Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolUSDCHF (US Dollar vs Swiss Franc)
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 modelled11340869Modelling quality89.67%
Mismatched charts errors2
Initial deposit10000.00SpreadCurrent (20)
Total net profit-2640.39Gross profit33005.47Gross loss-35645.86
Profit factor0.93Expected payoff-13.54
Absolute drawdown6083.06Maximal drawdown7281.86 (65.02%)Relative drawdown65.02% (7281.86)
Total trades195Short positions (won %)98 (32.65%)Long positions (won %)97 (26.80%)
Profit trades (% of total)58 (29.74%)Loss trades (% of total)137 (70.26%)
Largestprofit trade3150.67loss trade-1194.54
Averageprofit trade569.06loss trade-260.19
Maximumconsecutive wins (profit in money)4 (1670.59)consecutive losses (loss in money)15 (-2372.53)
Maximalconsecutive profit (count of wins)3150.67 (1)consecutive loss (count of losses)-4278.09 (6)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.01.02 07:00sell11.000.904290.000000.00000
22025.01.02 13:00close11.000.907440.000000.00000-347.139652.87
32025.01.02 13:00buy21.000.907440.000000.00000
42025.01.03 04:06close21.000.911180.000000.00000410.4610063.33
52025.01.03 04:06sell31.000.911180.000000.00000
62025.01.07 02:30close31.000.906070.000000.00000563.9710627.30
72025.01.07 02:30buy41.000.906070.000000.00000
82025.01.07 07:28close41.000.903880.000000.00000-242.2910385.01
92025.01.07 07:28sell51.000.903880.000000.00000
102025.01.07 13:19close51.000.906030.000000.00000-237.3010147.71
112025.01.07 13:19buy61.000.906030.000000.00000
122025.01.09 05:16close61.000.910050.000000.00000441.7310589.44
132025.01.09 05:16sell71.000.910050.000000.00000
142025.01.09 09:08close71.000.912010.000000.00000-214.9110374.53
152025.01.09 09:08buy81.000.912010.000000.00000
162025.01.13 11:02close81.000.915670.000000.00000399.7110774.24
172025.01.13 11:02sell91.000.915670.000000.00000
182025.01.13 16:43close91.000.918330.000000.00000-289.6610484.58
192025.01.13 16:43buy101.000.918330.000000.00000
202025.01.14 00:02close101.000.916430.000000.00000-207.3310277.25
212025.01.14 00:02sell111.000.916430.000000.00000
222025.01.14 14:15close111.000.917170.000000.00000-80.6810196.57
232025.01.14 14:15buy121.000.917170.000000.00000
242025.01.14 18:12close121.000.913720.000000.00000-377.589818.99
252025.01.14 18:12sell131.000.913720.000000.00000
262025.01.15 18:32close131.000.913730.000000.00000-1.099817.90
272025.01.15 18:32buy141.000.913730.000000.00000
282025.01.16 10:21close141.000.911200.000000.00000-277.669540.24
292025.01.16 10:21sell151.000.911200.000000.00000
302025.01.16 14:40close151.000.913060.000000.00000-203.719336.53
312025.01.16 14:40buy161.000.913060.000000.00000
322025.01.17 00:15close161.000.909620.000000.00000-378.188958.35
332025.01.17 00:15sell171.000.909620.000000.00000
342025.01.17 07:41close171.000.911920.000000.00000-252.228706.13
352025.01.17 07:41buy181.000.911920.000000.00000
362025.01.17 10:55close181.000.909900.000000.00000-222.008484.13
372025.01.17 10:55sell191.000.909900.000000.00000
382025.01.17 14:58close191.000.912800.000000.00000-317.708166.43
392025.01.17 14:58buy201.000.912800.000000.00000
402025.01.20 00:05close201.000.912520.000000.00000-30.688135.75
412025.01.20 00:05sell211.000.912520.000000.00000
422025.01.20 15:13close211.000.914330.000000.00000-197.967937.79
