Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolUSDCAD (US Dollar vs Canadian 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 modelled6491243Modelling quality47.08%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (20)
Total net profit2179.84Gross profit10230.70Gross loss-8050.86
Profit factor1.27Expected payoff22.95
Absolute drawdown443.44Maximal drawdown2484.46 (20.63%)Relative drawdown20.63% (2484.46)
Total trades95Short positions (won %)47 (29.79%)Long positions (won %)48 (52.08%)
Profit trades (% of total)39 (41.05%)Loss trades (% of total)56 (58.95%)
Largestprofit trade1688.72loss trade-325.74
Averageprofit trade262.33loss trade-143.77
Maximumconsecutive wins (profit in money)4 (1246.81)consecutive losses (loss in money)10 (-1494.52)
Maximalconsecutive profit (count of wins)1688.72 (1)consecutive loss (count of losses)-1494.52 (10)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 03:18buy11.001.351200.000000.00000
22024.10.11 15:33close11.001.374410.000000.000001688.7211688.72
32024.10.11 15:33sell21.001.374410.000000.00000
42024.10.14 01:37close21.001.377850.000000.00000-249.6611439.06
52024.10.14 01:37buy31.001.377850.000000.00000
62024.10.15 19:13close31.001.379400.000000.00000112.3711551.43
72024.10.15 19:13sell41.001.379400.000000.00000
82024.10.16 11:37close41.001.379140.000000.0000018.8511570.28
92024.10.16 11:37buy51.001.379140.000000.00000
102024.10.16 16:39close51.001.376890.000000.00000-163.4111406.87
112024.10.16 16:39sell61.001.376890.000000.00000
122024.10.17 06:22close61.001.376500.000000.0000028.3311435.20
132024.10.17 06:22buy71.001.376500.000000.00000
142024.10.22 09:19close71.001.382390.000000.00000426.0711861.27
152024.10.22 09:19sell81.001.382390.000000.00000
162024.10.23 13:53close81.001.383100.000000.00000-51.3311809.94
172024.10.23 13:53buy91.001.383100.000000.00000
182024.10.24 03:40close91.001.382730.000000.00000-26.7611783.18
192024.10.24 03:40sell101.001.382730.000000.00000
202024.10.24 16:48close101.001.383270.000000.00000-39.0411744.14
212024.10.24 16:48buy111.001.383270.000000.00000
222024.10.25 15:48close111.001.384010.000000.0000053.4711797.61
232024.10.25 15:48sell121.001.384010.000000.00000
242024.10.25 16:54close121.001.386010.000000.00000-144.3011653.31
252024.10.25 16:54buy131.001.386010.000000.00000
262024.10.28 09:24close131.001.388760.000000.00000198.0211851.33
272024.10.28 09:24sell141.001.388760.000000.00000
282024.10.28 18:34close141.001.390460.000000.00000-122.2611729.07
292024.10.28 18:34buy151.001.390460.000000.00000
302024.10.29 00:05close151.001.387940.000000.00000-181.5611547.51
312024.10.29 00:05sell161.001.387940.000000.00000
322024.10.29 07:51close161.001.390090.000000.00000-154.6711392.84
332024.10.29 07:51buy171.001.390090.000000.00000
342024.10.29 11:11close171.001.388300.000000.00000-128.9311263.91
352024.10.29 11:11sell181.001.388300.000000.00000
362024.10.29 15:23close181.001.389940.000000.00000-117.9911145.92
372024.10.29 15:23buy191.001.389940.000000.00000
382024.10.30 11:23close191.001.390770.000000.0000059.6811205.60
392024.10.30 11:23sell201.001.390770.000000.00000
402024.10.30 15:18close201.001.393220.000000.00000-175.8511029.75
412024.10.30 15:18buy211.001.393220.000000.00000
422024.10.30 21:11close211.001.389920.000000.00000-237.4210792.33
432024.10.30 21:11sell221.001.389920.000000.00000
442024.10.31 05:23close221.001.391890.000000.00000-141.5310650.80
452024.10.31 05:23buy231.001.391890.000000.00000
462024.10.31 15:14close231.001.390790.000000.00000-79.0910571.71
472024.10.31 15:14sell241.001.390790.000000.00000
482024.10.31 18:48close241.001.393000.000000.00000-158.6510413.06
492024.10.31 18:48buy251.001.393000.000000.00000
502024.11.01 15:33close251.001.391740.000000.00000-90.5310322.53
512024.11.01 15:33sell261.001.391740.000000.00000
522024.11.01 19:57close261.001.394430.000000.00000-192.9110129.62
532024.11.01 19:57buy271.001.394430.000000.00000
542024.11.04 00:00close271.001.391790.000000.00000-189.689939.94
