Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
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 test1692Ticks modelled8301104Modelling quality48.56%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (17)
Total net profit-2658.00Gross profit16824.00Gross loss-19482.00
Profit factor0.86Expected payoff-24.39
Absolute drawdown6963.00Maximal drawdown8543.00 (73.77%)Relative drawdown73.77% (8543.00)
Total trades109Short positions (won %)55 (32.73%)Long positions (won %)54 (27.78%)
Profit trades (% of total)33 (30.28%)Loss trades (% of total)76 (69.72%)
Largestprofit trade2642.00loss trade-683.00
Averageprofit trade509.82loss trade-256.34
Maximumconsecutive wins (profit in money)3 (3210.00)consecutive losses (loss in money)11 (-2332.00)
Maximalconsecutive profit (count of wins)3210.00 (3)consecutive loss (count of losses)-2562.00 (6)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 04:39sell11.001.325100.000000.00000
22024.10.04 08:48close11.001.314010.000000.000001109.0011109.00
32024.10.04 08:48buy21.001.314010.000000.00000
42024.10.04 15:33close21.001.311320.000000.00000-269.0010840.00
52024.10.04 15:33sell31.001.311320.000000.00000
62024.10.08 03:43close31.001.309750.000000.00000157.0010997.00
72024.10.08 03:43buy41.001.309750.000000.00000
82024.10.08 09:53close41.001.307480.000000.00000-227.0010770.00
92024.10.08 09:53sell51.001.307480.000000.00000
102024.10.08 15:21close51.001.311400.000000.00000-392.0010378.00
112024.10.08 15:21buy61.001.311400.000000.00000
122024.10.08 20:10close61.001.307820.000000.00000-358.0010020.00
132024.10.08 20:10sell71.001.307820.000000.00000
142024.10.10 10:35close71.001.308420.000000.00000-60.009960.00
152024.10.10 10:35buy81.001.308420.000000.00000
162024.10.10 15:19close81.001.305990.000000.00000-243.009717.00
172024.10.10 15:19sell91.001.305990.000000.00000
182024.10.11 10:57close91.001.307020.000000.00000-103.009614.00
192024.10.11 10:57buy101.001.307020.000000.00000
202024.10.14 01:08close101.001.305540.000000.00000-148.009466.00
212024.10.14 01:08sell111.001.305540.000000.00000
222024.10.14 09:02close111.001.306910.000000.00000-137.009329.00
232024.10.14 09:02buy121.001.306910.000000.00000
242024.10.14 13:53close121.001.304500.000000.00000-241.009088.00
252024.10.14 13:53sell131.001.304500.000000.00000
262024.10.15 11:00close131.001.307440.000000.00000-294.008794.00
272024.10.15 11:00buy141.001.307440.000000.00000
282024.10.15 20:28close141.001.306150.000000.00000-129.008665.00
292024.10.15 20:28sell151.001.306150.000000.00000
302024.10.17 13:33close151.001.300450.000000.00000570.009235.00
312024.10.17 13:33buy161.001.300450.000000.00000
322024.10.18 18:56close161.001.302260.000000.00000181.009416.00
332024.10.18 18:56sell171.001.302260.000000.00000
342024.10.22 05:04close171.001.299390.000000.00000287.009703.00
352024.10.22 05:04buy181.001.299390.000000.00000
362024.10.22 12:46close181.001.297990.000000.00000-140.009563.00
372024.10.22 12:46sell191.001.297990.000000.00000
382024.10.23 08:59close191.001.299580.000000.00000-159.009404.00
392024.10.23 08:59buy201.001.299580.000000.00000
402024.10.23 09:58close201.001.296970.000000.00000-261.009143.00
412024.10.23 09:58sell211.001.296970.000000.00000
422024.10.24 09:12close211.001.293460.000000.00000351.009494.00
432024.10.24 09:12buy221.001.293460.000000.00000
442024.10.25 06:45close221.001.296170.000000.00000271.009765.00
