Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (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 test2393Ticks modelled4875969Modelling quality90.00%
Mismatched charts errors7
Initial deposit10000.00SpreadCurrent (19)
Total net profit-1925.59Gross profit6424.24Gross loss-8349.83
Profit factor0.77Expected payoff-21.40
Absolute drawdown2901.58Maximal drawdown3350.48 (32.07%)Relative drawdown32.07% (3350.48)
Total trades90Short positions (won %)45 (22.22%)Long positions (won %)45 (33.33%)
Profit trades (% of total)25 (27.78%)Loss trades (% of total)65 (72.22%)
Largestprofit trade629.45loss trade-294.62
Averageprofit trade256.97loss trade-128.46
Maximumconsecutive wins (profit in money)2 (1138.70)consecutive losses (loss in money)15 (-2089.87)
Maximalconsecutive profit (count of wins)1138.70 (2)consecutive loss (count of losses)-2089.87 (15)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 00:00sell11.001.360120.000000.00000
22025.07.01 15:24close11.001.361800.000000.00000-123.379876.63
32025.07.01 15:24buy21.001.361800.000000.00000
42025.07.02 14:04close21.001.363800.000000.00000146.6510023.28
52025.07.02 14:04sell31.001.363800.000000.00000
62025.07.03 07:38close31.001.359840.000000.00000291.2110314.49
72025.07.03 07:38buy41.001.359840.000000.00000
82025.07.03 14:03close41.001.358200.000000.00000-120.7510193.74
92025.07.03 14:03sell51.001.358200.000000.00000
102025.07.03 15:27close51.001.360610.000000.00000-177.1310016.61
112025.07.03 15:27buy61.001.360610.000000.00000
122025.07.03 16:40close61.001.357360.000000.00000-239.449777.17
132025.07.03 16:40sell71.001.357360.000000.00000
142025.07.04 10:30close71.001.358790.000000.00000-105.249671.93
152025.07.04 10:30buy81.001.358790.000000.00000
162025.07.07 00:00close81.001.358620.000000.00000-12.519659.42
172025.07.07 00:00sell91.001.358620.000000.00000
182025.07.07 05:20close91.001.361860.000000.00000-237.919421.51
192025.07.07 05:20buy101.001.361860.000000.00000
202025.07.07 16:37close101.001.363830.000000.00000144.459565.96
212025.07.07 16:37sell111.001.363830.000000.00000
222025.07.07 20:40close111.001.367860.000000.00000-294.629271.34
232025.07.07 20:40buy121.001.367860.000000.00000
242025.07.08 05:37close121.001.365160.000000.00000-197.789073.56
252025.07.08 05:37sell131.001.365160.000000.00000
262025.07.08 16:27close131.001.366810.000000.00000-120.728952.84
272025.07.08 16:27buy141.001.366810.000000.00000
282025.07.09 00:39close141.001.365400.000000.00000-103.278849.57
292025.07.09 00:39sell151.001.365400.000000.00000
302025.07.09 06:38close151.001.368630.000000.00000-236.008613.57
312025.07.09 06:38buy161.001.368630.000000.00000
322025.07.10 03:38close161.001.367590.000000.00000-76.058537.52
332025.07.10 03:38sell171.001.367590.000000.00000
342025.07.10 15:28close171.001.369170.000000.00000-115.408422.12
352025.07.10 15:28buy181.001.369170.000000.00000
362025.07.10 21:40close181.001.366870.000000.00000-168.278253.85
372025.07.10 21:40sell191.001.366870.000000.00000
382025.07.11 03:19close191.001.368310.000000.00000-105.248148.61
392025.07.11 03:19buy201.001.368310.000000.00000
402025.07.11 15:27close201.001.368040.000000.00000-19.748128.87
412025.07.11 15:27sell211.001.368040.000000.00000
422025.07.14 05:38close211.001.370150.000000.00000-154.007974.87
432025.07.14 05:38buy221.001.370150.000000.00000
442025.07.14 10:38close221.001.367920.000000.00000-163.027811.85
452025.07.14 10:38sell231.001.367920.000000.00000
462025.07.14 16:38close231.001.370020.000000.00000-153.287658.57
472025.07.14 16:38buy241.001.370020.000000.00000
482025.07.15 08:40close241.001.369040.000000.00000-71.587586.99
492025.07.15 08:40sell251.001.369040.000000.00000
502025.07.15 17:04close251.001.370560.000000.00000-110.907476.09
