Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolGBPUSD (Great Britain Pound 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 test4067Ticks modelled14742036Modelling quality89.66%
Mismatched charts errors3
Initial deposit10000.00SpreadCurrent (35)
Total net profit-9626.00Gross profit29379.00Gross loss-39005.00
Profit factor0.75Expected payoff-54.38
Absolute drawdown9626.00Maximal drawdown14391.00 (97.47%)Relative drawdown97.47% (14391.00)
Total trades177Short positions (won %)89 (23.60%)Long positions (won %)88 (35.23%)
Profit trades (% of total)52 (29.38%)Loss trades (% of total)125 (70.62%)
Largestprofit trade3362.00loss trade-1607.00
Averageprofit trade564.98loss trade-312.04
Maximumconsecutive wins (profit in money)4 (877.00)consecutive losses (loss in money)10 (-4376.00)
Maximalconsecutive profit (count of wins)5076.00 (2)consecutive loss (count of losses)-4376.00 (10)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.01.02 10:23sell11.001.249940.000000.00000
22025.01.03 04:46close11.001.239430.000000.000001051.0011051.00
32025.01.03 04:46buy21.001.239430.000000.00000
42025.01.07 14:59close21.001.252450.000000.000001302.0012353.00
52025.01.07 14:59sell31.001.252450.000000.00000
62025.01.08 08:01close31.001.249180.000000.00000327.0012680.00
72025.01.08 08:01buy41.001.249180.000000.00000
82025.01.08 09:34close41.001.247070.000000.00000-211.0012469.00
92025.01.08 09:34sell51.001.247070.000000.00000
102025.01.10 14:24close51.001.231490.000000.000001558.0014027.00
112025.01.10 14:24buy61.001.231490.000000.00000
122025.01.10 15:31close61.001.221580.000000.00000-991.0013036.00
132025.01.10 15:31sell71.001.221580.000000.00000
142025.01.13 18:44close71.001.217150.000000.00000443.0013479.00
152025.01.13 18:44buy81.001.217150.000000.00000
162025.01.14 11:41close81.001.218270.000000.00000112.0013591.00
172025.01.14 11:41sell91.001.218270.000000.00000
182025.01.14 23:57close91.001.221930.000000.00000-366.0013225.00
192025.01.14 23:57buy101.001.221930.000000.00000
202025.01.15 09:07close101.001.218340.000000.00000-359.0012866.00
212025.01.15 09:07sell111.001.218340.000000.00000
222025.01.15 09:47close111.001.223140.000000.00000-480.0012386.00
232025.01.15 09:47buy121.001.223140.000000.00000
242025.01.16 06:39close121.001.221790.000000.00000-135.0012251.00
252025.01.16 06:39sell131.001.221790.000000.00000
262025.01.16 17:41close131.001.223810.000000.00000-202.0012049.00
272025.01.16 17:41buy141.001.223810.000000.00000
282025.01.17 06:45close141.001.222030.000000.00000-178.0011871.00
292025.01.17 06:45sell151.001.222030.000000.00000
302025.01.17 17:06close151.001.222710.000000.00000-68.0011803.00
312025.01.17 17:06buy161.001.222710.000000.00000
322025.01.20 11:07close161.001.218220.000000.00000-449.0011354.00
332025.01.20 11:07sell171.001.218220.000000.00000
342025.01.20 15:32close171.001.225900.000000.00000-768.0010586.00
352025.01.20 15:32buy181.001.225900.000000.00000
362025.01.21 02:54close181.001.225940.000000.000004.0010590.00
372025.01.21 02:54sell191.001.225940.000000.00000
382025.01.21 16:15close191.001.228930.000000.00000-299.0010291.00
392025.01.21 16:15buy201.001.228930.000000.00000
402025.01.22 08:51close201.001.231850.000000.00000292.0010583.00
412025.01.22 08:51sell211.001.231850.000000.00000
422025.01.22 11:28close211.001.236070.000000.00000-422.0010161.00
432025.01.22 11:28buy221.001.236070.000000.00000