452024.10.25 06:45sell231.001.296170.000000.00000
462024.10.25 11:21close231.001.298030.000000.00000-186.009579.00
472024.10.25 11:21buy241.001.298030.000000.00000
482024.10.25 20:34close241.001.296840.000000.00000-119.009460.00
492024.10.25 20:34sell251.001.296840.000000.00000
502024.10.28 10:18close251.001.296600.000000.0000024.009484.00
512024.10.28 10:18buy261.001.296600.000000.00000
522024.10.29 00:08close261.001.296380.000000.00000-22.009462.00
532024.10.29 00:08sell271.001.296380.000000.00000
542024.10.29 11:08close271.001.298080.000000.00000-170.009292.00
552024.10.29 11:08buy281.001.298080.000000.00000
562024.10.30 06:40close281.001.299580.000000.00000150.009442.00
572024.10.30 06:40sell291.001.299580.000000.00000
582024.10.30 11:11close291.001.302040.000000.00000-246.009196.00
592024.10.30 11:11buy301.001.302040.000000.00000
602024.10.30 13:26close301.001.298940.000000.00000-310.008886.00
612024.10.30 13:26sell311.001.298940.000000.00000
622024.10.30 17:09close311.001.302400.000000.00000-346.008540.00
632024.10.30 17:09buy321.001.302400.000000.00000
642024.10.31 01:14close321.001.295570.000000.00000-683.007857.00
652024.10.31 01:14sell331.001.295570.000000.00000
662024.10.31 09:46close331.001.296510.000000.00000-94.007763.00
672024.10.31 09:46buy341.001.296510.000000.00000
682024.10.31 16:53close341.001.294590.000000.00000-192.007571.00
692024.10.31 16:53sell351.001.294590.000000.00000
702024.11.01 11:22close351.001.291290.000000.00000330.007901.00
712024.11.01 11:22buy361.001.291290.000000.00000
722024.11.01 23:03close361.001.291830.000000.0000054.007955.00
732024.11.01 23:03sell371.001.291830.000000.00000
742024.11.04 00:05close371.001.296970.000000.00000-514.007441.00
752024.11.04 00:05buy381.001.296970.000000.00000
762024.11.04 11:00close381.001.296200.000000.00000-77.007364.00
772024.11.04 11:00sell391.001.296200.000000.00000
782024.11.05 08:57close391.001.296660.000000.00000-46.007318.00
792024.11.05 08:57buy401.001.296660.000000.00000
802024.11.06 02:20close401.001.300040.000000.00000338.007656.00
812024.11.06 02:20sell411.001.300040.000000.00000
822024.11.06 20:18close411.001.291390.000000.00000865.008521.00
832024.11.06 20:18buy421.001.291390.000000.00000
842024.11.07 13:09close421.001.290090.000000.00000-130.008391.00
852024.11.07 13:09sell431.001.290090.000000.00000
862024.11.07 14:28close431.001.294390.000000.00000-430.007961.00
872024.11.07 14:28buy441.001.294390.000000.00000
882024.11.08 08:21close441.001.296130.000000.00000174.008135.00
892024.11.08 08:21sell451.001.296130.000000.00000
902024.11.14 16:34close451.001.269710.000000.000002642.0010777.00
912024.11.14 16:34buy461.001.269710.000000.00000
922024.11.14 22:08close461.001.265140.000000.00000-457.0010320.00
932024.11.14 22:08sell471.001.265140.000000.00000
942024.11.15 08:46close471.001.268520.000000.00000-338.009982.00
952024.11.15 08:46buy481.001.268520.000000.00000
962024.11.15 11:54close481.001.265390.000000.00000-313.009669.00
972024.11.15 11:54sell491.001.265390.000000.00000
982024.11.15 13:39close491.001.269380.000000.00000-399.009270.00
992024.11.15 13:39buy501.001.269380.000000.00000
1002024.11.15 15:34close501.001.264500.000000.00000-488.008782.00
1012024.11.15 15:34sell511.001.264500.000000.00000
1022024.11.18 03:01close511.001.264090.000000.0000041.008823.00
1032024.11.18 03:01buy521.001.264090.000000.00000
