Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolNZDUSD (New Zealand Dollar 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 modelled6608232Modelling quality48.61%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (18)
Total net profit-4585.00Gross profit7684.00Gross loss-12269.00
Profit factor0.63Expected payoff-42.06
Absolute drawdown5690.00Maximal drawdown7086.00 (62.18%)Relative drawdown62.18% (7086.00)
Total trades109Short positions (won %)55 (38.18%)Long positions (won %)54 (18.52%)
Profit trades (% of total)31 (28.44%)Loss trades (% of total)78 (71.56%)
Largestprofit trade1292.00loss trade-388.00
Averageprofit trade247.87loss trade-157.29
Maximumconsecutive wins (profit in money)3 (716.00)consecutive losses (loss in money)11 (-1833.00)
Maximalconsecutive profit (count of wins)1292.00 (1)consecutive loss (count of losses)-1833.00 (11)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 03:13sell11.000.625310.000000.00000
22024.10.08 03:08close11.000.613600.000000.000001171.0011171.00
32024.10.08 03:08buy21.000.613600.000000.00000
42024.10.08 05:33close21.000.611190.000000.00000-241.0010930.00
52024.10.08 05:33sell31.000.611190.000000.00000
62024.10.08 22:53close31.000.613600.000000.00000-241.0010689.00
72024.10.08 22:53buy41.000.613600.000000.00000
82024.10.09 04:03close41.000.611780.000000.00000-182.0010507.00
92024.10.09 04:03sell51.000.611780.000000.00000
102024.10.10 02:38close51.000.607120.000000.00000466.0010973.00
112024.10.10 02:38buy61.000.607120.000000.00000
122024.10.10 14:38close61.000.607030.000000.00000-9.0010964.00
132024.10.10 14:38sell71.000.607030.000000.00000
142024.10.11 04:13close71.000.610230.000000.00000-320.0010644.00
152024.10.11 04:13buy81.000.610230.000000.00000
162024.10.11 09:37close81.000.608780.000000.00000-145.0010499.00
172024.10.11 09:37sell91.000.608780.000000.00000
182024.10.11 18:23close91.000.610880.000000.00000-210.0010289.00
192024.10.11 18:23buy101.000.610880.000000.00000
202024.10.14 00:00close101.000.608730.000000.00000-215.0010074.00
212024.10.14 00:00sell111.000.608730.000000.00000
222024.10.14 16:56close111.000.609950.000000.00000-122.009952.00
232024.10.14 16:56buy121.000.609950.000000.00000
242024.10.15 08:02close121.000.608150.000000.00000-180.009772.00
252024.10.15 08:02sell131.000.608150.000000.00000
262024.10.15 15:38close131.000.609740.000000.00000-159.009613.00
272024.10.15 15:38buy141.000.609740.000000.00000
282024.10.15 20:05close141.000.607820.000000.00000-192.009421.00
292024.10.15 20:05sell151.000.607820.000000.00000
302024.10.16 12:33close151.000.607600.000000.0000022.009443.00
312024.10.16 12:33buy161.000.607600.000000.00000
322024.10.16 18:47close161.000.605560.000000.00000-204.009239.00
332024.10.16 18:47sell171.000.605560.000000.00000
342024.10.17 03:34close171.000.606690.000000.00000-113.009126.00
352024.10.17 03:34buy181.000.606690.000000.00000
362024.10.17 10:08close181.000.605100.000000.00000-159.008967.00
372024.10.17 10:08sell191.000.605100.000000.00000
382024.10.17 14:12close191.000.607360.000000.00000-226.008741.00
392024.10.17 14:12buy201.000.607360.000000.00000
402024.10.21 09:23close201.000.606360.000000.00000-100.008641.00
412024.10.21 09:23sell211.000.606360.000000.00000
422024.10.22 04:58close211.000.603940.000000.00000242.008883.00
432024.10.22 04:58buy221.000.603940.000000.00000