432025.01.20 15:13buy221.000.914330.000000.00000
442025.01.20 15:32close221.000.909870.000000.00000-490.187447.61
452025.01.20 15:32sell231.000.909870.000000.00000
462025.01.21 02:57close231.000.909600.000000.0000029.687477.29
472025.01.21 02:57buy241.000.909600.000000.00000
482025.01.21 16:45close241.000.907780.000000.00000-200.497276.80
492025.01.21 16:45sell251.000.907780.000000.00000
502025.01.22 16:31close251.000.907210.000000.0000062.837339.63
512025.01.22 16:31buy261.000.907210.000000.00000
522025.01.24 04:16close261.000.905980.000000.00000-135.767203.87
532025.01.24 04:16sell271.000.905980.000000.00000
542025.01.24 14:49close271.000.906710.000000.00000-80.517123.36
552025.01.24 14:49buy281.000.906710.000000.00000
562025.01.27 10:12close281.000.905250.000000.00000-161.286962.08
572025.01.27 10:12sell291.000.905250.000000.00000
582025.01.27 20:32close291.000.901980.000000.00000362.547324.62
592025.01.27 20:32buy301.000.901980.000000.00000
602025.01.28 16:35close301.000.904460.000000.00000274.207598.82
612025.01.28 16:35sell311.000.904460.000000.00000
622025.01.29 09:24close311.000.904760.000000.00000-33.167565.66
632025.01.29 09:24buy321.000.904760.000000.00000
642025.01.31 15:10close321.000.909030.000000.00000469.738035.39
652025.01.31 15:10sell331.000.909030.000000.00000
662025.02.03 00:02close331.000.915180.000000.00000-672.007363.39
672025.02.03 00:02buy341.000.915180.000000.00000
682025.02.03 14:27close341.000.914700.000000.00000-52.487310.91
692025.02.03 14:27sell351.000.914700.000000.00000
702025.02.04 07:24close351.000.913050.000000.00000180.717491.62
712025.02.04 07:24buy361.000.913050.000000.00000
722025.02.04 10:15close361.000.910570.000000.00000-272.367219.26
732025.02.04 10:15sell371.000.910570.000000.00000
742025.02.06 04:44close371.000.902310.000000.00000915.438134.69
752025.02.06 04:44buy381.000.902310.000000.00000
762025.02.07 00:08close381.000.903670.000000.00000150.508285.19
772025.02.07 00:08sell391.000.903670.000000.00000
782025.02.07 04:45close391.000.906130.000000.00000-271.488013.71
792025.02.07 04:45buy401.000.906130.000000.00000
802025.02.10 10:29close401.000.910150.000000.00000441.698455.40
812025.02.10 10:29sell411.000.910150.000000.00000
822025.02.10 19:37close411.000.911580.000000.00000-156.878298.53
832025.02.10 19:37buy421.000.911580.000000.00000
842025.02.12 00:08close421.000.912130.000000.0000060.308358.83
852025.02.12 00:08sell431.000.912130.000000.00000
862025.02.12 15:31close431.000.914840.000000.00000-296.238062.60
872025.02.12 15:31buy441.000.914840.000000.00000
882025.02.13 05:21close441.000.912010.000000.00000-310.307752.30
892025.02.13 05:21sell451.000.912010.000000.00000
902025.02.14 07:04close451.000.904430.000000.00000838.108590.40
912025.02.14 07:04buy461.000.904430.000000.00000
922025.02.14 11:09close461.000.902580.000000.00000-204.978385.43
932025.02.14 11:09sell471.000.902580.000000.00000
942025.02.17 01:31close471.000.900080.000000.00000277.758663.18
952025.02.17 01:31buy481.000.900080.000000.00000
962025.02.18 00:03close481.000.899650.000000.00000-47.808615.38
972025.02.18 00:03sell491.000.899650.000000.00000
982025.02.18 03:13close491.000.901710.000000.00000-228.458386.93
992025.02.18 03:13buy501.000.901710.000000.00000
1002025.02.18 10:22close501.000.900820.000000.00000-98.808288.13
1012025.02.18 10:22sell511.000.900820.000000.00000
