Strategy Tester Report
Keltner Breakout FxFishermanFiltered
SymbolUSDJPY (US Dollar vs Japanese Yen)
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 modelled6540453Modelling quality29.44%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (18)
Total net profit-649.90Gross profit14840.75Gross loss-15490.65
Profit factor0.96Expected payoff-5.91
Absolute drawdown2874.90Maximal drawdown4333.21 (37.82%)Relative drawdown37.82% (4333.21)
Total trades110Short positions (won %)55 (34.55%)Long positions (won %)55 (38.18%)
Profit trades (% of total)40 (36.36%)Loss trades (% of total)70 (63.64%)
Largestprofit trade1803.49loss trade-616.07
Averageprofit trade371.02loss trade-221.30
Maximumconsecutive wins (profit in money)3 (1345.14)consecutive losses (loss in money)10 (-2181.68)
Maximalconsecutive profit (count of wins)2583.98 (2)consecutive loss (count of losses)-2181.68 (10)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 00:00sell11.00143.9700.0000.000
22025.07.01 18:03close11.00143.4990.0000.000328.2310328.23
32025.07.01 18:03buy21.00143.4990.0000.000
42025.07.02 03:03close21.00143.3520.0000.000-102.5410225.69
52025.07.02 03:03sell31.00143.3520.0000.000
62025.07.02 08:27close31.00143.7120.0000.000-250.509975.19
72025.07.02 08:27buy41.00143.7120.0000.000
82025.07.02 15:40close41.00143.4770.0000.000-163.799811.40
92025.07.02 15:40sell51.00143.4770.0000.000
102025.07.03 06:20close51.00143.7800.0000.000-210.749600.66
112025.07.03 06:20buy61.00143.7800.0000.000
122025.07.04 02:30close61.00144.7640.0000.000679.7310280.39
132025.07.04 02:30sell71.00144.7640.0000.000
142025.07.04 17:30close71.00144.5350.0000.000158.4410438.83
152025.07.04 17:30buy81.00144.5350.0000.000
162025.07.07 00:00close81.00144.3630.0000.000-119.1410319.69
172025.07.07 00:00sell91.00144.3630.0000.000
182025.07.07 01:40close91.00144.6490.0000.000-197.7210121.97
192025.07.07 01:40buy101.00144.6490.0000.000
202025.07.07 03:38close101.00144.3290.0000.000-221.729900.25
212025.07.07 03:38sell111.00144.3290.0000.000
222025.07.07 05:27close111.00144.6830.0000.000-244.679655.58
232025.07.07 05:27buy121.00144.6830.0000.000
242025.07.09 00:30close121.00146.5230.0000.0001255.7810911.36
252025.07.09 00:30sell131.00146.5230.0000.000
262025.07.09 02:33close131.00146.8860.0000.000-247.1310664.23
272025.07.09 02:33buy141.00146.8860.0000.000
282025.07.09 11:37close141.00146.6650.0000.000-150.6810513.55
292025.07.09 11:37sell151.00146.6650.0000.000
302025.07.10 07:04close151.00146.3780.0000.000196.0710709.62
312025.07.10 07:04buy161.00146.3780.0000.000
322025.07.11 00:05close161.00146.1730.0000.000-140.2410569.38
332025.07.11 00:05sell171.00146.1730.0000.000
342025.07.11 03:28close171.00146.4880.0000.000-215.0310354.35
352025.07.11 03:28buy181.00146.4880.0000.000
362025.07.14 01:14close181.00147.1520.0000.000451.2310805.58
372025.07.14 01:14sell191.00147.1520.0000.000
382025.07.14 02:05close191.00147.5530.0000.000-271.7710533.81
392025.07.14 02:05buy201.00147.5530.0000.000
402025.07.14 03:27close201.00147.1410.0000.000-280.0010253.81
412025.07.14 03:27sell211.00147.1410.0000.000