442024.10.22 19:09close221.000.604020.000000.000008.008891.00
452024.10.22 19:09sell231.000.604020.000000.00000
462024.10.23 06:08close231.000.605320.000000.00000-130.008761.00
472024.10.23 06:08buy241.000.605320.000000.00000
482024.10.23 09:29close241.000.603060.000000.00000-226.008535.00
492024.10.23 09:29sell251.000.603060.000000.00000
502024.10.24 03:51close251.000.601270.000000.00000179.008714.00
512024.10.24 03:51buy261.000.601270.000000.00000
522024.10.24 16:49close261.000.601160.000000.00000-11.008703.00
532024.10.24 16:49sell271.000.601160.000000.00000
542024.10.25 15:48close271.000.601170.000000.00000-1.008702.00
552024.10.25 15:48buy281.000.601170.000000.00000
562024.10.25 18:59close281.000.599130.000000.00000-204.008498.00
572024.10.25 18:59sell291.000.599130.000000.00000
582024.10.28 12:04close291.000.597890.000000.00000124.008622.00
592024.10.28 12:04buy301.000.597890.000000.00000
602024.10.28 21:04close301.000.597360.000000.00000-53.008569.00
612024.10.28 21:04sell311.000.597360.000000.00000
622024.10.29 03:00close311.000.598980.000000.00000-162.008407.00
632024.10.29 03:00buy321.000.598980.000000.00000
642024.10.29 06:36close321.000.597070.000000.00000-191.008216.00
652024.10.29 06:36sell331.000.597070.000000.00000
662024.10.30 04:39close331.000.597880.000000.00000-81.008135.00
672024.10.30 04:39buy341.000.597880.000000.00000
682024.10.30 06:19close341.000.595870.000000.00000-201.007934.00
692024.10.30 06:19sell351.000.595870.000000.00000
702024.10.30 10:56close351.000.597920.000000.00000-205.007729.00
712024.10.30 10:56buy361.000.597920.000000.00000
722024.10.31 03:37close361.000.596770.000000.00000-115.007614.00
732024.10.31 03:37sell371.000.596770.000000.00000
742024.10.31 23:03close371.000.597850.000000.00000-108.007506.00
752024.10.31 23:03buy381.000.597850.000000.00000
762024.11.01 21:21close381.000.596150.000000.00000-170.007336.00
772024.11.01 21:21sell391.000.596150.000000.00000
782024.11.04 00:00close391.000.600030.000000.00000-388.006948.00
792024.11.04 00:00buy401.000.600030.000000.00000
802024.11.04 10:01close401.000.598440.000000.00000-159.006789.00
812024.11.04 10:01sell411.000.598440.000000.00000
822024.11.05 07:24close411.000.598350.000000.000009.006798.00
832024.11.05 07:24buy421.000.598350.000000.00000
842024.11.06 02:33close421.000.597890.000000.00000-46.006752.00
852024.11.06 02:33sell431.000.597890.000000.00000
862024.11.06 12:27close431.000.597480.000000.0000041.006793.00
872024.11.06 12:27buy441.000.597480.000000.00000
882024.11.08 04:44close441.000.600860.000000.00000338.007131.00
892024.11.08 04:44sell451.000.600860.000000.00000
902024.11.11 05:08close451.000.597490.000000.00000337.007468.00
912024.11.11 05:08buy461.000.597490.000000.00000
922024.11.11 10:22close461.000.595770.000000.00000-172.007296.00
932024.11.11 10:22sell471.000.595770.000000.00000
942024.11.12 01:58close471.000.597000.000000.00000-123.007173.00
952024.11.12 01:58buy481.000.597000.000000.00000
962024.11.12 08:01close481.000.594940.000000.00000-206.006967.00
972024.11.12 08:01sell491.000.594940.000000.00000
982024.11.13 03:18close491.000.593400.000000.00000154.007121.00
992024.11.13 03:18buy501.000.593400.000000.00000
1002024.11.13 16:37close501.000.591300.000000.00000-210.006911.00
1012024.11.13 16:37sell511.000.591300.000000.00000
1022024.11.14 15:23close511.000.587540.000000.00000376.007287.00