512025.07.15 17:04buy261.001.370560.000000.00000
522025.07.16 10:14close261.001.370620.000000.000004.387480.47
532025.07.16 10:14sell271.001.370620.000000.00000
542025.07.16 12:39close271.001.372680.000000.00000-150.077330.40
552025.07.16 12:39buy281.001.372680.000000.00000
562025.07.16 18:19close281.001.370490.000000.00000-159.807170.60
572025.07.16 18:19sell291.001.370490.000000.00000
582025.07.17 04:27close291.001.370690.000000.00000-14.597156.01
592025.07.17 04:27buy301.001.370690.000000.00000
602025.07.18 02:30close301.001.373700.000000.00000219.127375.13
612025.07.18 02:30sell311.001.373700.000000.00000
622025.07.18 20:38close311.001.373540.000000.0000011.657386.78
632025.07.18 20:38buy321.001.373540.000000.00000
642025.07.21 14:28close321.001.371060.000000.00000-180.887205.90
652025.07.21 14:28sell331.001.371060.000000.00000
662025.07.22 08:39close331.001.369460.000000.00000116.837322.73
672025.07.22 08:39buy341.001.369460.000000.00000
682025.07.22 12:39close341.001.367760.000000.00000-124.297198.44
692025.07.22 12:39sell351.001.367760.000000.00000
702025.07.23 16:20close351.001.360830.000000.00000509.257707.69
712025.07.23 16:20buy361.001.360830.000000.00000
722025.07.28 03:30close361.001.369450.000000.00000629.458337.14
732025.07.28 03:30sell371.001.369450.000000.00000
742025.07.28 09:28close371.001.371200.000000.00000-127.638209.51
752025.07.28 09:28buy381.001.371200.000000.00000
762025.07.30 04:13close381.001.375860.000000.00000338.708548.21
772025.07.30 04:13sell391.001.375860.000000.00000
782025.07.30 12:27close391.001.377880.000000.00000-146.608401.61
792025.07.30 12:27buy401.001.377880.000000.00000
802025.08.01 15:19close401.001.384890.000000.00000506.188907.79
812025.08.01 15:19sell411.001.384890.000000.00000
822025.08.05 06:20close411.001.378830.000000.00000439.509347.29
832025.08.05 06:20buy421.001.378830.000000.00000
842025.08.05 17:03close421.001.377630.000000.00000-87.119260.18
852025.08.05 17:03sell431.001.377630.000000.00000
862025.08.07 14:40close431.001.374590.000000.00000221.169481.34
872025.08.07 14:40buy441.001.374590.000000.00000
882025.08.08 02:37close441.001.373280.000000.00000-95.399385.95
892025.08.08 02:37sell451.001.373280.000000.00000
902025.08.08 15:27close451.001.375130.000000.00000-134.539251.42
912025.08.08 15:27buy461.001.375130.000000.00000
922025.08.12 15:39close461.001.376600.000000.00000106.789358.20
932025.08.12 15:39sell471.001.376600.000000.00000
942025.08.14 09:29close471.001.376690.000000.00000-6.549351.66
952025.08.14 09:29buy481.001.376690.000000.00000
962025.08.15 06:16close481.001.380440.000000.00000271.659623.31
972025.08.15 06:16sell491.001.380440.000000.00000
982025.08.15 17:40close491.001.381000.000000.00000-40.559582.76
992025.08.15 17:40buy501.001.381000.000000.00000
1002025.08.18 04:39close501.001.380230.000000.00000-55.799526.97
1012025.08.18 04:39sell511.001.380230.000000.00000
1022025.08.18 16:40close511.001.381050.000000.00000-59.389467.59
1032025.08.18 16:40buy521.001.381050.000000.00000
1042025.08.19 01:15close521.001.379560.000000.00000-108.019359.58
1052025.08.19 01:15sell531.001.379560.000000.00000
1062025.08.19 04:38close531.001.381790.000000.00000-161.389198.20
1072025.08.19 04:38buy541.001.381790.000000.00000
1082025.08.20 15:17close541.001.386280.000000.00000323.899522.09
1092025.08.20 15:17sell551.001.386280.000000.00000
1102025.08.21 04:05close551.001.388240.000000.00000-141.199380.90
1112025.08.21 04:05buy561.001.388240.000000.00000
1122025.08.22 17:04close561.001.390160.000000.00000138.119519.01
1132025.08.22 17:04sell571.001.390160.000000.00000
1142025.08.25 04:30close571.001.384210.000000.00000429.859948.86
1152025.08.25 04:30buy581.001.384210.000000.00000
1162025.08.25 09:33close581.001.382060.000000.00000-155.569793.30
