Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolAUDUSD (Australian 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_______=(NULL); Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=(NULL); 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______=(NULL); Extra_Pips=1; Keltner_Period=10; Use300=false; _______Damiani________=(NULL); Filter_Damiani_15=0; Filter_Damiani_30=0; _______Session_______=(NULL); Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0;
Bars in test1693Ticks modelled6984894Modelling quality48.59%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (15)
Total net profit-6736.00Gross profit8886.00Gross loss-15622.00
Profit factor0.57Expected payoff-57.57
Absolute drawdown7266.00Maximal drawdown8558.00 (75.79%)Relative drawdown75.79% (8558.00)
Total trades117Short positions (won %)59 (38.98%)Long positions (won %)58 (22.41%)
Profit trades (% of total)36 (30.77%)Loss trades (% of total)81 (69.23%)
Largestprofit trade1042.00loss trade-534.00
Averageprofit trade246.83loss trade-192.86
Maximumconsecutive wins (profit in money)5 (702.00)consecutive losses (loss in money)12 (-2486.00)
Maximalconsecutive profit (count of wins)1748.00 (4)consecutive loss (count of losses)-2486.00 (12)
Averageconsecutive wins2consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 03:31sell11.000.687340.000000.00000
22024.10.08 03:42close11.000.676920.000000.000001042.0011042.00
32024.10.08 03:42buy21.000.676920.000000.00000
42024.10.08 05:13close21.000.673990.000000.00000-293.0010749.00
52024.10.08 05:13sell31.000.673990.000000.00000
62024.10.09 08:04close31.000.675430.000000.00000-144.0010605.00
72024.10.09 08:04buy41.000.675430.000000.00000
82024.10.09 16:11close41.000.671620.000000.00000-381.0010224.00
92024.10.09 16:11sell51.000.671620.000000.00000
102024.10.10 04:43close51.000.672670.000000.00000-105.0010119.00
112024.10.10 04:43buy61.000.672670.000000.00000
122024.10.10 14:28close61.000.671760.000000.00000-91.0010028.00
132024.10.10 14:28sell71.000.671760.000000.00000
142024.10.11 06:56close71.000.675010.000000.00000-325.009703.00
152024.10.11 06:56buy81.000.675010.000000.00000
162024.10.11 09:18close81.000.673110.000000.00000-190.009513.00
172024.10.11 09:18sell91.000.673110.000000.00000
182024.10.11 18:09close91.000.675250.000000.00000-214.009299.00
192024.10.11 18:09buy101.000.675250.000000.00000
202024.10.14 00:00close101.000.673520.000000.00000-173.009126.00
212024.10.14 00:00sell111.000.673520.000000.00000
222024.10.15 16:21close111.000.672620.000000.0000090.009216.00
232024.10.15 16:21buy121.000.672620.000000.00000
242024.10.15 20:11close121.000.670030.000000.00000-259.008957.00
252024.10.15 20:11sell131.000.670030.000000.00000
262024.10.17 03:32close131.000.667720.000000.00000231.009188.00
272024.10.17 03:32buy141.000.667720.000000.00000
282024.10.18 18:44close141.000.670140.000000.00000242.009430.00
292024.10.18 18:44sell151.000.670140.000000.00000
302024.10.21 02:01close151.000.671590.000000.00000-145.009285.00
312024.10.21 02:01buy161.000.671590.000000.00000
322024.10.21 08:34close161.000.669780.000000.00000-181.009104.00
332024.10.21 08:34sell171.000.669780.000000.00000
342024.10.22 04:34close171.000.666620.000000.00000316.009420.00
352024.10.22 04:34buy181.000.666620.000000.00000
362024.10.23 03:54close181.000.667100.000000.0000048.009468.00
372024.10.23 03:54sell191.000.667100.000000.00000
382024.10.24 03:49close191.000.664100.000000.00000300.009768.00
392024.10.24 03:49buy201.000.664100.000000.00000
402024.10.24 16:51close201.000.664100.000000.000000.009768.00
412024.10.24 16:51sell211.000.664100.000000.00000
422024.10.25 15:03close211.000.663720.000000.0000038.009806.00
432024.10.25 15:03buy221.000.663720.000000.00000