552024.11.04 00:00sell281.001.391790.000000.00000
562024.11.04 09:51close281.001.392110.000000.00000-22.999916.95
572024.11.04 09:51buy291.001.392110.000000.00000
582024.11.04 15:18close291.001.389250.000000.00000-205.879711.08
592024.11.04 15:18sell301.001.389250.000000.00000
602024.11.06 02:22close301.001.386020.000000.00000233.049944.12
612024.11.06 02:22buy311.001.386020.000000.00000
622024.11.07 04:08close311.001.392390.000000.00000457.4910401.61
632024.11.07 04:08sell321.001.392390.000000.00000
642024.11.08 04:36close321.001.388070.000000.00000311.2210712.83
652024.11.08 04:36buy331.001.388070.000000.00000
662024.11.11 18:38close331.001.391480.000000.00000245.0610957.89
672024.11.11 18:38sell341.001.391480.000000.00000
682024.11.12 04:01close341.001.393640.000000.00000-154.9910802.90
692024.11.12 04:01buy351.001.393640.000000.00000
702024.11.12 14:53close351.001.393880.000000.0000017.2210820.12
712024.11.12 14:53sell361.001.393880.000000.00000
722024.11.13 07:22close361.001.395770.000000.00000-135.4110684.71
732024.11.13 07:22buy371.001.395770.000000.00000
742024.11.13 15:33close371.001.393940.000000.00000-131.2810553.43
752024.11.13 15:33sell381.001.393940.000000.00000
762024.11.13 16:29close381.001.397170.000000.00000-231.1810322.25
772024.11.13 16:29buy391.001.397170.000000.00000
782024.11.15 10:59close391.001.404690.000000.00000535.3510857.60
792024.11.15 10:59sell401.001.404690.000000.00000
802024.11.15 16:09close401.001.406910.000000.00000-157.7910699.81
812024.11.15 16:09buy411.001.406910.000000.00000
822024.11.18 03:18close411.001.407070.000000.0000011.3710711.18
832024.11.18 03:18sell421.001.407070.000000.00000
842024.11.18 09:22close421.001.409650.000000.00000-183.0210528.16
852024.11.18 09:22buy431.001.409650.000000.00000
862024.11.18 16:24close431.001.407430.000000.00000-157.7310370.43
872024.11.18 16:24sell441.001.407430.000000.00000
882024.11.19 11:28close441.001.403570.000000.00000275.0110645.44
892024.11.19 11:28buy451.001.403570.000000.00000
902024.11.19 15:32close451.001.399400.000000.00000-297.9810347.46
912024.11.19 15:32sell461.001.399400.000000.00000
922024.11.20 10:55close461.001.397230.000000.00000155.3110502.77
932024.11.20 10:55buy471.001.397230.000000.00000
942024.11.21 00:00close471.001.397330.000000.000007.1610509.93
952024.11.21 00:00sell481.001.397330.000000.00000
962024.11.21 23:58close481.001.397730.000000.00000-28.6210481.31
972024.11.21 23:58buy491.001.397730.000000.00000
982024.11.22 10:11close491.001.396090.000000.00000-117.4710363.84
992024.11.22 10:11sell501.001.396090.000000.00000
1002024.11.22 11:08close501.001.399100.000000.00000-215.1410148.70
1012024.11.22 11:08buy511.001.399100.000000.00000
1022024.11.25 00:00close511.001.394690.000000.00000-316.209832.50
1032024.11.25 00:00sell521.001.394690.000000.00000
1042024.11.25 09:18close521.001.395600.000000.00000-65.209767.30
1052024.11.25 09:18buy531.001.395600.000000.00000
1062024.11.26 13:44close531.001.408010.000000.00000881.3910648.69
1072024.11.26 13:44sell541.001.408010.000000.00000
1082024.11.27 07:00close541.001.407380.000000.0000044.7610693.45
1092024.11.27 07:00buy551.001.407380.000000.00000
1102024.11.27 10:08close551.001.404800.000000.00000-183.6610509.79
1112024.11.27 10:08sell561.001.404800.000000.00000
1122024.11.29 10:58close561.001.401270.000000.00000251.9110761.70
1132024.11.29 10:58buy571.001.401270.000000.00000
1142024.12.03 09:34close571.001.403480.000000.00000157.4710919.17
1152024.12.03 09:34sell581.001.403480.000000.00000
1162024.12.03 17:08close581.001.405580.000000.00000-149.4010769.77
1172024.12.03 17:08buy591.001.405580.000000.00000
1182024.12.04 08:51close591.001.405670.000000.000006.4010776.17
1192024.12.04 08:51sell601.001.405670.000000.00000
1202024.12.05 20:17close601.001.406590.000000.00000-65.4110710.76
1212024.12.05 20:17buy611.001.406590.000000.00000
1222024.12.09 11:01close611.001.414620.000000.00000567.6411278.40
