Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolUSDJPY (US Dollar vs Japanese Yen)
Period1 Hour (H1) 2025.01.02 07:00 - 2025.06.30 23:00 (2025.01.01 - 2025.07.01)
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 test4067Ticks modelled18413003Modelling quality89.75%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (15)
Total net profit1767.48Gross profit40639.32Gross loss-38871.84
Profit factor1.05Expected payoff8.46
Absolute drawdown7740.85Maximal drawdown8010.60 (78.00%)Relative drawdown78.00% (8010.60)
Total trades209Short positions (won %)105 (36.19%)Long positions (won %)104 (36.54%)
Profit trades (% of total)76 (36.36%)Loss trades (% of total)133 (63.64%)
Largestprofit trade2083.77loss trade-816.56
Averageprofit trade534.73loss trade-292.27
Maximumconsecutive wins (profit in money)3 (3519.48)consecutive losses (loss in money)8 (-1232.20)
Maximalconsecutive profit (count of wins)3519.48 (3)consecutive loss (count of losses)-3071.58 (4)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.01.02 08:29sell11.00156.8660.0000.000
22025.01.02 18:04close11.00157.3500.0000.000-307.599692.41
32025.01.02 18:04buy21.00157.3500.0000.000
42025.01.03 02:58close21.00157.2030.0000.000-93.519598.90
52025.01.03 02:58sell31.00157.2030.0000.000
62025.01.06 01:15close31.00157.5100.0000.000-194.919403.99
72025.01.06 01:15buy41.00157.5100.0000.000
82025.01.06 13:16close41.00157.4880.0000.000-13.979390.02
92025.01.06 13:16sell51.00157.4880.0000.000
102025.01.07 02:01close51.00157.8340.0000.000-219.229170.80
112025.01.07 02:01buy61.00157.8340.0000.000
122025.01.07 09:07close61.00157.6970.0000.000-86.889083.92
132025.01.07 09:07sell71.00157.6970.0000.000
142025.01.07 17:01close71.00158.1730.0000.000-300.948782.98
152025.01.07 17:01buy81.00158.1730.0000.000
162025.01.09 02:01close81.00158.1490.0000.000-15.188767.80
172025.01.09 02:01sell91.00158.1490.0000.000
182025.01.09 20:06close91.00158.1440.0000.0003.168770.96
192025.01.09 20:06buy101.00158.1440.0000.000
202025.01.10 10:36close101.00158.0120.0000.000-83.548687.42
212025.01.10 10:36sell111.00158.0120.0000.000
222025.01.10 15:31close111.00158.7750.0000.000-480.558206.87
232025.01.10 15:31buy121.00158.7750.0000.000
242025.01.10 17:16close121.00157.6140.0000.000-736.617470.26
252025.01.10 17:16sell131.00157.6140.0000.000
262025.01.13 18:20close131.00157.7520.0000.000-87.487382.78
272025.01.13 18:20buy141.00157.7520.0000.000
282025.01.14 01:34close141.00157.1280.0000.000-397.136985.65
292025.01.14 01:34sell151.00157.1280.0000.000
302025.01.14 03:33close151.00157.9250.0000.000-504.676480.98
312025.01.14 03:33buy161.00157.9250.0000.000
322025.01.15 06:23close161.00157.7790.0000.000-92.536388.45
332025.01.15 06:23sell171.00157.7790.0000.000
342025.01.16 15:24close171.00156.2640.0000.000969.517357.96
352025.01.16 15:24buy181.00156.2640.0000.000
362025.01.16 17:31close181.00155.5250.0000.000-475.166882.80
372025.01.16 17:31sell191.00155.5250.0000.000
382025.01.17 07:33close191.00155.5770.0000.000-33.426849.38
392025.01.17 07:33buy201.00155.5770.0000.000
402025.01.20 03:00close201.00155.9750.0000.000255.177104.55