1172025.08.25 09:33sell591.001.382060.000000.00000
1182025.08.25 20:29close591.001.384070.000000.00000-145.229648.08
1192025.08.25 20:29buy601.001.384070.000000.00000
1202025.08.26 14:39close601.001.384080.000000.000000.729648.80
1212025.08.26 14:39sell611.001.384080.000000.00000
1222025.08.27 07:39close611.001.384460.000000.00000-27.459621.35
1232025.08.27 07:39buy621.001.384460.000000.00000
1242025.08.27 17:38close621.001.383350.000000.00000-80.249541.11
1252025.08.27 17:38sell631.001.383350.000000.00000
1262025.08.29 15:20close631.001.376400.000000.00000504.9410046.05
1272025.08.29 15:20buy641.001.376400.000000.00000
1282025.08.29 17:38close641.001.373320.000000.00000-224.279821.78
1292025.08.29 17:38sell651.001.373320.000000.00000
1302025.09.01 09:30close651.001.374740.000000.00000-103.299718.49
1312025.09.01 09:30buy661.001.374740.000000.00000
1322025.09.02 00:40close661.001.374280.000000.00000-33.479685.02
1332025.09.02 00:40sell671.001.374280.000000.00000
1342025.09.02 07:30close671.001.375900.000000.00000-117.749567.28
1352025.09.02 07:30buy681.001.375900.000000.00000
1362025.09.03 17:39close681.001.378400.000000.00000181.379748.65
1372025.09.03 17:39sell691.001.378400.000000.00000
1382025.09.04 05:37close691.001.380650.000000.00000-162.979585.68
1392025.09.04 05:37buy701.001.380650.000000.00000
1402025.09.04 15:40close701.001.380310.000000.00000-24.639561.05
1412025.09.04 15:40sell711.001.380310.000000.00000
1422025.09.04 17:16close711.001.382940.000000.00000-190.179370.88
1432025.09.04 17:16buy721.001.382940.000000.00000
1442025.09.05 00:40close721.001.380830.000000.00000-152.819218.07
1452025.09.05 00:40sell731.001.380830.000000.00000
1462025.09.05 15:40close731.001.381840.000000.00000-73.099144.98
1472025.09.05 15:40buy741.001.381840.000000.00000
1482025.09.08 10:19close741.001.382300.000000.0000033.289178.26
1492025.09.08 10:19sell751.001.382300.000000.00000
1502025.09.08 19:29close751.001.383020.000000.00000-52.069126.20
1512025.09.08 19:29buy761.001.383020.000000.00000
1522025.09.09 00:18close761.001.379730.000000.00000-238.458887.75
1532025.09.09 00:18sell771.001.379730.000000.00000
1542025.09.09 10:40close771.001.381440.000000.00000-123.788763.97
1552025.09.09 10:40buy781.001.381440.000000.00000
1562025.09.10 09:15close781.001.383840.000000.00000173.438937.40
1572025.09.10 09:15sell791.001.383840.000000.00000
1582025.09.10 15:14close791.001.386260.000000.00000-174.578762.83
1592025.09.10 15:14buy801.001.386260.000000.00000
1602025.09.10 16:39close801.001.383520.000000.00000-198.058564.78
1612025.09.10 16:39sell811.001.383520.000000.00000
1622025.09.11 08:07close811.001.387480.000000.00000-285.418279.37
1632025.09.11 08:07buy821.001.387480.000000.00000
1642025.09.11 15:35close821.001.386600.000000.00000-63.468215.91
1652025.09.11 15:35sell831.001.386600.000000.00000
1662025.09.12 04:49close831.001.384620.000000.00000143.008358.91
1672025.09.12 04:49buy841.001.384620.000000.00000
1682025.09.15 12:08close841.001.382980.000000.00000-118.588240.33
1692025.09.15 12:08sell851.001.382980.000000.00000
1702025.09.17 06:40close851.001.375570.000000.00000538.698779.02
1712025.09.17 06:40buy861.001.375570.000000.00000
1722025.09.17 21:03close861.001.374320.000000.00000-90.958688.07
1732025.09.17 21:03sell871.001.374320.000000.00000
1742025.09.17 21:38close871.001.377950.000000.00000-263.438424.64
1752025.09.17 21:38buy881.001.377950.000000.00000
1762025.09.18 13:32close881.001.376710.000000.00000-90.078334.57
1772025.09.18 13:32sell891.001.376710.000000.00000
1782025.09.18 16:16close891.001.379950.000000.00000-234.798099.78
1792025.09.18 16:16buy901.001.379950.000000.00000
1802025.09.18 23:54close at stop901.001.379600.000000.00000-25.378074.41