1022025.02.18 19:05close511.000.902760.000000.00000-214.908073.23
1032025.02.18 19:05buy521.000.902760.000000.00000
1042025.02.19 16:18close521.000.902410.000000.00000-38.798034.44
1052025.02.19 16:18sell531.000.902410.000000.00000
1062025.02.19 18:57close531.000.905540.000000.00000-345.657688.79
1072025.02.19 18:57buy541.000.905540.000000.00000
1082025.02.20 03:09close541.000.903020.000000.00000-279.067409.73
1092025.02.20 03:09sell551.000.903020.000000.00000
1102025.02.21 03:38close551.000.899400.000000.00000402.497812.22
1112025.02.21 03:38buy561.000.899400.000000.00000
1122025.02.21 11:09close561.000.897160.000000.00000-249.687562.54
1132025.02.21 11:09sell571.000.897160.000000.00000
1142025.02.21 14:50close571.000.899980.000000.00000-313.347249.20
1152025.02.21 14:50buy581.000.899980.000000.00000
1162025.02.21 20:11close581.000.897000.000000.00000-332.226916.98
1172025.02.21 20:11sell591.000.897000.000000.00000
1182025.02.24 11:00close591.000.897790.000000.00000-87.996828.99
1192025.02.24 11:00buy601.000.897790.000000.00000
1202025.02.24 17:38close601.000.896780.000000.00000-112.636716.36
1212025.02.24 17:38sell611.000.896780.000000.00000
1222025.02.26 06:04close611.000.893770.000000.00000336.787053.14
1232025.02.26 06:04buy621.000.893770.000000.00000
1242025.02.26 18:40close621.000.893080.000000.00000-77.266975.88
1252025.02.26 18:40sell631.000.893080.000000.00000
1262025.02.27 03:05close631.000.895360.000000.00000-254.656721.23
1272025.02.27 03:05buy641.000.895360.000000.00000
1282025.03.03 06:49close641.000.901450.000000.00000675.587396.81
1292025.03.03 06:49sell651.000.901450.000000.00000
1302025.03.03 09:19close651.000.903140.000000.00000-187.127209.69
1312025.03.03 09:19buy661.000.903140.000000.00000
1322025.03.03 11:04close661.000.900760.000000.00000-264.226945.47
1332025.03.03 11:04sell671.000.900760.000000.00000
1342025.03.05 03:42close671.000.890970.000000.000001098.808044.27
1352025.03.05 03:42buy681.000.890970.000000.00000
1362025.03.05 09:00close681.000.888990.000000.00000-222.727821.55
1372025.03.05 09:00sell691.000.888990.000000.00000
1382025.03.05 17:14close691.000.890480.000000.00000-167.337654.22
1392025.03.05 17:14buy701.000.890480.000000.00000
1402025.03.06 09:38close701.000.889170.000000.00000-147.337506.89
1412025.03.06 09:38sell711.000.889170.000000.00000
1422025.03.10 10:51close711.000.879660.000000.000001081.108587.99
1432025.03.10 10:51buy721.000.879660.000000.00000
1442025.03.10 12:52close721.000.877030.000000.00000-299.888288.11
1452025.03.10 12:52sell731.000.877030.000000.00000
1462025.03.10 18:23close731.000.880130.000000.00000-352.227935.89
1472025.03.10 18:23buy741.000.880130.000000.00000
1482025.03.11 03:07close741.000.879110.000000.00000-116.037819.86
1492025.03.11 03:07sell751.000.879110.000000.00000
1502025.03.11 11:44close751.000.880980.000000.00000-212.267607.60
1512025.03.11 11:44buy761.000.880980.000000.00000
1522025.03.12 10:11close761.000.882500.000000.00000172.247779.84
1532025.03.12 10:11sell771.000.882500.000000.00000
1542025.03.12 17:21close771.000.885160.000000.00000-300.517479.33
1552025.03.12 17:21buy781.000.885160.000000.00000
1562025.03.13 00:05close781.000.880780.000000.00000-497.296982.04
1572025.03.13 00:05sell791.000.880780.000000.00000
1582025.03.13 10:01close791.000.882690.000000.00000-216.386765.66