412025.01.20 03:00sell211.00155.9750.0000.000
422025.01.20 11:23close211.00156.2870.0000.000-199.636904.92
432025.01.20 11:23buy221.00156.2870.0000.000
442025.01.20 15:47close221.00155.8640.0000.000-271.396633.53
452025.01.20 15:47sell231.00155.8640.0000.000
462025.01.21 02:57close231.00156.1360.0000.000-174.216459.32
472025.01.21 02:57buy241.00156.1360.0000.000
482025.01.21 04:29close241.00155.1540.0000.000-632.925826.40
492025.01.21 04:29sell251.00155.1540.0000.000
502025.01.21 12:00close251.00155.9060.0000.000-482.345344.06
512025.01.21 12:00buy261.00155.9060.0000.000
522025.01.21 16:18close261.00155.4080.0000.000-320.455023.61
532025.01.21 16:18sell271.00155.4080.0000.000
542025.01.22 01:10close271.00155.8170.0000.000-262.494761.12
552025.01.22 01:10buy281.00155.8170.0000.000
562025.01.23 02:12close281.00156.3170.0000.000319.865080.98
572025.01.23 02:12sell291.00156.3170.0000.000
582025.01.23 07:03close291.00156.6950.0000.000-241.234839.75
592025.01.23 07:03buy301.00156.6950.0000.000
602025.01.23 12:02close301.00156.3080.0000.000-247.594592.16
612025.01.23 12:02sell311.00156.3080.0000.000
622025.01.24 03:36close311.00156.3090.0000.000-0.644591.52
632025.01.24 03:36buy321.00156.3090.0000.000
642025.01.24 05:40close321.00155.6980.0000.000-392.434199.09
652025.01.24 05:40sell331.00155.6980.0000.000
662025.01.24 14:00close331.00156.1080.0000.000-262.643936.45
672025.01.24 14:00buy341.00156.1080.0000.000
682025.01.27 02:46close341.00155.4480.0000.000-424.583511.87
692025.01.27 02:46sell351.00155.4480.0000.000
702025.01.27 06:53close351.00156.0400.0000.000-379.393132.48
712025.01.27 06:53buy361.00156.0400.0000.000
722025.01.27 10:17close361.00155.4030.0000.000-409.902722.58
732025.01.27 10:17sell371.00155.4030.0000.000
742025.01.27 21:33close371.00154.7090.0000.000448.583171.16
752025.01.27 21:33buy381.00154.7090.0000.000
762025.01.28 12:32close381.00155.2950.0000.000377.353548.51
772025.01.28 12:32sell391.00155.2950.0000.000
782025.01.29 03:10close391.00155.7970.0000.000-322.213226.30
792025.01.29 03:10buy401.00155.7970.0000.000
802025.01.29 05:37close401.00155.3660.0000.000-277.412948.89
812025.01.29 05:37sell411.00155.3660.0000.000
822025.01.29 21:37close411.00155.5700.0000.000-131.132817.76
832025.01.29 21:37buy421.00155.5700.0000.000
842025.01.30 02:42close421.00154.8320.0000.000-476.652341.11
852025.01.30 02:42sell431.00154.8320.0000.000
862025.01.31 07:20close431.00154.5950.0000.000153.302494.41
872025.01.31 07:20buy441.00154.5950.0000.000
882025.02.03 11:17close441.00155.2370.0000.000413.562907.97
892025.02.03 11:17sell451.00155.2370.0000.000
902025.02.04 01:20close451.00155.1590.0000.00050.272958.24
912025.02.04 01:20buy461.00155.1590.0000.000
922025.02.04 16:55close461.00154.9760.0000.000-118.082840.16
932025.02.04 16:55sell471.00154.9760.0000.000
942025.02.06 11:14close471.00152.7360.0000.0001466.584306.74
952025.02.06 11:14buy481.00152.7360.0000.000
962025.02.06 15:38close481.00152.2180.0000.000-340.303966.44
972025.02.06 15:38sell491.00152.2180.0000.000
982025.02.07 05:45close491.00151.7390.0000.000315.674282.11
992025.02.07 05:45buy501.00151.7390.0000.000
