Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolUSDCHF (US Dollar vs Swiss Franc)
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 modelled5178039Modelling quality29.44%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (19)
Total net profit-6028.99Gross profit10596.39Gross loss-16625.38
Profit factor0.64Expected payoff-55.82
Absolute drawdown6351.12Maximal drawdown7066.21 (65.95%)Relative drawdown65.95% (7066.21)
Total trades108Short positions (won %)54 (27.78%)Long positions (won %)54 (33.33%)
Profit trades (% of total)33 (30.56%)Loss trades (% of total)75 (69.44%)
Largestprofit trade1092.49loss trade-411.87
Averageprofit trade321.10loss trade-221.67
Maximumconsecutive wins (profit in money)3 (937.96)consecutive losses (loss in money)10 (-2366.20)
Maximalconsecutive profit (count of wins)1092.49 (1)consecutive loss (count of losses)-2366.20 (10)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 00:00sell11.000.792940.000000.00000
22025.07.01 17:38close11.000.792260.000000.0000085.8310085.83
32025.07.01 17:38buy21.000.792260.000000.00000
42025.07.02 00:00close21.000.789330.000000.00000-371.209714.63
52025.07.02 00:00sell31.000.789330.000000.00000
62025.07.02 08:30close31.000.792200.000000.00000-362.289352.35
72025.07.02 08:30buy41.000.792200.000000.00000
82025.07.03 01:00close41.000.790360.000000.00000-232.819119.54
92025.07.03 01:00sell51.000.790360.000000.00000
102025.07.03 12:29close51.000.792550.000000.00000-276.328843.22
112025.07.03 12:29buy61.000.792550.000000.00000
122025.07.04 06:37close61.000.793690.000000.00000143.638986.85
132025.07.04 06:37sell71.000.793690.000000.00000
142025.07.04 16:15close71.000.794530.000000.00000-105.728881.13
152025.07.04 16:15buy81.000.794530.000000.00000
162025.07.08 03:37close81.000.796580.000000.00000257.359138.48
172025.07.08 03:37sell91.000.796580.000000.00000
182025.07.08 15:09close91.000.797890.000000.00000-164.188974.30
192025.07.08 15:09buy101.000.797890.000000.00000
202025.07.08 20:37close101.000.795950.000000.00000-243.738730.57
212025.07.08 20:37sell111.000.795950.000000.00000
222025.07.09 05:29close111.000.797040.000000.00000-136.768593.81
232025.07.09 05:29buy121.000.797040.000000.00000
242025.07.09 12:39close121.000.795390.000000.00000-207.458386.36
252025.07.09 12:39sell131.000.795390.000000.00000
262025.07.10 09:29close131.000.794580.000000.00000101.948488.30
272025.07.10 09:29buy141.000.794580.000000.00000
282025.07.11 00:39close141.000.795650.000000.00000134.488622.78
292025.07.11 00:39sell151.000.795650.000000.00000
302025.07.11 05:29close151.000.798070.000000.00000-303.238319.55
312025.07.11 05:29buy161.000.798070.000000.00000
322025.07.11 11:03close161.000.796320.000000.00000-219.768099.79
332025.07.11 11:03sell171.000.796320.000000.00000
342025.07.14 09:29close171.000.798190.000000.00000-234.287865.51
352025.07.14 09:29buy181.000.798190.000000.00000
362025.07.14 13:40close181.000.796070.000000.00000-266.317599.20
372025.07.14 13:40sell191.000.796070.000000.00000
382025.07.14 19:30close191.000.797970.000000.00000-238.107361.10
392025.07.14 19:30buy201.000.797970.000000.00000
402025.07.15 00:05close201.000.796320.000000.00000-207.207153.90
412025.07.15 00:05sell211.000.796320.000000.00000
422025.07.15 15:14close211.000.797460.000000.00000-142.957010.95
432025.07.15 15:14buy221.000.797460.000000.00000