442025.01.22 17:45close221.001.231390.000000.00000-468.009693.00
452025.01.22 17:45sell231.001.231390.000000.00000
462025.01.23 12:36close231.001.232890.000000.00000-150.009543.00
472025.01.23 12:36buy241.001.232890.000000.00000
482025.01.27 02:00close241.001.245720.000000.000001283.0010826.00
492025.01.27 02:00sell251.001.245720.000000.00000
502025.01.27 11:41close251.001.247390.000000.00000-167.0010659.00
512025.01.27 11:41buy261.001.247390.000000.00000
522025.01.28 01:19close261.001.246160.000000.00000-123.0010536.00
532025.01.28 01:19sell271.001.246160.000000.00000
542025.01.29 06:17close271.001.245620.000000.0000054.0010590.00
552025.01.29 06:17buy281.001.245620.000000.00000
562025.01.29 11:05close281.001.242990.000000.00000-263.0010327.00
572025.01.29 11:05sell291.001.242990.000000.00000
582025.01.29 19:17close291.001.245070.000000.00000-208.0010119.00
592025.01.29 19:17buy301.001.245070.000000.00000
602025.01.30 08:18close301.001.243650.000000.00000-142.009977.00
612025.01.30 08:18sell311.001.243650.000000.00000
622025.01.30 15:58close311.001.246830.000000.00000-318.009659.00
632025.01.30 15:58buy321.001.246830.000000.00000
642025.01.30 22:40close321.001.241950.000000.00000-488.009171.00
652025.01.30 22:40sell331.001.241950.000000.00000
662025.01.31 09:36close331.001.243980.000000.00000-203.008968.00
672025.01.31 09:36buy341.001.243980.000000.00000
682025.01.31 11:02close341.001.240190.000000.00000-379.008589.00
692025.01.31 11:02sell351.001.240190.000000.00000
702025.01.31 18:38close351.001.244610.000000.00000-442.008147.00
712025.01.31 18:38buy361.001.244610.000000.00000
722025.02.03 00:02close361.001.228540.000000.00000-1607.006540.00
732025.02.03 00:02sell371.001.228540.000000.00000
742025.02.03 10:25close371.001.231800.000000.00000-326.006214.00
752025.02.03 10:25buy381.001.231800.000000.00000
762025.02.04 07:02close381.001.239970.000000.00000817.007031.00
772025.02.04 07:02sell391.001.239970.000000.00000
782025.02.04 11:13close391.001.243810.000000.00000-384.006647.00
792025.02.04 11:13buy401.001.243810.000000.00000
802025.02.05 07:37close401.001.246390.000000.00000258.006905.00
812025.02.05 07:37sell411.001.246390.000000.00000
822025.02.05 09:19close411.001.249460.000000.00000-307.006598.00
832025.02.05 09:19buy421.001.249460.000000.00000
842025.02.06 04:29close421.001.249260.000000.00000-20.006578.00
852025.02.06 04:29sell431.001.249260.000000.00000
862025.02.06 20:03close431.001.244810.000000.00000445.007023.00
872025.02.06 20:03buy441.001.244810.000000.00000
882025.02.07 17:54close441.001.240670.000000.00000-414.006609.00
892025.02.07 17:54sell451.001.240670.000000.00000
902025.02.10 07:32close451.001.241110.000000.00000-44.006565.00
912025.02.10 07:32buy461.001.241110.000000.00000
922025.02.10 14:12close461.001.238350.000000.00000-276.006289.00
932025.02.10 14:12sell471.001.238350.000000.00000
942025.02.11 11:08close471.001.237770.000000.0000058.006347.00
952025.02.11 11:08buy481.001.237770.000000.00000
962025.02.12 15:31close481.001.238760.000000.0000099.006446.00
972025.02.12 15:31sell491.001.238760.000000.00000
982025.02.12 19:22close491.001.247530.000000.00000-877.005569.00
992025.02.12 19:22buy501.001.247530.000000.00000
1002025.02.13 14:17close501.001.246030.000000.00000-150.005419.00
1012025.02.13 14:17sell511.001.246030.000000.00000
1022025.02.13 17:26close511.001.251730.000000.00000-570.004849.00