1032024.11.14 15:23buy521.000.587540.000000.00000
1042024.11.14 22:05close521.000.585080.000000.00000-246.007041.00
1052024.11.14 22:05sell531.000.585080.000000.00000
1062024.11.15 08:47close531.000.586520.000000.00000-144.006897.00
1072024.11.15 08:47buy541.000.586520.000000.00000
1082024.11.15 16:33close541.000.585290.000000.00000-123.006774.00
1092024.11.15 16:33sell551.000.585290.000000.00000
1102024.11.18 02:54close551.000.587490.000000.00000-220.006554.00
1112024.11.18 02:54buy561.000.587490.000000.00000
1122024.11.18 05:48close561.000.585170.000000.00000-232.006322.00
1132024.11.18 05:48sell571.000.585170.000000.00000
1142024.11.18 17:01close571.000.585950.000000.00000-78.006244.00
1152024.11.18 17:01buy581.000.585950.000000.00000
1162024.11.19 11:31close581.000.587390.000000.00000144.006388.00
1172024.11.19 11:31sell591.000.587390.000000.00000
1182024.11.19 15:38close591.000.590270.000000.00000-288.006100.00
1192024.11.19 15:38buy601.000.590270.000000.00000
1202024.11.20 07:55close601.000.590220.000000.00000-5.006095.00
1212024.11.20 07:55sell611.000.590220.000000.00000
1222024.11.21 03:12close611.000.588390.000000.00000183.006278.00
1232024.11.21 03:12buy621.000.588390.000000.00000
1242024.11.21 08:01close621.000.586930.000000.00000-146.006132.00
1252024.11.21 08:01sell631.000.586930.000000.00000
1262024.11.25 00:00close631.000.585570.000000.00000136.006268.00
1272024.11.25 00:00buy641.000.585570.000000.00000
1282024.11.25 10:10close641.000.584260.000000.00000-131.006137.00
1292024.11.25 10:10sell651.000.584260.000000.00000
1302024.11.25 15:33close651.000.586590.000000.00000-233.005904.00
1312024.11.25 15:33buy661.000.586590.000000.00000
1322024.11.26 01:41close661.000.582840.000000.00000-375.005529.00
1332024.11.26 01:41sell671.000.582840.000000.00000
1342024.11.26 11:14close671.000.584800.000000.00000-196.005333.00
1352024.11.26 11:14buy681.000.584800.000000.00000
1362024.11.26 16:39close681.000.582990.000000.00000-181.005152.00
1372024.11.26 16:39sell691.000.582990.000000.00000
1382024.11.27 02:02close691.000.583900.000000.00000-91.005061.00
1392024.11.27 02:02buy701.000.583900.000000.00000
1402024.11.28 09:46close701.000.588140.000000.00000424.005485.00
1412024.11.28 09:46sell711.000.588140.000000.00000
1422024.11.29 02:18close711.000.589950.000000.00000-181.005304.00
1432024.11.29 02:18buy721.000.589950.000000.00000
1442024.12.02 00:00close721.000.590880.000000.0000093.005397.00
1452024.12.02 00:00sell731.000.590880.000000.00000
1462024.12.02 12:23close731.000.591120.000000.00000-24.005373.00
1472024.12.02 12:23buy741.000.591120.000000.00000
1482024.12.02 14:53close741.000.588750.000000.00000-237.005136.00
1492024.12.02 14:53sell751.000.588750.000000.00000
1502024.12.03 09:56close751.000.589000.000000.00000-25.005111.00
1512024.12.03 09:56buy761.000.589000.000000.00000
1522024.12.03 17:15close761.000.587320.000000.00000-168.004943.00
1532024.12.03 17:15sell771.000.587320.000000.00000
1542024.12.04 17:26close771.000.585840.000000.00000148.005091.00
1552024.12.04 17:26buy781.000.585840.000000.00000
1562024.12.05 14:18close781.000.585810.000000.00000-3.005088.00
1572024.12.05 14:18sell791.000.585810.000000.00000
1582024.12.05 16:42close791.000.588100.000000.00000-229.004859.00
1592024.12.05 16:42buy801.000.588100.000000.00000
1602024.12.06 03:48close801.000.586630.000000.00000-147.004712.00
