Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolGBPCAD (Great Britain Pound vs Canadian 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 modelled15333095Modelling quality89.71%
Mismatched charts errors6
Initial deposit10000.00SpreadCurrent (101)
Total net profit-9625.71Gross profit5870.17Gross loss-15495.88
Profit factor0.38Expected payoff-185.11
Absolute drawdown9625.71Maximal drawdown10863.99 (96.67%)Relative drawdown96.67% (10863.99)
Total trades52Short positions (won %)26 (23.08%)Long positions (won %)26 (15.38%)
Profit trades (% of total)10 (19.23%)Loss trades (% of total)42 (80.77%)
Largestprofit trade1387.99loss trade-1315.77
Averageprofit trade587.02loss trade-368.95
Maximumconsecutive wins (profit in money)2 (1383.79)consecutive losses (loss in money)12 (-4886.66)
Maximalconsecutive profit (count of wins)1387.99 (1)consecutive loss (count of losses)-4886.66 (12)
Averageconsecutive wins1consecutive losses5
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.01.02 09:58buy11.001.804620.000000.00000
22025.01.02 12:33close11.001.797720.000000.00000-498.429501.58
32025.01.02 12:33sell21.001.797720.000000.00000
42025.01.03 09:02close21.001.785350.000000.00000893.3110394.89
52025.01.03 09:02buy31.001.785350.000000.00000
62025.01.06 03:39close31.001.792140.000000.00000490.4810885.37
72025.01.06 03:39sell41.001.792140.000000.00000
82025.01.06 10:16close41.001.794760.000000.00000-189.2010696.17
92025.01.06 10:16buy51.001.794760.000000.00000
102025.01.06 16:17close51.001.788110.000000.00000-480.3710215.80
112025.01.06 16:17sell61.001.788110.000000.00000
122025.01.06 18:04close61.001.798600.000000.00000-757.549458.26
132025.01.06 18:04buy71.001.798600.000000.00000
142025.01.07 14:58close71.001.793310.000000.00000-382.129076.14
152025.01.07 14:58sell81.001.793310.000000.00000
162025.01.09 17:02close81.001.774090.000000.000001387.9910464.13
172025.01.09 17:02buy91.001.774090.000000.00000
182025.01.10 07:59close91.001.769460.000000.00000-334.4510129.68
192025.01.10 07:59sell101.001.769460.000000.00000
202025.01.10 11:26close101.001.774290.000000.00000-348.809780.88
212025.01.10 11:26buy111.001.774290.000000.00000
222025.01.10 15:31close111.001.761270.000000.00000-940.518840.37
232025.01.10 15:31sell121.001.761270.000000.00000
242025.01.13 19:09close121.001.755050.000000.00000449.199289.56
252025.01.13 19:09buy131.001.755050.000000.00000
262025.01.14 11:13close131.001.752730.000000.00000-167.589121.98
272025.01.14 11:13sell141.001.752730.000000.00000
282025.01.15 09:47close141.001.754860.000000.00000-153.828968.16
292025.01.15 09:47buy151.001.754860.000000.00000
302025.01.16 09:01close151.001.752160.000000.00000-195.048773.12
312025.01.16 09:01sell161.001.752160.000000.00000
322025.01.16 17:18close161.001.757940.000000.00000-417.418355.71
332025.01.16 17:18buy171.001.757940.000000.00000
342025.01.17 07:23close171.001.759410.000000.00000106.188461.89
352025.01.17 07:23sell181.001.759410.000000.00000
362025.01.17 22:32close181.001.762080.000000.00000-192.828269.07
372025.01.17 22:32buy191.001.762080.000000.00000
382025.01.20 11:32close191.001.761130.000000.00000-68.628200.45
392025.01.20 11:32sell201.001.761130.000000.00000
402025.01.21 02:51close201.001.772590.000000.00000-827.597372.86
412025.01.21 02:51buy211.001.772590.000000.00000
422025.01.21 11:35close211.001.765960.000000.00000-478.936893.93
432025.01.21 11:35sell221.001.765960.000000.00000
442025.01.21 15:59close221.001.774280.000000.00000-600.836293.10