1032025.02.13 17:26buy521.001.251730.000000.00000
1042025.02.14 23:35close521.001.258300.000000.00000657.005506.00
1052025.02.14 23:35sell531.001.258300.000000.00000
1062025.02.17 18:31close531.001.261650.000000.00000-335.005171.00
1072025.02.17 18:31buy541.001.261650.000000.00000
1082025.02.18 03:00close541.001.260970.000000.00000-68.005103.00
1092025.02.18 03:00sell551.001.260970.000000.00000
1102025.02.18 09:15close551.001.262300.000000.00000-133.004970.00
1112025.02.18 09:15buy561.001.262300.000000.00000
1122025.02.18 14:48close561.001.258510.000000.00000-379.004591.00
1132025.02.18 14:48sell571.001.258510.000000.00000
1142025.02.19 00:14close571.001.262830.000000.00000-432.004159.00
1152025.02.19 00:14buy581.001.262830.000000.00000
1162025.02.19 12:07close581.001.259870.000000.00000-296.003863.00
1172025.02.19 12:07sell591.001.259870.000000.00000
1182025.02.20 07:21close591.001.260240.000000.00000-37.003826.00
1192025.02.20 07:21buy601.001.260240.000000.00000
1202025.02.21 11:38close601.001.264560.000000.00000432.004258.00
1212025.02.21 11:38sell611.001.264560.000000.00000
1222025.02.24 02:17close611.001.265910.000000.00000-135.004123.00
1232025.02.24 02:17buy621.001.265910.000000.00000
1242025.02.24 09:38close621.001.264670.000000.00000-124.003999.00
1252025.02.24 09:38sell631.001.264670.000000.00000
1262025.02.25 07:29close631.001.264050.000000.0000062.004061.00
1272025.02.25 07:29buy641.001.264050.000000.00000
1282025.02.25 09:59close641.001.261330.000000.00000-272.003789.00
1292025.02.25 09:59sell651.001.261330.000000.00000
1302025.02.25 13:52close651.001.264710.000000.00000-338.003451.00
1312025.02.25 13:52buy661.001.264710.000000.00000
1322025.02.26 05:03close661.001.265320.000000.0000061.003512.00
1332025.02.26 05:03sell671.001.265320.000000.00000
1342025.02.26 16:52close671.001.266940.000000.00000-162.003350.00
1352025.02.26 16:52buy681.001.266940.000000.00000
1362025.02.27 03:06close681.001.265990.000000.00000-95.003255.00
1372025.02.27 03:06sell691.001.265990.000000.00000
1382025.02.27 10:18close691.001.267860.000000.00000-187.003068.00
1392025.02.27 10:18buy701.001.267860.000000.00000
1402025.02.27 15:48close701.001.264350.000000.00000-351.002717.00
1412025.02.27 15:48sell711.001.264350.000000.00000
1422025.02.28 11:01close711.001.260660.000000.00000369.003086.00
1432025.02.28 11:01buy721.001.260660.000000.00000
1442025.02.28 20:20close721.001.257190.000000.00000-347.002739.00
1452025.02.28 20:20sell731.001.257190.000000.00000
1462025.03.03 01:36close731.001.261060.000000.00000-387.002352.00
1472025.03.03 01:36buy741.001.261060.000000.00000
1482025.03.03 10:27close741.001.258630.000000.00000-243.002109.00
1492025.03.03 10:27sell751.001.258630.000000.00000
1502025.03.03 11:35close751.001.262230.000000.00000-360.001749.00
1512025.03.03 11:35buy761.001.262230.000000.00000
1522025.03.04 06:07close761.001.267860.000000.00000563.002312.00
1532025.03.04 06:07sell771.001.267860.000000.00000
1542025.03.04 10:25close771.001.271860.000000.00000-400.001912.00
1552025.03.04 10:25buy781.001.271860.000000.00000
1562025.03.06 11:31close781.001.287360.000000.000001550.003462.00
1572025.03.06 11:31sell791.001.287360.000000.00000
1582025.03.07 08:54close791.001.290060.000000.00000-270.003192.00
1592025.03.07 08:54buy801.001.290060.000000.00000
1602025.03.10 10:49close801.001.289950.000000.00000-11.003181.00