1612024.12.06 03:48sell811.000.586630.000000.00000
1622024.12.06 15:34close811.000.586740.000000.00000-11.004701.00
1632024.12.06 15:34buy821.000.586740.000000.00000
1642024.12.06 17:13close821.000.583520.000000.00000-322.004379.00
1652024.12.06 17:13sell831.000.583520.000000.00000
1662024.12.09 09:57close831.000.583900.000000.00000-38.004341.00
1672024.12.09 09:57buy841.000.583900.000000.00000
1682024.12.10 00:03close841.000.586030.000000.00000213.004554.00
1692024.12.10 00:03sell851.000.586030.000000.00000
1702024.12.11 15:44close851.000.579810.000000.00000622.005176.00
1712024.12.11 15:44buy861.000.579810.000000.00000
1722024.12.12 13:13close861.000.579470.000000.00000-34.005142.00
1732024.12.12 13:13sell871.000.579470.000000.00000
1742024.12.13 15:43close871.000.577780.000000.00000169.005311.00
1752024.12.13 15:43buy881.000.577780.000000.00000
1762024.12.16 12:44close881.000.576630.000000.00000-115.005196.00
1772024.12.16 12:44sell891.000.576630.000000.00000
1782024.12.16 19:19close891.000.578650.000000.00000-202.004994.00
1792024.12.16 19:19buy901.000.578650.000000.00000
1802024.12.17 05:26close901.000.577020.000000.00000-163.004831.00
1812024.12.17 05:26sell911.000.577020.000000.00000
1822024.12.19 09:04close911.000.564100.000000.000001292.006123.00
1832024.12.19 09:04buy921.000.564100.000000.00000
1842024.12.19 19:01close921.000.563990.000000.00000-11.006112.00
1852024.12.19 19:01sell931.000.563990.000000.00000
1862024.12.20 08:56close931.000.563920.000000.000007.006119.00
1872024.12.20 08:56buy941.000.563920.000000.00000
1882024.12.23 03:04close941.000.564330.000000.0000041.006160.00
1892024.12.23 03:04sell951.000.564330.000000.00000
1902024.12.24 09:11close951.000.565300.000000.00000-97.006063.00
1912024.12.24 09:11buy961.000.565300.000000.00000
1922024.12.24 14:11close961.000.563490.000000.00000-181.005882.00
1932024.12.24 14:11sell971.000.563490.000000.00000
1942024.12.26 07:00close971.000.564980.000000.00000-149.005733.00
1952024.12.26 07:00buy981.000.564980.000000.00000
1962024.12.26 14:43close981.000.563110.000000.00000-187.005546.00
1972024.12.26 14:43sell991.000.563110.000000.00000
1982024.12.27 09:03close991.000.563060.000000.000005.005551.00
1992024.12.27 09:03buy1001.000.563060.000000.00000
2002024.12.27 17:16close1001.000.562100.000000.00000-96.005455.00
2012024.12.27 17:16sell1011.000.562100.000000.00000
2022024.12.30 01:06close1011.000.564500.000000.00000-240.005215.00
2032024.12.30 01:06buy1021.000.564500.000000.00000
2042024.12.30 15:54close1021.000.564520.000000.000002.005217.00
2052024.12.30 15:54sell1031.000.564520.000000.00000
2062025.01.02 07:00close1031.000.561760.000000.00000276.005493.00
2072025.01.02 07:00buy1041.000.561760.000000.00000
2082025.01.02 18:03close1041.000.559560.000000.00000-220.005273.00
2092025.01.02 18:03sell1051.000.559560.000000.00000
2102025.01.03 02:51close1051.000.560740.000000.00000-118.005155.00
2112025.01.03 02:51buy1061.000.560740.000000.00000
2122025.01.06 21:03close1061.000.563040.000000.00000230.005385.00
2132025.01.06 21:03sell1071.000.563040.000000.00000
2142025.01.07 04:04close1071.000.565060.000000.00000-202.005183.00
2152025.01.07 04:04buy1081.000.565060.000000.00000
2162025.01.07 17:01close1081.000.565460.000000.0000040.005223.00
2172025.01.07 17:01sell1091.000.565460.000000.00000
2182025.01.07 23:59close at stop1091.000.563540.000000.00000192.005415.00