442025.07.16 09:38close221.000.800570.000000.00000388.477399.42
452025.07.16 09:38sell231.000.800570.000000.00000
462025.07.16 14:19close231.000.802600.000000.00000-252.937146.49
472025.07.16 14:19buy241.000.802600.000000.00000
482025.07.16 18:27close241.000.800280.000000.00000-289.906856.59
492025.07.16 18:27sell251.000.800280.000000.00000
502025.07.17 04:04close251.000.802610.000000.00000-290.306566.29
512025.07.17 04:04buy261.000.802610.000000.00000
522025.07.18 01:29close261.000.803360.000000.0000093.366659.65
532025.07.18 01:29sell271.000.803360.000000.00000
542025.07.18 22:05close271.000.802030.000000.00000165.836825.48
552025.07.18 22:05buy281.000.802030.000000.00000
562025.07.21 09:30close281.000.800550.000000.00000-184.876640.61
572025.07.21 09:30sell291.000.800550.000000.00000
582025.07.22 03:30close291.000.798980.000000.00000196.506837.11
592025.07.22 03:30buy301.000.798980.000000.00000
602025.07.22 10:40close301.000.796920.000000.00000-258.506578.61
612025.07.22 10:40sell311.000.796920.000000.00000
622025.07.23 03:05close311.000.794060.000000.00000360.176938.78
632025.07.23 03:05buy321.000.794060.000000.00000
642025.07.23 10:30close321.000.792030.000000.00000-256.306682.48
652025.07.23 10:30sell331.000.792030.000000.00000
662025.07.23 16:29close331.000.794550.000000.00000-317.166365.32
672025.07.23 16:29buy341.000.794550.000000.00000
682025.07.23 22:30close341.000.792160.000000.00000-301.716063.61
692025.07.23 22:30sell351.000.792160.000000.00000
702025.07.24 09:39close351.000.793180.000000.00000-128.605935.01
712025.07.24 09:39buy361.000.793180.000000.00000
722025.07.25 20:36close361.000.795170.000000.00000250.266185.27
732025.07.25 20:36sell371.000.795170.000000.00000
742025.07.28 09:01close371.000.796500.000000.00000-166.986018.29
752025.07.28 09:01buy381.000.796500.000000.00000
762025.07.30 03:28close381.000.804730.000000.000001022.707040.99
772025.07.30 03:28sell391.000.804730.000000.00000
782025.07.30 13:38close391.000.806170.000000.00000-178.626862.37
792025.07.30 13:38buy401.000.806170.000000.00000
802025.07.31 08:39close401.000.812140.000000.00000735.097597.46
812025.07.31 08:39sell411.000.812140.000000.00000
822025.07.31 13:14close411.000.814240.000000.00000-257.917339.55
832025.07.31 13:14buy421.000.814240.000000.00000
842025.08.01 15:20close421.000.812570.000000.00000-205.527134.03
852025.08.01 15:20sell431.000.812570.000000.00000
862025.08.04 09:27close431.000.806710.000000.00000726.417860.44
872025.08.04 09:27buy441.000.806710.000000.00000
882025.08.05 16:40close441.000.808320.000000.00000199.188059.62
892025.08.05 16:40sell451.000.808320.000000.00000
902025.08.06 10:29close451.000.808220.000000.0000012.378071.99
912025.08.06 10:29buy461.000.808220.000000.00000
922025.08.06 16:39close461.000.805800.000000.00000-300.327771.67
932025.08.06 16:39sell471.000.805800.000000.00000
942025.08.07 11:37close471.000.806750.000000.00000-117.767653.91
952025.08.07 11:37buy481.000.806750.000000.00000
962025.08.07 23:29close481.000.805780.000000.00000-120.387533.53
972025.08.07 23:29sell491.000.805780.000000.00000
982025.08.08 08:28close491.000.807490.000000.00000-211.777321.76
992025.08.08 08:28buy501.000.807490.000000.00000
1002025.08.11 05:27close501.000.806770.000000.00000-89.247232.52
1012025.08.11 05:27sell511.000.806770.000000.00000
