Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolNZDUSD (New Zealand Dollar vs US Dollar)
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 modelled4204422Modelling quality90.00%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (18)
Total net profit-1650.00Gross profit7720.00Gross loss-9370.00
Profit factor0.82Expected payoff-17.55
Absolute drawdown3055.00Maximal drawdown3057.00 (30.56%)Relative drawdown30.56% (3057.00)
Total trades94Short positions (won %)47 (38.30%)Long positions (won %)47 (27.66%)
Profit trades (% of total)31 (32.98%)Loss trades (% of total)63 (67.02%)
Largestprofit trade1088.00loss trade-296.00
Averageprofit trade249.03loss trade-148.73
Maximumconsecutive wins (profit in money)3 (435.00)consecutive losses (loss in money)9 (-1842.00)
Maximalconsecutive profit (count of wins)1483.00 (2)consecutive loss (count of losses)-1842.00 (9)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 00:00buy11.000.609630.000000.00000
22025.07.01 04:37close11.000.608160.000000.00000-147.009853.00
32025.07.01 04:37sell21.000.608160.000000.00000
42025.07.01 08:38close21.000.610230.000000.00000-207.009646.00
52025.07.01 08:38buy31.000.610230.000000.00000
62025.07.01 17:01close31.000.609070.000000.00000-116.009530.00
72025.07.01 17:01sell41.000.609070.000000.00000
82025.07.02 03:27close41.000.610290.000000.00000-122.009408.00
92025.07.02 03:27buy51.000.610290.000000.00000
102025.07.02 09:29close51.000.608840.000000.00000-145.009263.00
112025.07.02 09:29sell61.000.608840.000000.00000
122025.07.02 20:28close61.000.608330.000000.0000051.009314.00
132025.07.02 20:28buy71.000.608330.000000.00000
142025.07.03 05:28close71.000.607690.000000.00000-64.009250.00
152025.07.03 05:28sell81.000.607690.000000.00000
162025.07.04 02:28close81.000.607660.000000.000003.009253.00
172025.07.04 02:28buy91.000.607660.000000.00000
182025.07.04 10:39close91.000.605820.000000.00000-184.009069.00
192025.07.04 10:39sell101.000.605820.000000.00000
202025.07.07 17:40close101.000.601790.000000.00000403.009472.00
212025.07.07 17:40buy111.000.601790.000000.00000
222025.07.08 00:14close111.000.598830.000000.00000-296.009176.00
232025.07.08 00:14sell121.000.598830.000000.00000
242025.07.08 03:30close121.000.601500.000000.00000-267.008909.00
252025.07.08 03:30buy131.000.601500.000000.00000
262025.07.08 16:28close131.000.600110.000000.00000-139.008770.00
272025.07.08 16:28sell141.000.600110.000000.00000
282025.07.09 05:04close141.000.600960.000000.00000-85.008685.00
292025.07.09 05:04buy151.000.600960.000000.00000
302025.07.09 05:39close151.000.598080.000000.00000-288.008397.00
312025.07.09 05:39sell161.000.598080.000000.00000
322025.07.09 22:40close161.000.600820.000000.00000-274.008123.00
332025.07.09 22:40buy171.000.600820.000000.00000
342025.07.10 16:37close171.000.600010.000000.00000-81.008042.00
352025.07.10 16:37sell181.000.600010.000000.00000
362025.07.10 21:28close181.000.602860.000000.00000-285.007757.00
372025.07.10 21:28buy191.000.602860.000000.00000
382025.07.11 03:37close191.000.601590.000000.00000-127.007630.00
392025.07.11 03:37sell201.000.601590.000000.00000
402025.07.15 04:30close201.000.598320.000000.00000327.007957.00
412025.07.15 04:30buy211.000.598320.000000.00000
422025.07.15 16:37close211.000.597540.000000.00000-78.007879.00
432025.07.15 16:37sell221.000.597540.000000.00000
442025.07.16 03:08close221.000.595590.000000.00000195.008074.00
452025.07.16 03:08buy231.000.595590.000000.00000
462025.07.16 11:40close231.000.593900.000000.00000-169.007905.00
472025.07.16 11:40sell241.000.593900.000000.00000
482025.07.16 18:30close241.000.595790.000000.00000-189.007716.00
492025.07.16 18:30buy251.000.595790.000000.00000
502025.07.17 04:02close251.000.593120.000000.00000-267.007449.00
512025.07.17 04:02sell261.000.593120.000000.00000
522025.07.17 18:40close261.000.593350.000000.00000-23.007426.00
532025.07.17 18:40buy271.000.593350.000000.00000