452025.01.21 15:59buy231.001.774280.000000.00000
462025.01.22 09:08close231.001.766230.000000.00000-581.495711.61
472025.01.22 09:08sell241.001.766230.000000.00000
482025.01.22 11:45close241.001.771410.000000.00000-374.075337.54
492025.01.22 11:45buy251.001.771410.000000.00000
502025.01.23 10:02close251.001.769710.000000.00000-122.805214.74
512025.01.23 10:02sell261.001.769710.000000.00000
522025.01.23 12:31close261.001.774350.000000.00000-335.084879.66
532025.01.23 12:31buy271.001.774350.000000.00000
542025.01.27 10:01close271.001.788790.000000.000001043.085922.74
552025.01.27 10:01sell281.001.788790.000000.00000
562025.01.27 11:52close281.001.794050.000000.00000-379.865542.88
572025.01.27 11:52buy291.001.794050.000000.00000
582025.01.28 02:55close291.001.792270.000000.00000-128.585414.30
592025.01.28 02:55sell301.001.792270.000000.00000
602025.01.29 07:59close301.001.793820.000000.00000-111.945302.36
612025.01.29 07:59buy311.001.793820.000000.00000
622025.01.29 12:44close311.001.790660.000000.00000-228.275074.09
632025.01.29 12:44sell321.001.790660.000000.00000
642025.01.29 17:45close321.001.796770.000000.00000-441.234632.86
652025.01.29 17:45buy331.001.796770.000000.00000
662025.01.30 11:12close331.001.792840.000000.00000-283.884348.98
672025.01.30 11:12sell341.001.792840.000000.00000
682025.01.30 15:58close341.001.797140.000000.00000-310.524038.46
692025.01.30 15:58buy351.001.797140.000000.00000
702025.01.31 09:11close351.001.796460.000000.00000-49.123989.34
712025.01.31 09:11sell361.001.796460.000000.00000
722025.01.31 12:27close361.001.800760.000000.00000-310.533678.81
732025.01.31 12:27buy371.001.800760.000000.00000
742025.01.31 19:10close371.001.792680.000000.00000-583.663095.15
752025.01.31 19:10sell381.001.792680.000000.00000
762025.02.03 00:02close381.001.810900.000000.00000-1315.771779.38
772025.02.03 00:02buy391.001.810900.000000.00000
782025.02.03 23:20close391.001.800610.000000.00000-743.301036.08
792025.02.03 23:20sell401.001.800610.000000.00000
802025.02.05 09:26close401.001.790320.000000.00000743.101779.18
812025.02.05 09:26buy411.001.790320.000000.00000
822025.02.05 10:24close411.001.786030.000000.00000-309.891469.29
832025.02.05 10:24sell421.001.786030.000000.00000
842025.02.05 12:47close421.001.790630.000000.00000-332.191137.10
852025.02.05 12:47buy431.001.790630.000000.00000
862025.02.06 10:16close431.001.788640.000000.00000-143.75993.35
872025.02.06 10:16sell441.001.788640.000000.00000
882025.02.07 09:41close441.001.781350.000000.00000526.451519.80
892025.02.07 09:41buy451.001.781350.000000.00000
902025.02.07 15:33close451.001.778970.000000.00000-171.921347.88
912025.02.07 15:33sell461.001.778970.000000.00000
922025.02.10 00:18close461.001.779860.000000.00000-64.281283.60
932025.02.10 00:18buy471.001.779860.000000.00000
942025.02.10 14:12close471.001.775960.000000.00000-281.721001.88
952025.02.10 14:12sell481.001.775960.000000.00000
962025.02.11 11:07close481.001.773990.000000.00000142.271144.15
972025.02.11 11:07buy491.001.773990.000000.00000
982025.02.12 15:31close491.001.775210.000000.0000088.121232.27
992025.02.12 15:31sell501.001.775210.000000.00000
1002025.02.13 05:52close501.001.781560.000000.00000-458.57773.70
1012025.02.13 05:52buy511.001.781560.000000.00000
1022025.02.13 15:30close511.001.778870.000000.00000-194.31579.39
1032025.02.13 15:30sell521.001.778870.000000.00000
1042025.02.13 15:42close at stop521.001.781710.000000.00000-205.10374.29