
1342025.08.01 15:39close671.000.587620.000000.00000353.008536.00
1352025.08.01 15:39buy681.000.587620.000000.00000
1362025.08.01 20:32close681.000.588980.000000.00000136.008672.00
1372025.08.01 20:32sell691.000.588980.000000.00000
1382025.08.01 22:50close691.000.591650.000000.00000-267.008405.00
1392025.08.01 22:50buy701.000.591650.000000.00000
1402025.08.04 09:20close701.000.590610.000000.00000-104.008301.00
1412025.08.04 09:20sell711.000.590610.000000.00000
1422025.08.04 14:50close711.000.592270.000000.00000-166.008135.00
1432025.08.04 14:50buy721.000.592270.000000.00000
1442025.08.04 18:15close721.000.590810.000000.00000-146.007989.00
1452025.08.04 18:15sell731.000.590810.000000.00000
1462025.08.05 01:15close731.000.591130.000000.00000-32.007957.00
1472025.08.05 01:15buy741.000.591130.000000.00000
1482025.08.05 05:10close741.000.590340.000000.00000-79.007878.00
1492025.08.05 05:10sell751.000.590340.000000.00000
1502025.08.05 16:20close751.000.590170.000000.0000017.007895.00
1512025.08.05 16:20buy761.000.590170.000000.00000
1522025.08.06 17:50close761.000.592060.000000.00000189.008084.00
1532025.08.06 17:50sell771.000.592060.000000.00000
1542025.08.07 04:33close771.000.593730.000000.00000-167.007917.00
1552025.08.07 04:33buy781.000.593730.000000.00000
1562025.08.07 14:36close781.000.594530.000000.0000080.007997.00
1572025.08.07 14:36sell791.000.594530.000000.00000
1582025.08.07 22:44close791.000.595290.000000.00000-76.007921.00
1592025.08.07 22:44buy801.000.595290.000000.00000
1602025.08.08 04:20close801.000.595280.000000.00000-1.007920.00
1612025.08.08 04:20sell811.000.595280.000000.00000
1622025.08.08 10:20close811.000.596780.000000.00000-150.007770.00
1632025.08.08 10:20buy821.000.596780.000000.00000
1642025.08.08 11:46close821.000.595000.000000.00000-178.007592.00
1652025.08.08 11:46sell831.000.595000.000000.00000
1662025.08.08 16:40close831.000.596380.000000.00000-138.007454.00
1672025.08.08 16:40buy841.000.596380.000000.00000
1682025.08.11 00:00close841.000.594590.000000.00000-179.007275.00
1692025.08.11 00:00sell851.000.594590.000000.00000
1702025.08.11 04:50close851.000.595540.000000.00000-95.007180.00
1712025.08.11 04:50buy861.000.595540.000000.00000
1722025.08.11 10:09close861.000.594530.000000.00000-101.007079.00
1732025.08.11 10:09sell871.000.594530.000000.00000
1742025.08.12 03:20close871.000.594410.000000.0000012.007091.00
1752025.08.12 03:20buy881.000.594410.000000.00000
1762025.08.12 07:32close881.000.593010.000000.00000-140.006951.00
1772025.08.12 07:32sell891.000.593010.000000.00000
1782025.08.12 15:40close891.000.593280.000000.00000-27.006924.00
1792025.08.12 15:40buy901.000.593280.000000.00000
1802025.08.13 04:20close901.000.594530.000000.00000125.007049.00
1812025.08.13 04:20sell911.000.594530.000000.00000
1822025.08.13 05:45close911.000.595990.000000.00000-146.006903.00
1832025.08.13 05:45buy921.000.595990.000000.00000
1842025.08.13 15:44close921.000.597900.000000.00000191.007094.00
1852025.08.13 15:44sell931.000.597900.000000.00000
1862025.08.14 02:46close931.000.598120.000000.00000-22.007072.00
1872025.08.14 02:46buy941.000.598120.000000.00000
1882025.08.14 06:49close941.000.597350.000000.00000-77.006995.00
1892025.08.14 06:49sell951.000.597350.000000.00000
1902025.08.15 10:50close951.000.592980.000000.00000437.007432.00
1912025.08.15 10:50buy961.000.592980.000000.00000
1922025.08.15 15:32close961.000.591910.000000.00000-107.007325.00
1932025.08.15 15:32sell971.000.591910.000000.00000
1942025.08.15 16:06close971.000.593480.000000.00000-157.007168.00
1952025.08.15 16:06buy981.000.593480.000000.00000
1962025.08.15 21:20close981.000.592000.000000.00000-148.007020.00
1972025.08.15 21:20sell991.000.592000.000000.00000
1982025.08.18 01:44close991.000.592860.000000.00000-86.006934.00
1992025.08.18 01:44buy1001.000.592860.000000.00000
2002025.08.18 15:49close1001.000.592980.000000.0000012.006946.00
2012025.08.18 15:49sell1011.000.592980.000000.00000
2022025.08.19 03:20close1011.000.592930.000000.000005.006951.00
2032025.08.19 03:20buy1021.000.592930.000000.00000
2042025.08.19 09:02close1021.000.591550.000000.00000-138.006813.00
