Strategy Tester Report
Keltner Breakout FxFishermanFiltered
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19) | ||||
| Model | Every 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 test | 3785 | Ticks modelled | 5161521 | Modelling quality | n/a |
| Mismatched charts errors | 1990 | ||||
| Initial deposit | 10000.00 | Spread | Current (12) | ||
| Total net profit | -1055023.00 | Gross profit | 886.00 | Gross loss | -1055909.00 |
| Profit factor | 0.00 | Expected payoff | -47955.59 | ||
| Absolute drawdown | 1055023.00 | Maximal drawdown | 2109128.00 (198.21%) | Relative drawdown | 198.21% (2109128.00) |
| Total trades | 22 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 11 (36.36%) |
| Profit trades (% of total) | 9 (40.91%) | Loss trades (% of total) | 13 (59.09%) | ||
| Largest | profit trade | 301.00 | loss trade | -1053885.00 | |
| Average | profit trade | 98.44 | loss trade | -81223.77 | |
| Maximum | consecutive wins (profit in money) | 4 (168.00) | consecutive losses (loss in money) | 4 (-632.00) | |
| Maximal | consecutive profit (count of wins) | 301.00 (1) | consecutive loss (count of losses) | -1054016.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 00:00 | buy | 1 | 1.00 | 1.17879 | 0.00000 | 0.00000 | ||
| 2 | 2025.07.01 10:02 | close | 1 | 1.00 | 1.17745 | 0.00000 | 0.00000 | -134.00 | 9866.00 |
| 3 | 2025.07.01 10:02 | sell | 2 | 1.00 | 1.17745 | 0.00000 | 0.00000 | ||
| 4 | 2025.07.01 11:54 | close | 2 | 1.00 | 1.18050 | 0.00000 | 0.00000 | -305.00 | 9561.00 |
| 5 | 2025.07.01 11:54 | buy | 3 | 1.00 | 1.18050 | 0.00000 | 0.00000 | ||
| 6 | 2025.07.01 17:01 | close | 3 | 1.00 | 1.17927 | 0.00000 | 0.00000 | -123.00 | 9438.00 |
| 7 | 2025.07.01 17:01 | sell | 4 | 1.00 | 1.17927 | 0.00000 | 0.00000 | ||
| 8 | 2025.07.01 22:10 | close | 4 | 1.00 | 1.17887 | 0.00000 | 0.00000 | 40.00 | 9478.00 |
| 9 | 2025.07.01 22:10 | buy | 5 | 1.00 | 1.17887 | 0.00000 | 0.00000 | ||
| 10 | 2025.07.02 04:57 | close | 5 | 1.00 | 1.17929 | 0.00000 | 0.00000 | 42.00 | 9520.00 |
| 11 | 2025.07.02 04:57 | sell | 6 | 1.00 | 1.17929 | 0.00000 | 0.00000 | ||
| 12 | 2025.07.02 15:25 | close | 6 | 1.00 | 1.17859 | 0.00000 | 0.00000 | 70.00 | 9590.00 |
| 13 | 2025.07.02 15:25 | buy | 7 | 1.00 | 1.17859 | 0.00000 | 0.00000 | ||
| 14 | 2025.07.03 00:53 | close | 7 | 1.00 | 1.17875 | 0.00000 | 0.00000 | 16.00 | 9606.00 |
| 15 | 2025.07.03 00:53 | sell | 8 | 1.00 | 1.17875 | 0.00000 | 0.00000 | ||