1612025.03.10 10:49sell811.001.289950.000000.00000
1622025.03.10 13:49close811.001.293290.000000.00000-334.002847.00
1632025.03.10 13:49buy821.001.293290.000000.00000
1642025.03.10 20:54close821.001.288210.000000.00000-508.002339.00
1652025.03.10 20:54sell831.001.288210.000000.00000
1662025.03.11 06:12close831.001.289780.000000.00000-157.002182.00
1672025.03.11 06:12buy841.001.289780.000000.00000
1682025.03.12 03:48close841.001.293100.000000.00000332.002514.00
1692025.03.12 03:48sell851.001.293100.000000.00000
1702025.03.12 14:08close851.001.294920.000000.00000-182.002332.00
1712025.03.12 14:08buy861.001.294920.000000.00000
1722025.03.13 09:10close861.001.295180.000000.0000026.002358.00
1732025.03.13 09:10sell871.001.295180.000000.00000
1742025.03.17 04:47close871.001.294640.000000.0000054.002412.00
1752025.03.17 04:47buy881.001.294640.000000.00000
1762025.03.18 05:13close881.001.297880.000000.00000324.002736.00
1772025.03.18 05:13sell891.001.297880.000000.00000
1782025.03.18 10:38close891.001.299150.000000.00000-127.002609.00
1792025.03.18 10:38buy901.001.299150.000000.00000
1802025.03.18 15:00close901.001.296450.000000.00000-270.002339.00
1812025.03.18 15:00sell911.001.296450.000000.00000
1822025.03.18 20:25close911.001.300940.000000.00000-449.001890.00
1832025.03.18 20:25buy921.001.300940.000000.00000
1842025.03.19 06:26close921.001.299050.000000.00000-189.001701.00
1852025.03.19 06:26sell931.001.299050.000000.00000
1862025.03.19 21:35close931.001.299420.000000.00000-37.001664.00
1872025.03.19 21:35buy941.001.299420.000000.00000
1882025.03.20 08:39close941.001.299080.000000.00000-34.001630.00
1892025.03.20 08:39sell951.001.299080.000000.00000
1902025.03.24 09:23close951.001.293920.000000.00000516.002146.00
1912025.03.24 09:23buy961.001.293920.000000.00000
1922025.03.24 16:53close961.001.292050.000000.00000-187.001959.00
1932025.03.24 16:53sell971.001.292050.000000.00000
1942025.03.25 13:02close971.001.293920.000000.00000-187.001772.00
1952025.03.25 13:02buy981.001.293920.000000.00000
1962025.03.26 03:48close981.001.293490.000000.00000-43.001729.00
1972025.03.26 03:48sell991.001.293490.000000.00000
1982025.03.27 04:52close991.001.290270.000000.00000322.002051.00
1992025.03.27 04:52buy1001.001.290270.000000.00000
2002025.03.28 14:17close1001.001.292940.000000.00000267.002318.00
2012025.03.28 14:17sell1011.001.292940.000000.00000
2022025.03.28 16:23close1011.001.296530.000000.00000-359.001959.00
2032025.03.28 16:23buy1021.001.296530.000000.00000
2042025.03.31 01:03close1021.001.292310.000000.00000-422.001537.00
2052025.03.31 01:03sell1031.001.292310.000000.00000
2062025.03.31 03:44close1031.001.295790.000000.00000-348.001189.00
2072025.03.31 03:44buy1041.001.295790.000000.00000
2082025.03.31 11:25close1041.001.294020.000000.00000-177.001012.00
2092025.03.31 11:25sell1051.001.294020.000000.00000
2102025.04.01 05:22close1051.001.293290.000000.0000073.001085.00
2112025.04.01 05:22buy1061.001.293290.000000.00000
2122025.04.01 10:10close1061.001.291100.000000.00000-219.00866.00
2132025.04.01 10:10sell1071.001.291100.000000.00000
2142025.04.02 12:19close1071.001.293330.000000.00000-223.00643.00
2152025.04.02 12:19buy1081.001.293330.000000.00000
2162025.04.03 18:40close1081.001.310470.000000.000001714.002357.00
2172025.04.03 18:40sell1091.001.310470.000000.00000
2182025.04.08 03:40close1091.001.276850.000000.000003362.005719.00