542025.07.18 20:37close271.000.596130.000000.00000278.007704.00
552025.07.18 20:37sell281.000.596130.000000.00000
562025.07.21 09:29close281.000.596420.000000.00000-29.007675.00
572025.07.21 09:29buy291.000.596420.000000.00000
582025.07.22 00:39close291.000.596210.000000.00000-21.007654.00
592025.07.22 00:39sell301.000.596210.000000.00000
602025.07.22 15:19close301.000.596240.000000.00000-3.007651.00
612025.07.22 15:19buy311.000.596240.000000.00000
622025.07.24 19:40close311.000.603360.000000.00000712.008363.00
632025.07.24 19:40sell321.000.603360.000000.00000
642025.07.28 01:29close321.000.602170.000000.00000119.008482.00
652025.07.28 01:29buy331.000.602170.000000.00000
662025.07.28 09:19close331.000.600430.000000.00000-174.008308.00
672025.07.28 09:19sell341.000.600430.000000.00000
682025.07.30 03:19close341.000.596390.000000.00000404.008712.00
692025.07.30 03:19buy351.000.596390.000000.00000
702025.07.30 11:05close351.000.595130.000000.00000-126.008586.00
712025.07.30 11:05sell361.000.595130.000000.00000
722025.07.31 06:39close361.000.591620.000000.00000351.008937.00
732025.07.31 06:39buy371.000.591620.000000.00000
742025.07.31 12:40close371.000.590420.000000.00000-120.008817.00
752025.07.31 12:40sell381.000.590420.000000.00000
762025.08.01 15:20close381.000.588770.000000.00000165.008982.00
772025.08.01 15:20buy391.000.588770.000000.00000
782025.08.04 20:30close391.000.590150.000000.00000138.009120.00
792025.08.04 20:30sell401.000.590150.000000.00000
802025.08.05 02:37close401.000.591640.000000.00000-149.008971.00
812025.08.05 02:37buy411.000.591640.000000.00000
822025.08.05 05:38close411.000.589720.000000.00000-192.008779.00
832025.08.05 05:38sell421.000.589720.000000.00000
842025.08.06 02:38close421.000.591100.000000.00000-138.008641.00
852025.08.06 02:38buy431.000.591100.000000.00000
862025.08.07 03:15close431.000.592220.000000.00000112.008753.00
872025.08.07 03:15sell441.000.592220.000000.00000
882025.08.07 04:38close441.000.594300.000000.00000-208.008545.00
892025.08.07 04:38buy451.000.594300.000000.00000
902025.08.07 17:30close451.000.594060.000000.00000-24.008521.00
912025.08.07 17:30sell461.000.594060.000000.00000
922025.08.07 23:17close461.000.596180.000000.00000-212.008309.00
932025.08.07 23:17buy471.000.596180.000000.00000
942025.08.08 11:40close471.000.594860.000000.00000-132.008177.00
952025.08.08 11:40sell481.000.594860.000000.00000
962025.08.11 07:15close481.000.596000.000000.00000-114.008063.00
972025.08.11 07:15buy491.000.596000.000000.00000
982025.08.11 10:30close491.000.594160.000000.00000-184.007879.00
992025.08.11 10:30sell501.000.594160.000000.00000
1002025.08.12 04:05close501.000.594630.000000.00000-47.007832.00
1012025.08.12 04:05buy511.000.594630.000000.00000
1022025.08.12 07:05close511.000.592900.000000.00000-173.007659.00
1032025.08.12 07:05sell521.000.592900.000000.00000
1042025.08.12 15:31close521.000.594240.000000.00000-134.007525.00
1052025.08.12 15:31buy531.000.594240.000000.00000
1062025.08.13 04:39close531.000.594500.000000.0000026.007551.00
1072025.08.13 04:39sell541.000.594500.000000.00000
1082025.08.13 09:20close541.000.596640.000000.00000-214.007337.00
1092025.08.13 09:20buy551.000.596640.000000.00000
1102025.08.13 20:37close551.000.597200.000000.0000056.007393.00
1112025.08.13 20:37sell561.000.597200.000000.00000
1122025.08.14 03:18close561.000.598260.000000.00000-106.007287.00
1132025.08.14 03:18buy571.000.598260.000000.00000
1142025.08.14 08:38close571.000.596810.000000.00000-145.007142.00
1152025.08.14 08:38sell581.000.596810.000000.00000
1162025.08.15 16:15close581.000.593590.000000.00000322.007464.00
1172025.08.15 16:15buy591.000.593590.000000.00000
1182025.08.18 00:30close591.000.591650.000000.00000-194.007270.00
1192025.08.18 00:30sell601.000.591650.000000.00000
1202025.08.18 03:29close601.000.593470.000000.00000-182.007088.00
1212025.08.18 03:29buy611.000.593470.000000.00000