1042024.11.18 11:06close521.001.261320.000000.00000-277.008546.00
1052024.11.18 11:06sell531.001.261320.000000.00000
1062024.11.18 18:09close531.001.264770.000000.00000-345.008201.00
1072024.11.18 18:09buy541.001.264770.000000.00000
1082024.11.19 10:38close541.001.265980.000000.00000121.008322.00
1092024.11.19 10:38sell551.001.265980.000000.00000
1102024.11.19 18:11close551.001.267600.000000.00000-162.008160.00
1112024.11.19 18:11buy561.001.267600.000000.00000
1122024.11.20 11:32close561.001.266930.000000.00000-67.008093.00
1132024.11.20 11:32sell571.001.266930.000000.00000
1142024.11.25 00:00close571.001.259140.000000.00000779.008872.00
1152024.11.25 00:00buy581.001.259140.000000.00000
1162024.11.25 09:57close581.001.257410.000000.00000-173.008699.00
1172024.11.25 09:57sell591.001.257410.000000.00000
1182024.11.25 15:28close591.001.260460.000000.00000-305.008394.00
1192024.11.25 15:28buy601.001.260460.000000.00000
1202024.11.25 17:59close601.001.254860.000000.00000-560.007834.00
1212024.11.25 17:59sell611.001.254860.000000.00000
1222024.11.26 11:01close611.001.256150.000000.00000-129.007705.00
1232024.11.26 11:01buy621.001.256150.000000.00000
1242024.11.26 18:18close621.001.254650.000000.00000-150.007555.00
1252024.11.26 18:18sell631.001.254650.000000.00000
1262024.11.27 01:59close631.001.257500.000000.00000-285.007270.00
1272024.11.27 01:59buy641.001.257500.000000.00000
1282024.11.28 05:38close641.001.266250.000000.00000875.008145.00
1292024.11.28 05:38sell651.001.266250.000000.00000
1302024.11.28 17:02close651.001.267830.000000.00000-158.007987.00
1312024.11.28 17:02buy661.001.267830.000000.00000
1322024.11.29 11:44close661.001.269030.000000.00000120.008107.00
1332024.11.29 11:44sell671.001.269030.000000.00000
1342024.11.29 19:55close671.001.272350.000000.00000-332.007775.00
1352024.11.29 19:55buy681.001.272350.000000.00000
1362024.12.02 01:29close681.001.269660.000000.00000-269.007506.00
1372024.12.02 01:29sell691.001.269660.000000.00000
1382024.12.02 12:23close691.001.271250.000000.00000-159.007347.00
1392024.12.02 12:23buy701.001.271250.000000.00000
1402024.12.02 14:53close701.001.267320.000000.00000-393.006954.00
1412024.12.02 14:53sell711.001.267320.000000.00000
1422024.12.03 09:27close711.001.266380.000000.0000094.007048.00
1432024.12.03 09:27buy721.001.266380.000000.00000
1442024.12.03 17:29close721.001.263760.000000.00000-262.006786.00
1452024.12.03 17:29sell731.001.263760.000000.00000
1462024.12.03 20:02close731.001.269460.000000.00000-570.006216.00
1472024.12.03 20:02buy741.001.269460.000000.00000
1482024.12.04 05:24close741.001.265610.000000.00000-385.005831.00
1492024.12.04 05:24sell751.001.265610.000000.00000
1502024.12.04 07:13close751.001.268560.000000.00000-295.005536.00
1512024.12.04 07:13buy761.001.268560.000000.00000
1522024.12.04 11:03close761.001.264460.000000.00000-410.005126.00
1532024.12.04 11:03sell771.001.264460.000000.00000
1542024.12.04 17:28close771.001.270860.000000.00000-640.004486.00
1552024.12.04 17:28buy781.001.270860.000000.00000
1562024.12.06 17:13close781.001.273910.000000.00000305.004791.00
1572024.12.06 17:13sell791.001.273910.000000.00000
1582024.12.09 09:33close791.001.275040.000000.00000-113.004678.00
1592024.12.09 09:33buy801.001.275040.000000.00000
1602024.12.09 21:52close801.001.275080.000000.000004.004682.00
1612024.12.09 21:52sell811.001.275080.000000.00000