1002025.02.07 16:52close501.00151.5130.0000.000-149.164132.95
1012025.02.07 16:52sell511.00151.5130.0000.000
1022025.02.10 03:02close511.00151.9830.0000.000-309.253823.70
1032025.02.10 03:02buy521.00151.9830.0000.000
1042025.02.10 15:54close521.00151.8020.0000.000-119.233704.47
1052025.02.10 15:54sell531.00151.8020.0000.000
1062025.02.11 13:03close531.00152.1650.0000.000-238.563465.91
1072025.02.11 13:03buy541.00152.1650.0000.000
1082025.02.13 02:02close541.00154.1530.0000.0001289.634755.54
1092025.02.13 02:02sell551.00154.1530.0000.000
1102025.02.18 01:08close551.00151.5530.0000.0001715.576471.11
1112025.02.18 01:08buy561.00151.5530.0000.000
1122025.02.18 01:41close561.00151.2870.0000.000-175.826295.29
1132025.02.18 01:41sell571.00151.2870.0000.000
1142025.02.18 02:08close571.00151.6230.0000.000-221.606073.69
1152025.02.18 02:08buy581.00151.6230.0000.000
1162025.02.18 13:36close581.00151.7140.0000.00059.986133.67
1172025.02.18 13:36sell591.00151.7140.0000.000
1182025.02.18 20:28close591.00151.9990.0000.000-187.505946.17
1192025.02.18 20:28buy601.00151.9990.0000.000
1202025.02.19 06:49close601.00151.7590.0000.000-158.155788.02
1212025.02.19 06:49sell611.00151.7590.0000.000
1222025.02.21 02:28close611.00149.9020.0000.0001238.817026.83
1232025.02.21 02:28buy621.00149.9020.0000.000
1242025.02.21 16:43close621.00150.1240.0000.000147.887174.71
1252025.02.21 16:43sell631.00150.1240.0000.000
1262025.02.24 12:16close631.00149.6360.0000.000326.127500.83
1272025.02.24 12:16buy641.00149.6360.0000.000
1282025.02.24 17:04close641.00149.2590.0000.000-252.587248.25
1292025.02.24 17:04sell651.00149.2590.0000.000
1302025.02.25 01:12close651.00149.8840.0000.000-416.996831.26
1312025.02.25 01:12buy661.00149.8840.0000.000
1322025.02.25 06:13close661.00149.5810.0000.000-202.576628.69
1332025.02.25 06:13sell671.00149.5810.0000.000
1342025.02.26 04:43close671.00149.3720.0000.000139.926768.61
1352025.02.26 04:43buy681.00149.3720.0000.000
1362025.02.26 18:59close681.00149.1330.0000.000-160.266608.35
1372025.02.26 18:59sell691.00149.1330.0000.000
1382025.02.27 03:55close691.00149.3450.0000.000-141.956466.40
1392025.02.27 03:55buy701.00149.3450.0000.000
1402025.02.28 02:28close701.00149.4610.0000.00077.616544.01
1412025.02.28 02:28sell711.00149.4610.0000.000
1422025.02.28 08:30close711.00150.0460.0000.000-389.886154.13
1432025.02.28 08:30buy721.00150.0460.0000.000
1442025.03.03 09:59close721.00150.1640.0000.00078.586232.71
1452025.03.03 09:59sell731.00150.1640.0000.000
1462025.03.03 12:39close731.00150.7250.0000.000-372.205860.51
1472025.03.03 12:39buy741.00150.7250.0000.000
1482025.03.03 17:09close741.00150.2050.0000.000-346.195514.32
1492025.03.03 17:09sell751.00150.2050.0000.000
1502025.03.04 20:47close751.00149.0120.0000.000800.616314.93
1512025.03.04 20:47buy761.00149.0120.0000.000
1522025.03.05 09:46close761.00149.4760.0000.000310.426625.35
1532025.03.05 09:46sell771.00149.4760.0000.000
1542025.03.06 02:25close771.00149.2490.0000.000152.096777.44
1552025.03.06 02:25buy781.00149.2490.0000.000
1562025.03.06 09:01close781.00148.7250.0000.000-352.336425.11