442024.10.25 18:59close221.000.662010.000000.00000-171.009635.00
452024.10.25 18:59sell231.000.662010.000000.00000
462024.10.28 12:04close231.000.660720.000000.00000129.009764.00
472024.10.28 12:04buy241.000.660720.000000.00000
482024.10.28 18:42close241.000.659290.000000.00000-143.009621.00
492024.10.28 18:42sell251.000.659290.000000.00000
502024.10.30 04:14close251.000.656750.000000.00000254.009875.00
512024.10.30 04:14buy261.000.656750.000000.00000
522024.10.30 06:18close261.000.654840.000000.00000-191.009684.00
532024.10.30 06:18sell271.000.654840.000000.00000
542024.10.30 11:09close271.000.656730.000000.00000-189.009495.00
552024.10.30 11:09buy281.000.656730.000000.00000
562024.10.31 03:28close281.000.656670.000000.00000-6.009489.00
572024.10.31 03:28sell291.000.656670.000000.00000
582024.10.31 22:08close291.000.657870.000000.00000-120.009369.00
592024.10.31 22:08buy301.000.657870.000000.00000
602024.11.01 08:34close301.000.656820.000000.00000-105.009264.00
612024.11.01 08:34sell311.000.656820.000000.00000
622024.11.01 15:34close311.000.658210.000000.00000-139.009125.00
632024.11.01 15:34buy321.000.658210.000000.00000
642024.11.01 22:04close321.000.655670.000000.00000-254.008871.00
652024.11.01 22:04sell331.000.655670.000000.00000
662024.11.04 00:00close331.000.661010.000000.00000-534.008337.00
672024.11.04 00:00buy341.000.661010.000000.00000
682024.11.04 09:59close341.000.658540.000000.00000-247.008090.00
692024.11.04 09:59sell351.000.658540.000000.00000
702024.11.04 17:18close351.000.661030.000000.00000-249.007841.00
712024.11.04 17:18buy361.000.661030.000000.00000
722024.11.04 18:57close361.000.658150.000000.00000-288.007553.00
732024.11.04 18:57sell371.000.658150.000000.00000
742024.11.05 05:31close371.000.659790.000000.00000-164.007389.00
752024.11.05 05:31buy381.000.659790.000000.00000
762024.11.06 02:22close381.000.661950.000000.00000216.007605.00
772024.11.06 02:22sell391.000.661950.000000.00000
782024.11.06 12:23close391.000.659160.000000.00000279.007884.00
792024.11.06 12:23buy401.000.659160.000000.00000
802024.11.08 03:36close401.000.665630.000000.00000647.008531.00
812024.11.08 03:36sell411.000.665630.000000.00000
822024.11.11 03:14close411.000.659570.000000.00000606.009137.00
832024.11.11 03:14buy421.000.659570.000000.00000
842024.11.11 09:49close421.000.657640.000000.00000-193.008944.00
852024.11.11 09:49sell431.000.657640.000000.00000
862024.11.13 15:34close431.000.654350.000000.00000329.009273.00
872024.11.13 15:34buy441.000.654350.000000.00000
882024.11.13 16:37close441.000.651000.000000.00000-335.008938.00
892024.11.13 16:37sell451.000.651000.000000.00000
902024.11.14 16:39close451.000.648400.000000.00000260.009198.00
912024.11.14 16:39buy461.000.648400.000000.00000
922024.11.14 22:06close461.000.645240.000000.00000-316.008882.00
932024.11.14 22:06sell471.000.645240.000000.00000
942024.11.15 09:36close471.000.647080.000000.00000-184.008698.00
952024.11.15 09:36buy481.000.647080.000000.00000
962024.11.15 16:33close481.000.645030.000000.00000-205.008493.00
972024.11.15 16:33sell491.000.645030.000000.00000
982024.11.18 02:47close491.000.647290.000000.00000-226.008267.00
992024.11.18 02:47buy501.000.647290.000000.00000
1002024.11.18 09:34close501.000.645490.000000.00000-180.008087.00
1012024.11.18 09:34sell511.000.645490.000000.00000
1022024.11.18 16:38close511.000.647170.000000.00000-168.007919.00
1032024.11.18 16:38buy521.000.647170.000000.00000
1042024.11.19 11:20close521.000.649330.000000.00000216.008135.00
1052024.11.19 11:20sell531.000.649330.000000.00000
1062024.11.19 17:46close531.000.652040.000000.00000-271.007864.00
1072024.11.19 17:46buy541.000.652040.000000.00000