1592025.03.13 10:01buy801.000.882690.000000.00000
1602025.03.13 23:48close801.000.881950.000000.00000-83.906681.76
1612025.03.13 23:48sell811.000.881950.000000.00000
1622025.03.14 05:15close811.000.884260.000000.00000-261.246420.52
1632025.03.14 05:15buy821.000.884260.000000.00000
1642025.03.17 02:05close821.000.883810.000000.00000-50.926369.60
1652025.03.17 02:05sell831.000.883810.000000.00000
1662025.03.19 04:14close831.000.877740.000000.00000691.557061.15
1672025.03.19 04:14buy841.000.877740.000000.00000
1682025.03.19 21:42close841.000.877320.000000.00000-47.877013.28
1692025.03.19 21:42sell851.000.877320.000000.00000
1702025.03.20 11:31close851.000.879500.000000.00000-247.876765.41
1712025.03.20 11:31buy861.000.879500.000000.00000
1722025.03.21 00:02close861.000.881060.000000.00000177.066942.47
1732025.03.21 00:02sell871.000.881060.000000.00000
1742025.03.21 05:48close871.000.882900.000000.00000-208.406734.07
1752025.03.21 05:48buy881.000.882900.000000.00000
1762025.03.21 13:18close881.000.882230.000000.00000-75.946658.13
1772025.03.21 13:18sell891.000.882230.000000.00000
1782025.03.21 21:21close891.000.883690.000000.00000-165.226492.91
1792025.03.21 21:21buy901.000.883690.000000.00000
1802025.03.24 10:14close901.000.882470.000000.00000-138.256354.66
1812025.03.24 10:14sell911.000.882470.000000.00000
1822025.03.24 17:58close911.000.883900.000000.00000-161.786192.88
1832025.03.24 17:58buy921.000.883900.000000.00000
1842025.03.25 13:50close921.000.882270.000000.00000-184.756008.13
1852025.03.25 13:50sell931.000.882270.000000.00000
1862025.03.26 03:46close931.000.883260.000000.00000-112.085896.05
1872025.03.26 03:46buy941.000.883260.000000.00000
1882025.03.27 00:05close941.000.882750.000000.00000-57.775838.28
1892025.03.27 00:05sell951.000.882750.000000.00000
1902025.03.27 10:20close951.000.884300.000000.00000-175.285663.00
1912025.03.27 10:20buy961.000.884300.000000.00000
1922025.03.27 16:42close961.000.882130.000000.00000-246.005417.00
1932025.03.27 16:42sell971.000.882130.000000.00000
1942025.03.28 07:23close971.000.882900.000000.00000-87.215329.79
1952025.03.28 07:23buy981.000.882900.000000.00000
1962025.03.28 10:30close981.000.881190.000000.00000-194.065135.73
1972025.03.28 10:30sell991.000.881190.000000.00000
1982025.03.28 12:29close991.000.883400.000000.00000-250.174885.56
1992025.03.28 12:29buy1001.000.883400.000000.00000
2002025.03.28 17:11close1001.000.880790.000000.00000-296.324589.24
2012025.03.28 17:11sell1011.000.880790.000000.00000
2022025.03.31 11:00close1011.000.880960.000000.00000-19.304569.94
2032025.03.31 11:00buy1021.000.880960.000000.00000
2042025.04.01 03:55close1021.000.883190.000000.00000252.494822.43
2052025.04.01 03:55sell1031.000.883190.000000.00000
2062025.04.01 09:28close1031.000.884480.000000.00000-145.854676.58
2072025.04.01 09:28buy1041.000.884480.000000.00000
2082025.04.01 12:04close1041.000.882040.000000.00000-276.634399.95
2092025.04.01 12:04sell1051.000.882040.000000.00000
2102025.04.01 20:34close1051.000.884040.000000.00000-226.234173.72
2112025.04.01 20:34buy1061.000.884040.000000.00000
2122025.04.02 15:29close1061.000.882870.000000.00000-132.524041.20
2132025.04.02 15:29sell1071.000.882870.000000.00000
2142025.04.04 18:21close1071.000.857620.000000.000002944.196985.39
2152025.04.04 18:21buy1081.000.857620.000000.00000