2052025.08.19 09:02sell1031.000.591550.000000.00000
2062025.08.20 15:44close1031.000.583810.000000.00000774.007587.00
2072025.08.20 15:44buy1041.000.583810.000000.00000
2082025.08.20 16:50close1041.000.581880.000000.00000-193.007394.00
2092025.08.20 16:50sell1051.000.581880.000000.00000
2102025.08.21 04:49close1051.000.583200.000000.00000-132.007262.00
2112025.08.21 04:49buy1061.000.583200.000000.00000
2122025.08.21 06:20close1061.000.581470.000000.00000-173.007089.00
2132025.08.21 06:20sell1071.000.581470.000000.00000
2142025.08.21 12:19close1071.000.582980.000000.00000-151.006938.00
2152025.08.21 12:19buy1081.000.582980.000000.00000
2162025.08.21 15:07close1081.000.581790.000000.00000-119.006819.00
2172025.08.21 15:07sell1091.000.581790.000000.00000
2182025.08.22 16:15close1091.000.581490.000000.0000030.006849.00
2192025.08.22 16:15buy1101.000.581490.000000.00000
2202025.08.25 00:00close1101.000.586040.000000.00000455.007304.00
2212025.08.25 00:00sell1111.000.586040.000000.00000
2222025.08.25 08:14close1111.000.586800.000000.00000-76.007228.00
2232025.08.25 08:14buy1121.000.586800.000000.00000
2242025.08.25 12:45close1121.000.585900.000000.00000-90.007138.00
2252025.08.25 12:45sell1131.000.585900.000000.00000
2262025.08.25 14:49close1131.000.587280.000000.00000-138.007000.00
2272025.08.25 14:49buy1141.000.587280.000000.00000
2282025.08.25 19:50close1141.000.586090.000000.00000-119.006881.00
2292025.08.25 19:50sell1151.000.586090.000000.00000
2302025.08.26 03:14close1151.000.585570.000000.0000052.006933.00
2312025.08.26 03:14buy1161.000.585570.000000.00000
2322025.08.26 04:45close1161.000.584210.000000.00000-136.006797.00
2332025.08.26 04:45sell1171.000.584210.000000.00000
2342025.08.26 13:19close1171.000.585150.000000.00000-94.006703.00
2352025.08.26 13:19buy1181.000.585150.000000.00000
2362025.08.27 00:15close1181.000.585410.000000.0000026.006729.00
2372025.08.27 00:15sell1191.000.585410.000000.00000
2382025.08.27 17:44close1191.000.583410.000000.00000200.006929.00
2392025.08.27 17:44buy1201.000.583410.000000.00000
2402025.08.28 00:09close1201.000.585280.000000.00000187.007116.00
2412025.08.28 00:09sell1211.000.585280.000000.00000
2422025.08.28 06:14close1211.000.586650.000000.00000-137.006979.00
2432025.08.28 06:14buy1221.000.586650.000000.00000
2442025.08.28 08:33close1221.000.585340.000000.00000-131.006848.00
2452025.08.28 08:33sell1231.000.585340.000000.00000
2462025.08.28 12:15close1231.000.586890.000000.00000-155.006693.00
2472025.08.28 12:15buy1241.000.586890.000000.00000
2482025.08.29 00:03close1241.000.588140.000000.00000125.006818.00
2492025.08.29 00:03sell1251.000.588140.000000.00000
2502025.08.29 03:49close1251.000.588810.000000.00000-67.006751.00
2512025.08.29 03:49buy1261.000.588810.000000.00000
2522025.08.29 15:19close1261.000.588170.000000.00000-64.006687.00
2532025.08.29 15:19sell1271.000.588170.000000.00000
2542025.08.29 17:10close1271.000.589640.000000.00000-147.006540.00
2552025.08.29 17:10buy1281.000.589640.000000.00000
2562025.08.29 23:49close1281.000.589290.000000.00000-35.006505.00
2572025.08.29 23:49sell1291.000.589290.000000.00000
2582025.09.01 03:32close1291.000.590230.000000.00000-94.006411.00
2592025.09.01 03:32buy1301.000.590230.000000.00000
2602025.09.01 09:15close1301.000.589660.000000.00000-57.006354.00
2612025.09.01 09:15sell1311.000.589660.000000.00000
2622025.09.01 11:20close1311.000.590850.000000.00000-119.006235.00
2632025.09.01 11:20buy1321.000.590850.000000.00000
2642025.09.01 15:19close1321.000.589910.000000.00000-94.006141.00
2652025.09.01 15:19sell1331.000.589910.000000.00000
2662025.09.01 23:00close1331.000.590520.000000.00000-61.006080.00
2672025.09.01 23:00buy1341.000.590520.000000.00000
2682025.09.01 23:55close1341.000.589610.000000.00000-91.005989.00
2692025.09.01 23:55sell1351.000.589610.000000.00000
2702025.09.02 17:04close1351.000.586350.000000.00000326.006315.00
2712025.09.02 17:04buy1361.000.586350.000000.00000
2722025.09.03 00:16close1361.000.585510.000000.00000-84.006231.00
2732025.09.03 00:16sell1371.000.585510.000000.00000
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