| 16 | 2025.07.03 03:17 | close | 8 | 1.00 | 1.18066 | 0.00000 | 0.00000 | -191.00 | 9415.00 |
| 17 | 2025.07.03 03:17 | buy | 9 | 1.00 | 1.18066 | 0.00000 | 0.00000 | ||
| 18 | 2025.07.03 06:40 | close | 9 | 1.00 | 1.17926 | 0.00000 | 0.00000 | -140.00 | 9275.00 |
| 19 | 2025.07.03 06:40 | sell | 10 | 1.00 | 1.17926 | 0.00000 | 0.00000 | ||
| 20 | 2025.07.03 10:00 | close | 10 | 1.00 | 1.18031 | 0.00000 | 0.00000 | -105.00 | 9170.00 |
| 21 | 2025.07.03 10:00 | buy | 11 | 1.00 | 1.18031 | 0.00000 | 0.00000 | ||
| 22 | 2025.07.03 14:58 | close | 11 | 1.00 | 1.17835 | 0.00000 | 0.00000 | -196.00 | 8974.00 |
| 23 | 2025.07.03 14:58 | sell | 12 | 1.00 | 1.17835 | 0.00000 | 0.00000 | ||
| 24 | 2025.07.04 02:28 | close | 12 | 1.00 | 1.17622 | 0.00000 | 0.00000 | 213.00 | 9187.00 |
| 25 | 2025.07.04 02:28 | buy | 13 | 1.00 | 1.17622 | 0.00000 | 0.00000 | ||
| 26 | 2025.07.04 15:12 | close | 13 | 1.00 | 1.17650 | 0.00000 | 0.00000 | 28.00 | 9215.00 |
| 27 | 2025.07.04 15:12 | sell | 14 | 1.00 | 1.17650 | 0.00000 | 0.00000 | ||
| 28 | 2025.07.04 17:04 | close | 14 | 1.00 | 1.17844 | 0.00000 | 0.00000 | -194.00 | 9021.00 |
| 29 | 2025.07.04 17:04 | buy | 15 | 1.00 | 1.17844 | 0.00000 | 0.00000 | ||
| 30 | 2025.07.07 04:45 | close | 15 | 1.00 | 1.17702 | 0.00000 | 0.00000 | -142.00 | 8879.00 |
| 31 | 2025.07.07 04:45 | sell | 16 | 1.00 | 1.17702 | 0.00000 | 0.00000 | ||
| 32 | 2025.07.07 16:34 | close | 16 | 1.00 | 1.17401 | 0.00000 | 0.00000 | 301.00 | 9180.00 |
| 33 | 2025.07.07 16:34 | buy | 17 | 1.00 | 1.17401 | 0.00000 | 0.00000 | ||
| 34 | 2025.07.07 19:25 | close | 17 | 1.00 | 1.17160 | 0.00000 | 0.00000 | -241.00 | 8939.00 |
| 35 | 2025.07.07 19:25 | sell | 18 | 1.00 | 1.17160 | 0.00000 | 0.00000 | ||
| 36 | 2025.07.08 01:40 | close | 18 | 1.00 | 1.17282 | 0.00000 | 0.00000 | -122.00 | 8817.00 |
| 37 | 2025.07.08 01:40 | buy | 19 | 1.00 | 1.17282 | 0.00000 | 0.00000 | ||
| 38 | 2025.07.08 13:21 | close | 19 | 1.00 | 1.17348 | 0.00000 | 0.00000 | 66.00 | 8883.00 |
| 39 | 2025.07.08 13:21 | sell | 20 | 1.00 | 1.17348 | 0.00000 | 0.00000 | ||
| 40 | 2025.07.08 20:55 | close | 20 | 1.00 | 1.17238 | 0.00000 | 0.00000 | 110.00 | 8993.00 |
| 41 | 2025.07.08 20:55 | buy | 21 | 1.00 | 1.17238 | 0.00000 | 0.00000 | ||
| 42 | 2025.07.09 06:00 | close | 21 | 1.00 | 1.17107 | 0.00000 | 0.00000 | -131.00 | 8862.00 |
| 43 | 2025.07.09 06:00 | sell | 22 | 1.00 | 1.17107 | 0.00000 | 0.00000 | ||
| 44 | 2025.07.09 06:00 | close at stop | 22 | 1.00 | 11.70992 | 0.00000 | 0.00000 | -1053885.00 | -1045023.00 |