1222025.08.18 16:39close611.000.592600.000000.00000-87.007001.00
1232025.08.18 16:39sell621.000.592600.000000.00000
1242025.08.22 16:37close621.000.581720.000000.000001088.008089.00
1252025.08.22 16:37buy631.000.581720.000000.00000
1262025.08.25 04:30close631.000.585670.000000.00000395.008484.00
1272025.08.25 04:30sell641.000.585670.000000.00000
1282025.08.25 09:19close641.000.587290.000000.00000-162.008322.00
1292025.08.25 09:19buy651.000.587290.000000.00000
1302025.08.25 21:27close651.000.585390.000000.00000-190.008132.00
1312025.08.25 21:27sell661.000.585390.000000.00000
1322025.08.26 14:19close661.000.585350.000000.000004.008136.00
1332025.08.26 14:19buy671.000.585350.000000.00000
1342025.08.27 00:40close671.000.584970.000000.00000-38.008098.00
1352025.08.27 00:40sell681.000.584970.000000.00000
1362025.08.27 18:19close681.000.584250.000000.0000072.008170.00
1372025.08.27 18:19buy691.000.584250.000000.00000
1382025.08.29 15:15close691.000.588000.000000.00000375.008545.00
1392025.08.29 15:15sell701.000.588000.000000.00000
1402025.08.29 17:28close701.000.590050.000000.00000-205.008340.00
1412025.08.29 17:28buy711.000.590050.000000.00000
1422025.09.01 00:02close711.000.588780.000000.00000-127.008213.00
1432025.09.01 00:02sell721.000.588780.000000.00000
1442025.09.01 03:39close721.000.590700.000000.00000-192.008021.00
1452025.09.01 03:39buy731.000.590700.000000.00000
1462025.09.01 10:04close731.000.589160.000000.00000-154.007867.00
1472025.09.01 10:04sell741.000.589160.000000.00000
1482025.09.01 11:39close741.000.591460.000000.00000-230.007637.00
1492025.09.01 11:39buy751.000.591460.000000.00000
1502025.09.02 00:05close751.000.589320.000000.00000-214.007423.00
1512025.09.02 00:05sell761.000.589320.000000.00000
1522025.09.02 03:15close761.000.590890.000000.00000-157.007266.00
1532025.09.02 03:15buy771.000.590890.000000.00000
1542025.09.02 04:33close771.000.589280.000000.00000-161.007105.00
1552025.09.02 04:33sell781.000.589280.000000.00000
1562025.09.03 17:28close781.000.587450.000000.00000183.007288.00
1572025.09.03 17:28buy791.000.587450.000000.00000
1582025.09.04 07:37close791.000.586960.000000.00000-49.007239.00
1592025.09.04 07:37sell801.000.586960.000000.00000
1602025.09.05 02:29close801.000.585040.000000.00000192.007431.00
1612025.09.05 02:29buy811.000.585040.000000.00000
1622025.09.08 01:40close811.000.588200.000000.00000316.007747.00
1632025.09.08 01:40sell821.000.588200.000000.00000
1642025.09.08 05:02close821.000.590070.000000.00000-187.007560.00
1652025.09.08 05:02buy831.000.590070.000000.00000
1662025.09.09 15:40close831.000.593880.000000.00000381.007941.00
1672025.09.09 15:40sell841.000.593880.000000.00000
1682025.09.10 05:36close841.000.593440.000000.0000044.007985.00
1692025.09.10 05:36buy851.000.593440.000000.00000
1702025.09.11 00:00close851.000.593540.000000.0000010.007995.00
1712025.09.11 00:00sell861.000.593540.000000.00000
1722025.09.11 15:32close861.000.594340.000000.00000-80.007915.00
1732025.09.11 15:32buy871.000.594340.000000.00000
1742025.09.12 07:46close871.000.596580.000000.00000224.008139.00
1752025.09.12 07:46sell881.000.596580.000000.00000
1762025.09.15 06:50close881.000.596550.000000.000003.008142.00
1772025.09.15 06:50buy891.000.596550.000000.00000
1782025.09.16 03:49close891.000.595970.000000.00000-58.008084.00
1792025.09.16 03:49sell901.000.595970.000000.00000
1802025.09.16 10:05close901.000.597710.000000.00000-174.007910.00
1812025.09.16 10:05buy911.000.597710.000000.00000
1822025.09.17 04:31close911.000.597750.000000.000004.007914.00
1832025.09.17 04:31sell921.000.597750.000000.00000
1842025.09.17 14:52close921.000.598520.000000.00000-77.007837.00
1852025.09.17 14:52buy931.000.598520.000000.00000
1862025.09.17 21:46close931.000.595980.000000.00000-254.007583.00
1872025.09.17 21:46sell941.000.595980.000000.00000
1882025.09.18 23:59close at stop941.000.588310.000000.00000767.008350.00