1022025.08.11 10:40close511.000.808120.000000.00000-167.057065.47
1032025.08.11 10:40buy521.000.808120.000000.00000
1042025.08.12 00:40close521.000.811020.000000.00000357.577423.04
1052025.08.12 00:40sell531.000.811020.000000.00000
1062025.08.13 20:37close531.000.805300.000000.00000710.298133.33
1072025.08.13 20:37buy541.000.805300.000000.00000
1082025.08.14 00:37close541.000.803640.000000.00000-206.567926.77
1092025.08.14 00:37sell551.000.803640.000000.00000
1102025.08.14 09:30close551.000.806250.000000.00000-323.727603.05
1112025.08.14 09:30buy561.000.806250.000000.00000
1122025.08.15 06:30close561.000.806580.000000.0000040.917643.96
1132025.08.15 06:30sell571.000.806580.000000.00000
1142025.08.15 15:15close571.000.807030.000000.00000-55.767588.20
1152025.08.15 15:15buy581.000.807030.000000.00000
1162025.08.15 15:40close581.000.804760.000000.00000-282.077306.13
1172025.08.15 15:40sell591.000.804760.000000.00000
1182025.08.18 11:19close591.000.807270.000000.00000-310.926995.21
1192025.08.18 11:19buy601.000.807270.000000.00000
1202025.08.19 09:38close601.000.806270.000000.00000-124.036871.18
1212025.08.19 09:38sell611.000.806270.000000.00000
1222025.08.19 18:38close611.000.807020.000000.00000-92.936778.25
1232025.08.19 18:38buy621.000.807020.000000.00000
1242025.08.20 12:37close621.000.807330.000000.0000038.406816.65
1252025.08.20 12:37sell631.000.807330.000000.00000
1262025.08.21 03:40close631.000.805100.000000.00000276.987093.63
1272025.08.21 03:40buy641.000.805100.000000.00000
1282025.08.22 00:34close641.000.806610.000000.00000187.207280.83
1292025.08.22 00:34sell651.000.806610.000000.00000
1302025.08.22 04:29close651.000.809630.000000.00000-373.016907.82
1312025.08.22 04:29buy661.000.809630.000000.00000
1322025.08.22 13:33close661.000.808620.000000.00000-124.906782.92
1332025.08.22 13:33sell671.000.808620.000000.00000
1342025.08.25 03:00close671.000.802570.000000.00000753.837536.75
1352025.08.25 03:00buy681.000.802570.000000.00000
1362025.08.25 10:14close681.000.801640.000000.00000-116.017420.74
1372025.08.25 10:14sell691.000.801640.000000.00000
1382025.08.25 18:37close691.000.803590.000000.00000-242.667178.08
1392025.08.25 18:37buy701.000.803590.000000.00000
1402025.08.26 03:37close701.000.803740.000000.0000018.667196.74
1412025.08.26 03:37sell711.000.803740.000000.00000
1422025.08.26 09:33close711.000.806870.000000.00000-387.926808.82
1432025.08.26 09:33buy721.000.806870.000000.00000
1442025.08.26 14:40close721.000.804170.000000.00000-335.756473.07
1452025.08.26 14:40sell731.000.804170.000000.00000
1462025.08.27 04:38close731.000.804470.000000.00000-37.296435.78
1472025.08.27 04:38buy741.000.804470.000000.00000
1482025.08.27 16:38close741.000.804610.000000.0000017.406453.18
1492025.08.27 16:38sell751.000.804610.000000.00000
1502025.08.28 16:03close751.000.802650.000000.00000244.196697.37
1512025.08.28 16:03buy761.000.802650.000000.00000
1522025.08.29 00:40close761.000.799890.000000.00000-345.056352.32
1532025.08.29 00:40sell771.000.799890.000000.00000
1542025.08.29 04:20close771.000.802580.000000.00000-335.176017.15
1552025.08.29 04:20buy781.000.802580.000000.00000
1562025.08.29 10:27close781.000.801310.000000.00000-158.495858.66
1572025.08.29 10:27sell791.000.801310.000000.00000
1582025.08.29 14:40close791.000.803060.000000.00000-217.925640.74
1592025.08.29 14:40buy801.000.803060.000000.00000