1622024.12.10 08:23close811.001.276050.000000.00000-97.004585.00
1632024.12.10 08:23buy821.001.276050.000000.00000
1642024.12.10 17:04close821.001.273130.000000.00000-292.004293.00
1652024.12.10 17:04sell831.001.273130.000000.00000
1662024.12.10 21:09close831.001.277400.000000.00000-427.003866.00
1672024.12.10 21:09buy841.001.277400.000000.00000
1682024.12.11 07:29close841.001.276310.000000.00000-109.003757.00
1692024.12.11 07:29sell851.001.276310.000000.00000
1702024.12.11 15:44close851.001.277290.000000.00000-98.003659.00
1712024.12.11 15:44buy861.001.277290.000000.00000
1722024.12.12 12:35close861.001.275150.000000.00000-214.003445.00
1732024.12.12 12:35sell871.001.275150.000000.00000
1742024.12.13 14:46close871.001.266870.000000.00000828.004273.00
1752024.12.13 14:46buy881.001.266870.000000.00000
1762024.12.13 17:29close881.001.262110.000000.00000-476.003797.00
1772024.12.13 17:29sell891.001.262110.000000.00000
1782024.12.16 03:59close891.001.263690.000000.00000-158.003639.00
1792024.12.16 03:59buy901.001.263690.000000.00000
1802024.12.17 07:35close901.001.267410.000000.00000372.004011.00
1812024.12.17 07:35sell911.001.267410.000000.00000
1822024.12.17 09:15close911.001.269860.000000.00000-245.003766.00
1832024.12.17 09:15buy921.001.269860.000000.00000
1842024.12.18 05:58close921.001.269750.000000.00000-11.003755.00
1852024.12.18 05:58sell931.001.269750.000000.00000
1862024.12.18 12:58close931.001.271980.000000.00000-223.003532.00
1872024.12.18 12:58buy941.001.271980.000000.00000
1882024.12.18 21:03close941.001.267190.000000.00000-479.003053.00
1892024.12.18 21:03sell951.001.267190.000000.00000
1902024.12.19 08:38close951.001.259870.000000.00000732.003785.00
1912024.12.19 08:38buy961.001.259870.000000.00000
1922024.12.19 14:04close961.001.258850.000000.00000-102.003683.00
1932024.12.19 14:04sell971.001.258850.000000.00000
1942024.12.20 08:59close971.001.250750.000000.00000810.004493.00
1952024.12.20 08:59buy981.001.250750.000000.00000
1962024.12.23 09:29close981.001.256320.000000.00000557.005050.00
1972024.12.23 09:29sell991.001.256320.000000.00000
1982024.12.24 10:41close991.001.254590.000000.00000173.005223.00
1992024.12.24 10:41buy1001.001.254590.000000.00000
2002024.12.24 19:47close1001.001.252020.000000.00000-257.004966.00
2012024.12.24 19:47sell1011.001.252020.000000.00000
2022024.12.27 12:58close1011.001.253840.000000.00000-182.004784.00
2032024.12.27 12:58buy1021.001.253840.000000.00000
2042024.12.30 10:17close1021.001.256840.000000.00000300.005084.00
2052024.12.30 10:17sell1031.001.256840.000000.00000
2062024.12.30 12:21close1031.001.259400.000000.00000-256.004828.00
2072024.12.30 12:21buy1041.001.259400.000000.00000
2082024.12.30 15:58close1041.001.255930.000000.00000-347.004481.00
2092024.12.30 15:58sell1051.001.255930.000000.00000
2102024.12.31 09:45close1051.001.256450.000000.00000-52.004429.00
2112024.12.31 09:45buy1061.001.256450.000000.00000
2122024.12.31 12:28close1061.001.253480.000000.00000-297.004132.00
2132024.12.31 12:28sell1071.001.253480.000000.00000
2142025.01.03 04:46close1071.001.239250.000000.000001423.005555.00
2152025.01.03 04:46buy1081.001.239250.000000.00000
2162025.01.07 14:59close1081.001.252450.000000.000001320.006875.00
2172025.01.07 14:59sell1091.001.252450.000000.00000
2182025.01.07 23:59close at stop1091.001.247780.000000.00000467.007342.00