2162025.04.07 00:05close1081.000.853890.000000.00000-436.826548.57
2172025.04.07 00:05sell1091.000.853890.000000.00000
2182025.04.07 15:01close1091.000.855990.000000.00000-245.336303.24
2192025.04.07 15:01buy1101.000.855990.000000.00000
2202025.04.08 06:01close1101.000.856300.000000.0000036.206339.44
2212025.04.08 06:01sell1111.000.856300.000000.00000
2222025.04.08 10:59close1111.000.860080.000000.00000-439.495899.95
2232025.04.08 10:59buy1121.000.860080.000000.00000
2242025.04.08 13:39close1121.000.854630.000000.00000-637.705262.25
2252025.04.08 13:39sell1131.000.854630.000000.00000
2262025.04.09 20:23close1131.000.847190.000000.00000878.206140.45
2272025.04.09 20:23buy1141.000.847190.000000.00000
2282025.04.10 07:10close1141.000.851620.000000.00000520.196660.64
2292025.04.10 07:10sell1151.000.851620.000000.00000
2302025.04.10 09:53close1151.000.856680.000000.00000-590.656069.99
2312025.04.10 09:53buy1161.000.856680.000000.00000
2322025.04.10 10:45close1161.000.850240.000000.00000-757.435312.56
2332025.04.10 10:45sell1171.000.850240.000000.00000
2342025.04.11 09:08close1171.000.824270.000000.000003150.678463.23
2352025.04.11 09:08buy1181.000.824270.000000.00000
2362025.04.11 11:02close1181.000.814540.000000.00000-1194.547268.69
2372025.04.11 11:02sell1191.000.814540.000000.00000
2382025.04.14 15:21close1191.000.821380.000000.00000-832.746435.95
2392025.04.14 15:21buy1201.000.821380.000000.00000
2402025.04.14 18:39close1201.000.813690.000000.00000-945.085490.87
2412025.04.14 18:39sell1211.000.813690.000000.00000
2422025.04.15 03:13close1211.000.817340.000000.00000-446.575044.30
2432025.04.15 03:13buy1221.000.817340.000000.00000
2442025.04.15 11:04close1221.000.814540.000000.00000-343.754700.55
2452025.04.15 11:04sell1231.000.814540.000000.00000
2462025.04.15 16:57close1231.000.818760.000000.00000-515.414185.14
2472025.04.15 16:57buy1241.000.818760.000000.00000
2482025.04.16 03:05close1241.000.819730.000000.00000118.334303.47
2492025.04.16 03:05sell1251.000.819730.000000.00000
2502025.04.17 04:00close1251.000.816270.000000.00000423.884727.35
2512025.04.17 04:00buy1261.000.816270.000000.00000
2522025.04.18 05:24close1261.000.817270.000000.00000122.364849.71
2532025.04.18 05:24sell1271.000.817270.000000.00000
2542025.04.21 23:13close1271.000.809130.000000.000001006.025855.73
2552025.04.21 23:13buy1281.000.809130.000000.00000
2562025.04.22 06:43close1281.000.807100.000000.00000-251.525604.21
2572025.04.22 06:43sell1291.000.807100.000000.00000
2582025.04.22 09:58close1291.000.811740.000000.00000-571.615032.60
2592025.04.22 09:58buy1301.000.811740.000000.00000
2602025.04.24 04:32close1301.000.827790.000000.000001938.906971.50
2612025.04.24 04:32sell1311.000.827790.000000.00000
2622025.04.24 18:41close1311.000.828530.000000.00000-89.316882.19
2632025.04.24 18:41buy1321.000.828530.000000.00000
2642025.04.25 13:48close1321.000.829010.000000.0000057.906940.09
2652025.04.25 13:48sell1331.000.829010.000000.00000
2662025.04.28 09:41close1331.000.829920.000000.00000-109.656830.44
2672025.04.28 09:41buy1341.000.829920.000000.00000
2682025.04.28 17:28close1341.000.827450.000000.00000-298.516531.93
2692025.04.28 17:28sell1351.000.827450.000000.00000
2702025.04.29 04:50close1351.000.823170.000000.00000519.947051.87
2712025.04.29 04:50buy1361.000.823170.000000.00000
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