1602025.08.29 17:27close801.000.800170.000000.00000-361.175279.57
1612025.08.29 17:27sell811.000.800170.000000.00000
1622025.09.01 04:40close811.000.801300.000000.00000-141.025138.55
1632025.09.01 04:40buy821.000.801300.000000.00000
1642025.09.01 09:30close821.000.798910.000000.00000-299.164839.39
1652025.09.01 09:30sell831.000.798910.000000.00000
1662025.09.01 14:39close831.000.800530.000000.00000-202.374637.02
1672025.09.01 14:39buy841.000.800530.000000.00000
1682025.09.02 00:00close841.000.799820.000000.00000-88.774548.25
1692025.09.02 00:00sell851.000.799820.000000.00000
1702025.09.02 04:38close851.000.801560.000000.00000-217.084331.17
1712025.09.02 04:38buy861.000.801560.000000.00000
1722025.09.03 11:36close861.000.804370.000000.00000349.344680.51
1732025.09.03 11:36sell871.000.804370.000000.00000
1742025.09.04 09:38close871.000.805110.000000.00000-91.914588.60
1752025.09.04 09:38buy881.000.805110.000000.00000
1762025.09.05 00:00close881.000.804400.000000.00000-88.264500.34
1772025.09.05 00:00sell891.000.804400.000000.00000
1782025.09.08 01:38close891.000.799370.000000.00000629.255129.59
1792025.09.08 01:38buy901.000.799370.000000.00000
1802025.09.08 08:30close901.000.797130.000000.00000-281.014848.58
1812025.09.08 08:30sell911.000.797130.000000.00000
1822025.09.09 10:38close911.000.793840.000000.00000414.445263.02
1832025.09.09 10:38buy921.000.793840.000000.00000
1842025.09.10 08:03close921.000.796350.000000.00000315.195578.21
1852025.09.10 08:03sell931.000.796350.000000.00000
1862025.09.10 10:05close931.000.798450.000000.00000-263.015315.20
1872025.09.10 10:05buy941.000.798450.000000.00000
1882025.09.10 15:15close941.000.795880.000000.00000-322.914992.29
1892025.09.10 15:15sell951.000.795880.000000.00000
1902025.09.10 15:39close951.000.799030.000000.00000-394.234598.06
1912025.09.10 15:39buy961.000.799030.000000.00000
1922025.09.11 15:30close961.000.798150.000000.00000-110.254487.81
1932025.09.11 15:30sell971.000.798150.000000.00000
1942025.09.12 05:15close971.000.796740.000000.00000176.974664.78
1952025.09.12 05:15buy981.000.796740.000000.00000
1962025.09.12 10:39close981.000.795490.000000.00000-157.144507.64
1972025.09.12 10:39sell991.000.795490.000000.00000
1982025.09.12 11:30close991.000.797170.000000.00000-210.754296.89
1992025.09.12 11:30buy1001.000.797170.000000.00000
2002025.09.15 00:00close1001.000.795680.000000.00000-187.264109.63
2012025.09.15 00:00sell1011.000.795680.000000.00000
2022025.09.15 09:21close1011.000.797170.000000.00000-186.913922.72
2032025.09.15 09:21buy1021.000.797170.000000.00000
2042025.09.15 11:23close1021.000.795790.000000.00000-173.413749.31
2052025.09.15 11:23sell1031.000.795790.000000.00000
2062025.09.17 06:39close1031.000.787190.000000.000001092.494841.80
2072025.09.17 06:39buy1041.000.787190.000000.00000
2082025.09.17 17:15close1041.000.785790.000000.00000-178.164663.64
2092025.09.17 17:15sell1051.000.785790.000000.00000
2102025.09.17 21:38close1051.000.788520.000000.00000-346.224317.42
2112025.09.17 21:38buy1061.000.788520.000000.00000
2122025.09.18 10:40close1061.000.788250.000000.00000-34.254283.17
2132025.09.18 10:40sell1071.000.788250.000000.00000
2142025.09.18 16:02close1071.000.791510.000000.00000-411.873871.30
2152025.09.18 16:02buy1081.000.791510.000000.00000
2162025.09.18 23:53close at stop1081.000.792300.000000.0000099.713971.01