Strategy Tester Report
Keltner Breakout FxFishermanFiltered
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (2025.07.01 - 2025.09.19) | ||||
| Model | Every 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 test | 2393 | Ticks modelled | 5240726 | Modelling quality | n/a |
| Mismatched charts errors | 1959 | ||||
| Initial deposit | 10000.00 | Spread | Current (14) | ||
| Total net profit | -1058155.00 | Gross profit | 255.00 | Gross loss | -1058410.00 |
| Profit factor | 0.00 | Expected payoff | -66134.69 | ||
| Absolute drawdown | 1058155.00 | Maximal drawdown | 1058337.00 (10394.20%) | Relative drawdown | 10394.20% (1058337.00) |
| Total trades | 16 | Short positions (won %) | 8 (12.50%) | Long positions (won %) | 8 (0.00%) |
| Profit trades (% of total) | 1 (6.25%) | Loss trades (% of total) | 15 (93.75%) | ||
| Largest | profit trade | 255.00 | loss trade | -1055018.00 | |
| Average | profit trade | 255.00 | loss trade | -70560.67 | |
| Maximum | consecutive wins (profit in money) | 1 (255.00) | consecutive losses (loss in money) | 13 (-3267.00) | |
| Maximal | consecutive profit (count of wins) | 255.00 (1) | consecutive loss (count of losses) | -1055143.00 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 8 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 00:00 | buy | 1 | 1.00 | 1.17881 | 0.00000 | 0.00000 | ||
| 2 | 2025.07.01 10:03 | close | 1 | 1.00 | 1.17684 | 0.00000 | 0.00000 | -197.00 | 9803.00 |
| 3 | 2025.07.01 10:03 | sell | 2 | 1.00 | 1.17684 | 0.00000 | 0.00000 | ||
| 4 | 2025.07.01 11:54 | close | 2 | 1.00 | 1.18052 | 0.00000 | 0.00000 | -368.00 | 9435.00 |
| 5 | 2025.07.01 11:54 | buy | 3 | 1.00 | 1.18052 | 0.00000 | 0.00000 | ||
| 6 | 2025.07.01 17:58 | close | 3 | 1.00 | 1.17750 | 0.00000 | 0.00000 | -302.00 | 9133.00 |
| 7 | 2025.07.01 17:58 | sell | 4 | 1.00 | 1.17750 | 0.00000 | 0.00000 | ||
| 8 | 2025.07.02 00:00 | close | 4 | 1.00 | 1.18071 | 0.00000 | 0.00000 | -321.00 | 8812.00 |
| 9 | 2025.07.02 00:00 | buy | 5 | 1.00 | 1.18071 | 0.00000 | 0.00000 | ||
| 10 | 2025.07.02 08:20 | close | 5 | 1.00 | 1.17890 | 0.00000 | 0.00000 | -181.00 | 8631.00 |
| 11 | 2025.07.02 08:20 | sell | 6 | 1.00 | 1.17890 | 0.00000 | 0.00000 | ||
| 12 | 2025.07.02 19:00 | close | 6 | 1.00 | 1.17902 | 0.00000 | 0.00000 | -12.00 | 8619.00 |
| 13 | 2025.07.02 19:00 | buy | 7 | 1.00 | 1.17902 | 0.00000 | 0.00000 | ||
| 14 | 2025.07.03 06:53 | close | 7 | 1.00 | 1.17891 | 0.00000 | 0.00000 | -11.00 | 8608.00 |
| 15 | 2025.07.03 06:53 | sell | 8 | 1.00 | 1.17891 | 0.00000 | 0.00000 | ||
| 16 | 2025.07.03 10:36 | close | 8 | 1.00 | 1.18106 | 0.00000 | 0.00000 | -215.00 | 8393.00 |
| 17 | 2025.07.03 10:36 | buy | 9 | 1.00 | 1.18106 | 0.00000 | 0.00000 | ||
| 18 | 2025.07.03 15:31 | close | 9 | 1.00 | 1.17361 | 0.00000 | 0.00000 | -745.00 | 7648.00 |
| 19 | 2025.07.03 15:31 | sell | 10 | 1.00 | 1.17361 | 0.00000 | 0.00000 | ||
| 20 | 2025.07.04 02:44 | close | 10 | 1.00 | 1.17722 | 0.00000 | 0.00000 | -361.00 | 7287.00 |
| 21 | 2025.07.04 02:44 | buy | 11 | 1.00 | 1.17722 | 0.00000 | 0.00000 | ||
| 22 | 2025.07.04 15:37 | close | 11 | 1.00 | 1.17636 | 0.00000 | 0.00000 | -86.00 | 7201.00 |
| 23 | 2025.07.04 15:37 | sell | 12 | 1.00 | 1.17636 | 0.00000 | 0.00000 | ||
| 24 | 2025.07.07 03:06 | close | 12 | 1.00 | 1.17875 | 0.00000 | 0.00000 | -239.00 | 6962.00 |
| 25 | 2025.07.07 03:06 | buy | 13 | 1.00 | 1.17875 | 0.00000 | 0.00000 | ||
| 26 | 2025.07.07 05:34 | close | 13 | 1.00 | 1.17646 | 0.00000 | 0.00000 | -229.00 | 6733.00 |
| 27 | 2025.07.07 05:34 | sell | 14 | 1.00 | 1.17646 | 0.00000 | 0.00000 | ||
| 28 | 2025.07.08 03:01 | close | 14 | 1.00 | 1.17391 | 0.00000 | 0.00000 | 255.00 | 6988.00 |
| 29 | 2025.07.08 03:01 | buy | 15 | 1.00 | 1.17391 | 0.00000 | 0.00000 | ||
| 30 | 2025.07.08 13:36 | close | 15 | 1.00 | 1.17266 | 0.00000 | 0.00000 | -125.00 | 6863.00 |
| 31 | 2025.07.08 13:36 | sell | 16 | 1.00 | 1.17266 | 0.00000 | 0.00000 | ||
| 32 | 2025.07.09 04:39 | close at stop | 16 | 1.00 | 11.72284 | 0.00000 | 0.00000 | -1055018.00 | -1048155.00 |