1572025.03.06 09:01sell791.00148.7250.0000.000
1582025.03.06 18:10close791.00148.3680.0000.000240.626665.73
1592025.03.06 18:10buy801.00148.3680.0000.000
1602025.03.07 05:02close801.00147.5140.0000.000-578.936086.80
1612025.03.07 05:02sell811.00147.5140.0000.000
1622025.03.07 21:23close811.00148.1440.0000.000-425.265661.54
1632025.03.07 21:23buy821.00148.1440.0000.000
1642025.03.10 04:00close821.00147.2920.0000.000-578.445083.10
1652025.03.10 04:00sell831.00147.2920.0000.000
1662025.03.11 09:11close831.00147.3790.0000.000-59.035024.07
1672025.03.11 09:11buy841.00147.3790.0000.000
1682025.03.12 21:00close841.00148.1230.0000.000502.295526.36
1692025.03.12 21:00sell851.00148.1230.0000.000
1702025.03.13 16:03close851.00148.2680.0000.000-97.805428.56
1712025.03.13 16:03buy861.00148.2680.0000.000
1722025.03.13 19:25close861.00147.6280.0000.000-433.524995.04
1732025.03.13 19:25sell871.00147.6280.0000.000
1742025.03.14 03:26close871.00148.0580.0000.000-290.434704.61
1752025.03.14 03:26buy881.00148.0580.0000.000
1762025.03.14 18:18close881.00148.3880.0000.000222.394927.00
1772025.03.14 18:18sell891.00148.3880.0000.000
1782025.03.17 00:19close891.00148.8420.0000.000-305.024621.98
1792025.03.17 00:19buy901.00148.8420.0000.000
1802025.03.17 13:26close901.00148.5290.0000.000-210.734411.25
1812025.03.17 13:26sell911.00148.5290.0000.000
1822025.03.17 20:52close911.00149.0300.0000.000-336.174075.08
1832025.03.17 20:52buy921.00149.0300.0000.000
1842025.03.18 17:20close921.00149.4700.0000.000294.374369.45
1852025.03.18 17:20sell931.00149.4700.0000.000
1862025.03.19 03:55close931.00149.6030.0000.000-88.904280.55
1872025.03.19 03:55buy941.00149.6030.0000.000
1882025.03.19 10:41close941.00149.1590.0000.000-297.673982.88
1892025.03.19 10:41sell951.00149.1590.0000.000
1902025.03.19 16:42close951.00150.0310.0000.000-581.213401.67
1912025.03.19 16:42buy961.00150.0310.0000.000
1922025.03.19 21:06close961.00149.5610.0000.000-314.253087.42
1932025.03.19 21:06sell971.00149.5610.0000.000
1942025.03.20 11:32close971.00148.6530.0000.000610.823698.24
1952025.03.20 11:32buy981.00148.6530.0000.000
1962025.03.21 14:22close981.00149.0600.0000.000273.043971.28
1972025.03.21 14:22sell991.00149.0600.0000.000
1982025.03.21 22:54close991.00149.3170.0000.000-172.123799.16
1992025.03.21 22:54buy1001.00149.3170.0000.000
2002025.03.25 07:39close1001.00150.5210.0000.000799.894599.05
2012025.03.25 07:39sell1011.00150.5210.0000.000
2022025.03.26 02:23close1011.00149.9920.0000.000352.694951.74
2032025.03.26 02:23buy1021.00149.9920.0000.000
2042025.03.26 12:03close1021.00150.0670.0000.00049.985001.72
2052025.03.26 12:03sell1031.00150.0670.0000.000
2062025.03.26 17:53close1031.00150.5600.0000.000-327.444674.28
2072025.03.26 17:53buy1041.00150.5600.0000.000
2082025.03.27 04:26close1041.00150.2210.0000.000-225.674448.61
2092025.03.27 04:26sell1051.00150.2210.0000.000
2102025.03.27 11:03close1051.00150.5770.0000.000-236.424212.19
2112025.03.27 11:03buy1061.00150.5770.0000.000
2122025.03.28 02:40close1061.00150.8270.0000.000165.754377.94
2132025.03.28 02:40sell1071.00150.8270.0000.000