1082024.11.20 07:54close541.000.652170.000000.0000013.007877.00
1092024.11.20 07:54sell551.000.652170.000000.00000
1102024.11.21 01:27close551.000.650950.000000.00000122.007999.00
1112024.11.21 01:27buy561.000.650950.000000.00000
1122024.11.21 18:45close561.000.650220.000000.00000-73.007926.00
1132024.11.21 18:45sell571.000.650220.000000.00000
1142024.11.25 00:00close571.000.653820.000000.00000-360.007566.00
1152024.11.25 00:00buy581.000.653820.000000.00000
1162024.11.25 08:15close581.000.651360.000000.00000-246.007320.00
1172024.11.25 08:15sell591.000.651360.000000.00000
1182024.11.26 14:18close591.000.650500.000000.0000086.007406.00
1192024.11.26 14:18buy601.000.650500.000000.00000
1202024.11.26 16:38close601.000.647020.000000.00000-348.007058.00
1212024.11.26 16:38sell611.000.647020.000000.00000
1222024.11.27 01:02close611.000.647820.000000.00000-80.006978.00
1232024.11.27 01:02buy621.000.647820.000000.00000
1242024.11.28 05:56close621.000.648560.000000.0000074.007052.00
1252024.11.28 05:56sell631.000.648560.000000.00000
1262024.11.28 13:13close631.000.650560.000000.00000-200.006852.00
1272024.11.28 13:13buy641.000.650560.000000.00000
1282024.11.29 00:05close641.000.649250.000000.00000-131.006721.00
1292024.11.29 00:05sell651.000.649250.000000.00000
1302024.11.29 02:43close651.000.651110.000000.00000-186.006535.00
1312024.11.29 02:43buy661.000.651110.000000.00000
1322024.11.29 13:03close661.000.650040.000000.00000-107.006428.00
1332024.11.29 13:03sell671.000.650040.000000.00000
1342024.11.29 20:03close671.000.652510.000000.00000-247.006181.00
1352024.11.29 20:03buy681.000.652510.000000.00000
1362024.12.02 01:04close681.000.650480.000000.00000-203.005978.00
1372024.12.02 01:04sell691.000.650480.000000.00000
1382024.12.02 22:20close691.000.648270.000000.00000221.006199.00
1392024.12.02 22:20buy701.000.648270.000000.00000
1402024.12.03 04:21close701.000.645840.000000.00000-243.005956.00
1412024.12.03 04:21sell711.000.645840.000000.00000
1422024.12.03 09:33close711.000.648400.000000.00000-256.005700.00
1432024.12.03 09:33buy721.000.648400.000000.00000
1442024.12.03 17:13close721.000.646990.000000.00000-141.005559.00
1452024.12.03 17:13sell731.000.646990.000000.00000
1462024.12.04 17:29close731.000.643670.000000.00000332.005891.00
1472024.12.04 17:29buy741.000.643670.000000.00000
1482024.12.05 14:33close741.000.642870.000000.00000-80.005811.00
1492024.12.05 14:33sell751.000.642870.000000.00000
1502024.12.05 16:42close751.000.645310.000000.00000-244.005567.00
1512024.12.05 16:42buy761.000.645310.000000.00000
1522024.12.05 17:42close761.000.642710.000000.00000-260.005307.00
1532024.12.05 17:42sell771.000.642710.000000.00000
1542024.12.05 21:52close771.000.645500.000000.00000-279.005028.00
1552024.12.05 21:52buy781.000.645500.000000.00000
1562024.12.06 03:34close781.000.643460.000000.00000-204.004824.00
1572024.12.06 03:34sell791.000.643460.000000.00000
1582024.12.06 15:38close791.000.644170.000000.00000-71.004753.00
1592024.12.06 15:38buy801.000.644170.000000.00000
1602024.12.06 17:03close801.000.640450.000000.00000-372.004381.00
1612024.12.06 17:03sell811.000.640450.000000.00000
1622024.12.09 03:39close811.000.640050.000000.0000040.004421.00
1632024.12.09 03:39buy821.000.640050.000000.00000
1642024.12.09 06:43close821.000.638020.000000.00000-203.004218.00
1652024.12.09 06:43sell831.000.638020.000000.00000
1662024.12.09 09:32close831.000.640560.000000.00000-254.003964.00
1672024.12.09 09:32buy841.000.640560.000000.00000
1682024.12.09 22:18close841.000.643980.000000.00000342.004306.00
1692024.12.09 22:18sell851.000.643980.000000.00000
1702024.12.11 05:17close851.000.638920.000000.00000506.004812.00
1712024.12.11 05:17buy861.000.638920.000000.00000