2192025.04.08 03:40buy1101.001.276850.000000.00000
2202025.04.08 11:14close1101.001.274580.000000.00000-227.005492.00
2212025.04.08 11:14sell1111.001.274580.000000.00000
2222025.04.08 21:30close1111.001.280720.000000.00000-614.004878.00
2232025.04.08 21:30buy1121.001.280720.000000.00000
2242025.04.09 14:38close1121.001.278160.000000.00000-256.004622.00
2252025.04.09 14:38sell1131.001.278160.000000.00000
2262025.04.09 22:05close1131.001.283710.000000.00000-555.004067.00
2272025.04.09 22:05buy1141.001.283710.000000.00000
2282025.04.14 16:13close1141.001.312510.000000.000002880.006947.00
2292025.04.14 16:13sell1151.001.312510.000000.00000
2302025.04.15 07:18close1151.001.320420.000000.00000-791.006156.00
2312025.04.15 07:18buy1161.001.320420.000000.00000
2322025.04.16 17:38close1161.001.324330.000000.00000391.006547.00
2332025.04.16 17:38sell1171.001.324330.000000.00000
2342025.04.17 10:33close1171.001.324280.000000.000005.006552.00
2352025.04.17 10:33buy1181.001.324280.000000.00000
2362025.04.18 11:09close1181.001.325000.000000.0000072.006624.00
2372025.04.18 11:09sell1191.001.325000.000000.00000
2382025.04.18 23:19close1191.001.329820.000000.00000-482.006142.00
2392025.04.18 23:19buy1201.001.329820.000000.00000
2402025.04.21 00:02close1201.001.326490.000000.00000-333.005809.00
2412025.04.21 00:02sell1211.001.326490.000000.00000
2422025.04.21 01:25close1211.001.330510.000000.00000-402.005407.00
2432025.04.21 01:25buy1221.001.330510.000000.00000
2442025.04.21 20:03close1221.001.337140.000000.00000663.006070.00
2452025.04.21 20:03sell1231.001.337140.000000.00000
2462025.04.22 05:58close1231.001.339730.000000.00000-259.005811.00
2472025.04.22 05:58buy1241.001.339730.000000.00000
2482025.04.22 12:54close1241.001.336590.000000.00000-314.005497.00
2492025.04.22 12:54sell1251.001.336590.000000.00000
2502025.04.23 12:21close1251.001.334150.000000.00000244.005741.00
2512025.04.23 12:21buy1261.001.334150.000000.00000
2522025.04.23 17:35close1261.001.327460.000000.00000-669.005072.00
2532025.04.23 17:35sell1271.001.327460.000000.00000
2542025.04.24 04:22close1271.001.328650.000000.00000-119.004953.00
2552025.04.24 04:22buy1281.001.328650.000000.00000
2562025.04.25 04:00close1281.001.330640.000000.00000199.005152.00
2572025.04.25 04:00sell1291.001.330640.000000.00000
2582025.04.25 15:25close1291.001.332570.000000.00000-193.004959.00
2592025.04.25 15:25buy1301.001.332570.000000.00000
2602025.04.28 00:05close1301.001.329730.000000.00000-284.004675.00
2612025.04.28 00:05sell1311.001.329730.000000.00000
2622025.04.28 08:00close1311.001.331850.000000.00000-212.004463.00
2632025.04.28 08:00buy1321.001.331850.000000.00000
2642025.04.29 06:47close1321.001.340960.000000.00000911.005374.00
2652025.04.29 06:47sell1331.001.340960.000000.00000
2662025.05.01 11:19close1331.001.332680.000000.00000828.006202.00
2672025.05.01 11:19buy1341.001.332680.000000.00000
2682025.05.01 18:24close1341.001.328520.000000.00000-416.005786.00
2692025.05.01 18:24sell1351.001.328520.000000.00000
2702025.05.02 05:04close1351.001.329790.000000.00000-127.005659.00
2712025.05.02 05:04buy1361.001.329790.000000.00000
2722025.05.02 15:31close1361.001.326860.000000.00000-293.005366.00
2732025.05.02 15:31sell1371.001.326860.000000.00000
2742025.05.05 04:22close1371.001.329200.000000.00000-234.005132.00
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