1232024.12.09 11:01sell621.001.414620.000000.00000
1242024.12.09 20:13close621.001.414410.000000.0000014.8511293.25
1252024.12.09 20:13buy631.001.414410.000000.00000
1262024.12.10 13:41close631.001.416310.000000.00000134.1511427.40
1272024.12.10 13:41sell641.001.416310.000000.00000
1282024.12.10 17:22close641.001.419020.000000.00000-190.9811236.42
1292024.12.10 17:22buy651.001.419020.000000.00000
1302024.12.11 15:44close651.001.416000.000000.00000-213.2811023.14
1312024.12.11 15:44sell661.001.416000.000000.00000
1322024.12.12 14:08close661.001.415960.000000.000002.8211025.96
1332024.12.12 14:08buy671.001.415960.000000.00000
1342024.12.13 12:02close671.001.422080.000000.00000430.3611456.32
1352024.12.13 12:02sell681.001.422080.000000.00000
1362024.12.13 17:03close681.001.424240.000000.00000-151.6611304.66
1372024.12.13 17:03buy691.001.424240.000000.00000
1382024.12.16 02:04close691.001.421900.000000.00000-164.5711140.09
1392024.12.16 02:04sell701.001.421900.000000.00000
1402024.12.16 12:37close701.001.423730.000000.00000-128.5411011.55
1412024.12.16 12:37buy711.001.423730.000000.00000
1422024.12.16 17:51close711.001.422230.000000.00000-105.4710906.08
1432024.12.16 17:51sell721.001.422230.000000.00000
1442024.12.17 05:26close721.001.425200.000000.00000-208.3910697.69
1452024.12.17 05:26buy731.001.425200.000000.00000
1462024.12.18 15:04close731.001.431330.000000.00000428.2711125.96
1472024.12.18 15:04sell741.001.431330.000000.00000
1482024.12.18 18:58close741.001.433820.000000.00000-173.6610952.30
1492024.12.18 18:58buy751.001.433820.000000.00000
1502024.12.19 09:51close751.001.442330.000000.00000590.0211542.32
1512024.12.19 09:51sell761.001.442330.000000.00000
1522024.12.19 23:56close761.001.440200.000000.00000147.9011690.22
1532024.12.19 23:56buy771.001.440200.000000.00000
1542024.12.20 08:57close771.001.439770.000000.00000-29.8711660.35
1552024.12.20 08:57sell781.001.439770.000000.00000
1562024.12.23 09:08close781.001.437080.000000.00000187.1911847.54
1572024.12.23 09:08buy791.001.437080.000000.00000
1582024.12.23 19:23close791.001.437710.000000.0000043.8211891.36
1592024.12.23 19:23sell801.001.437710.000000.00000
1602024.12.24 05:19close801.001.438770.000000.00000-73.6711817.69
1612024.12.24 05:19buy811.001.438770.000000.00000
1622024.12.24 16:12close811.001.437750.000000.00000-70.9411746.75
1632024.12.24 16:12sell821.001.437750.000000.00000
1642024.12.26 10:31close821.001.439150.000000.00000-97.2811649.47
1652024.12.26 10:31buy831.001.439150.000000.00000
1662024.12.27 10:48close831.001.439950.000000.0000055.5611705.03
1672024.12.27 10:48sell841.001.439950.000000.00000
1682024.12.27 17:03close841.001.441400.000000.00000-100.6011604.43
1692024.12.27 17:03buy851.001.441400.000000.00000
1702024.12.30 02:44close851.001.440130.000000.00000-88.1911516.24
1712024.12.30 02:44sell861.001.440130.000000.00000
1722024.12.30 10:56close861.001.440940.000000.00000-56.2111460.03
1732024.12.30 10:56buy871.001.440940.000000.00000
1742024.12.30 12:13close871.001.438570.000000.00000-164.7511295.28
1752024.12.30 12:13sell881.001.438570.000000.00000
1762024.12.30 16:01close881.001.441390.000000.00000-195.6411099.64
1772024.12.30 16:01buy891.001.441390.000000.00000
1782024.12.30 19:14close891.001.436710.000000.00000-325.7410773.90
1792024.12.30 19:14sell901.001.436710.000000.00000
1802024.12.31 09:22close901.001.436110.000000.0000041.7810815.68
1812024.12.31 09:22buy911.001.436110.000000.00000
1822025.01.02 19:13close911.001.439830.000000.00000258.3611074.04
1832025.01.02 19:13sell921.001.439830.000000.00000
1842025.01.03 12:56close921.001.440500.000000.00000-46.5111027.53
1852025.01.03 12:56buy931.001.440500.000000.00000
1862025.01.06 03:00close931.001.443160.000000.00000184.3211211.85
1872025.01.06 03:00sell941.001.443160.000000.00000
1882025.01.07 16:04close941.001.432940.000000.00000713.2211925.07
1892025.01.07 16:04buy951.001.432940.000000.00000
1902025.01.07 23:59close at stop951.001.436600.000000.00000254.7712179.84