1722024.12.11 07:31close861.000.636720.000000.00000-220.004592.00
1732024.12.11 07:31sell871.000.636720.000000.00000
1742024.12.11 18:54close871.000.637790.000000.00000-107.004485.00
1752024.12.11 18:54buy881.000.637790.000000.00000
1762024.12.12 13:13close881.000.639670.000000.00000188.004673.00
1772024.12.12 13:13sell891.000.639670.000000.00000
1782024.12.13 14:42close891.000.638060.000000.00000161.004834.00
1792024.12.13 14:42buy901.000.638060.000000.00000
1802024.12.13 17:13close901.000.635700.000000.00000-236.004598.00
1812024.12.13 17:13sell911.000.635700.000000.00000
1822024.12.16 02:02close911.000.636980.000000.00000-128.004470.00
1832024.12.16 02:02buy921.000.636980.000000.00000
1842024.12.16 12:36close921.000.635800.000000.00000-118.004352.00
1852024.12.16 12:36sell931.000.635800.000000.00000
1862024.12.16 19:09close931.000.637560.000000.00000-176.004176.00
1872024.12.16 19:09buy941.000.637560.000000.00000
1882024.12.17 05:25close941.000.636050.000000.00000-151.004025.00
1892024.12.17 05:25sell951.000.636050.000000.00000
1902024.12.18 15:38close951.000.632590.000000.00000346.004371.00
1912024.12.18 15:38buy961.000.632590.000000.00000
1922024.12.18 18:04close961.000.630360.000000.00000-223.004148.00
1932024.12.18 18:04sell971.000.630360.000000.00000
1942024.12.19 09:22close971.000.623840.000000.00000652.004800.00
1952024.12.19 09:22buy981.000.623840.000000.00000
1962024.12.19 23:15close981.000.623650.000000.00000-19.004781.00
1972024.12.19 23:15sell991.000.623650.000000.00000
1982024.12.20 08:52close991.000.624190.000000.00000-54.004727.00
1992024.12.20 08:52buy1001.000.624190.000000.00000
2002024.12.23 13:43close1001.000.624310.000000.0000012.004739.00
2012024.12.23 13:43sell1011.000.624310.000000.00000
2022024.12.23 22:56close1011.000.625300.000000.00000-99.004640.00
2032024.12.23 22:56buy1021.000.625300.000000.00000
2042024.12.24 03:14close1021.000.623540.000000.00000-176.004464.00
2052024.12.24 03:14sell1031.000.623540.000000.00000
2062024.12.26 07:03close1031.000.624130.000000.00000-59.004405.00
2072024.12.26 07:03buy1041.000.624130.000000.00000
2082024.12.26 14:43close1041.000.622310.000000.00000-182.004223.00
2092024.12.26 14:43sell1051.000.622310.000000.00000
2102024.12.27 14:20close1051.000.622640.000000.00000-33.004190.00
2112024.12.27 14:20buy1061.000.622640.000000.00000
2122024.12.27 17:13close1061.000.620290.000000.00000-235.003955.00
2132024.12.27 17:13sell1071.000.620290.000000.00000
2142024.12.30 01:00close1071.000.622680.000000.00000-239.003716.00
2152024.12.30 01:00buy1081.000.622680.000000.00000
2162024.12.30 10:49close1081.000.622430.000000.00000-25.003691.00
2172024.12.30 10:49sell1091.000.622430.000000.00000
2182025.01.02 07:00close1091.000.621760.000000.0000067.003758.00
2192025.01.02 07:00buy1101.000.621760.000000.00000
2202025.01.02 18:14close1101.000.619660.000000.00000-210.003548.00
2212025.01.02 18:14sell1111.000.619660.000000.00000
2222025.01.03 02:49close1111.000.621590.000000.00000-193.003355.00
2232025.01.03 02:49buy1121.000.621590.000000.00000
2242025.01.03 17:16close1121.000.620250.000000.00000-134.003221.00
2252025.01.03 17:16sell1131.000.620250.000000.00000
2262025.01.06 02:47close1131.000.622750.000000.00000-250.002971.00
2272025.01.06 02:47buy1141.000.622750.000000.00000
2282025.01.06 20:59close1141.000.623550.000000.0000080.003051.00
2292025.01.06 20:59sell1151.000.623550.000000.00000
2302025.01.07 03:21close1151.000.625430.000000.00000-188.002863.00
2312025.01.07 03:21buy1161.000.625430.000000.00000
2322025.01.07 16:45close1161.000.626290.000000.0000086.002949.00
2332025.01.07 16:45sell1171.000.626290.000000.00000
2342025.01.07 23:59close at stop1171.000.623140.000000.00000315.003264.00