2142025.03.31 15:21close1071.00149.4850.0000.000897.755275.69
2152025.03.31 15:21buy1081.00149.4850.0000.000
2162025.04.01 04:01close1081.00149.6950.0000.000140.295415.98
2172025.04.01 04:01sell1091.00149.6950.0000.000
2182025.04.02 01:27close1091.00149.7770.0000.000-54.755361.23
2192025.04.02 01:27buy1101.00149.7770.0000.000
2202025.04.02 11:28close1101.00149.5960.0000.000-120.995240.24
2212025.04.02 11:28sell1111.00149.5960.0000.000
2222025.04.02 18:19close1111.00149.8100.0000.000-142.855097.39
2232025.04.02 18:19buy1121.00149.8100.0000.000
2242025.04.02 23:52close1121.00149.3270.0000.000-323.454773.94
2252025.04.02 23:52sell1131.00149.3270.0000.000
2262025.04.04 12:02close1131.00146.4700.0000.0001950.576724.51
2272025.04.04 12:02buy1141.00146.4700.0000.000
2282025.04.04 13:37close1141.00145.3940.0000.000-740.065984.45
2292025.04.04 13:37sell1151.00145.3940.0000.000
2302025.04.04 19:37close1151.00146.5910.0000.000-816.565167.89
2312025.04.04 19:37buy1161.00146.5910.0000.000
2322025.04.07 00:00close1161.00145.5050.0000.000-746.374421.52
2332025.04.07 00:00sell1171.00145.5050.0000.000
2342025.04.07 15:19close1171.00146.6320.0000.000-768.593652.93
2352025.04.07 15:19buy1181.00146.6320.0000.000
2362025.04.08 04:40close1181.00147.3950.0000.000517.664170.59
2372025.04.08 04:40sell1191.00147.3950.0000.000
2382025.04.08 17:15close1191.00147.6750.0000.000-189.613980.98
2392025.04.08 17:15buy1201.00147.6750.0000.000
2402025.04.08 19:38close1201.00146.6040.0000.000-730.543250.44
2412025.04.08 19:38sell1211.00146.6040.0000.000
2422025.04.09 20:19close1211.00145.6150.0000.000679.193929.63
2432025.04.09 20:19buy1221.00145.6150.0000.000
2442025.04.10 06:01close1221.00146.7250.0000.000756.524686.15
2452025.04.10 06:01sell1231.00146.7250.0000.000
2462025.04.11 19:19close1231.00143.7300.0000.0002083.776769.92
2472025.04.11 19:19buy1241.00143.7300.0000.000
2482025.04.14 03:28close1241.00143.2760.0000.000-316.876453.05
2492025.04.14 03:28sell1251.00143.2760.0000.000
2502025.04.14 15:29close1251.00143.5220.0000.000-171.406281.65
2512025.04.14 15:29buy1261.00143.5220.0000.000
2522025.04.15 09:14close1261.00142.8580.0000.000-464.805816.85
2532025.04.15 09:14sell1271.00142.8580.0000.000
2542025.04.17 03:39close1271.00142.5610.0000.000208.336025.18
2552025.04.17 03:39buy1281.00142.5610.0000.000
2562025.04.17 15:38close1281.00142.3560.0000.000-144.015881.17
2572025.04.17 15:38sell1291.00142.3560.0000.000
2582025.04.21 14:01close1291.00141.0090.0000.000955.266836.43
2592025.04.21 14:01buy1301.00141.0090.0000.000
2602025.04.22 06:02close1301.00140.5240.0000.000-345.146491.29
2612025.04.22 06:02sell1311.00140.5240.0000.000
2622025.04.22 16:29close1311.00140.7080.0000.000-130.776360.52
2632025.04.22 16:29buy1321.00140.7080.0000.000
2642025.04.23 09:40close1321.00141.5990.0000.000629.246989.76
2652025.04.23 09:40sell1331.00141.5990.0000.000
2662025.04.23 16:38close1331.00142.3450.0000.000-524.086465.68
2672025.04.23 16:38buy1341.00142.3450.0000.000
2682025.04.24 04:30close1341.00142.8400.0000.000346.546812.22
2692025.04.24 04:30sell1351.00142.8400.0000.000
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