422025.07.14 18:20close211.00147.5710.0000.000-291.399962.42
432025.07.14 18:20buy221.00147.5710.0000.000
442025.07.15 03:39close221.00147.5780.0000.0004.749967.16
452025.07.15 03:39sell231.00147.5780.0000.000
462025.07.15 14:28close231.00147.8640.0000.000-193.429773.74
472025.07.15 14:28buy241.00147.8640.0000.000
482025.07.16 09:39close241.00148.6380.0000.000520.7310294.47
492025.07.16 09:39sell251.00148.6380.0000.000
502025.07.17 03:40close251.00148.4370.0000.000135.4110429.88
512025.07.17 03:40buy261.00148.4370.0000.000
522025.07.18 01:37close261.00148.3640.0000.000-49.2010380.68
532025.07.18 01:37sell271.00148.3640.0000.000
542025.07.18 08:20close271.00148.7450.0000.000-256.1410124.54
552025.07.18 08:20buy281.00148.7450.0000.000
562025.07.18 15:20close281.00148.4460.0000.000-201.429923.12
572025.07.18 15:20sell291.00148.4460.0000.000
582025.07.18 20:38close291.00148.7850.0000.000-227.859695.27
592025.07.18 20:38buy301.00148.7850.0000.000
602025.07.21 00:00close301.00147.8740.0000.000-616.079079.20
612025.07.21 00:00sell311.00147.8740.0000.000
622025.07.22 03:19close311.00147.5220.0000.000238.619317.81
632025.07.22 03:19buy321.00147.5220.0000.000
642025.07.22 13:02close321.00147.4090.0000.000-76.669241.15
652025.07.22 13:02sell331.00147.4090.0000.000
662025.07.23 01:29close331.00146.7450.0000.000452.499693.64
672025.07.23 01:29buy341.00146.7450.0000.000
682025.07.23 02:05close341.00146.3040.0000.000-301.439392.21
692025.07.23 02:05sell351.00146.3040.0000.000
702025.07.23 02:37close351.00146.8000.0000.000-337.879054.34
712025.07.23 02:37buy361.00146.8000.0000.000
722025.07.23 03:39close361.00146.2450.0000.000-379.508674.84
732025.07.23 03:39sell371.00146.2450.0000.000
742025.07.23 05:29close371.00146.9470.0000.000-477.728197.12
752025.07.23 05:29buy381.00146.9470.0000.000
762025.07.23 13:28close381.00146.4130.0000.000-364.727832.40
772025.07.23 13:28sell391.00146.4130.0000.000
782025.07.24 10:40close391.00146.4730.0000.000-40.967791.44
792025.07.24 10:40buy401.00146.4730.0000.000
802025.07.25 08:37close401.00146.9020.0000.000292.038083.47
812025.07.25 08:37sell411.00146.9020.0000.000
822025.07.25 11:18close411.00147.5010.0000.000-406.107677.37
832025.07.25 11:18buy421.00147.5010.0000.000
842025.07.28 04:14close421.00147.5240.0000.00015.597692.96
852025.07.28 04:14sell431.00147.5240.0000.000
862025.07.28 04:40close431.00147.8920.0000.000-248.837444.13
872025.07.28 04:40buy441.00147.8920.0000.000
882025.07.29 05:30close441.00148.3510.0000.000309.407753.53
892025.07.29 05:30sell451.00148.3510.0000.000
902025.07.29 10:38close451.00148.7250.0000.000-251.477502.06
912025.07.29 10:38buy461.00148.7250.0000.000
922025.07.30 03:20close461.00148.2920.0000.000-291.997210.07
932025.07.30 03:20sell471.00148.2920.0000.000
942025.07.30 14:38close471.00148.3380.0000.000-31.017179.06
952025.07.30 14:38buy481.00148.3380.0000.000
962025.07.31 05:00close481.00148.9730.0000.000426.257605.31
972025.07.31 05:00sell491.00148.9730.0000.000
982025.07.31 10:28close491.00149.3720.0000.000-267.127338.19
992025.07.31 10:28buy501.00149.3720.0000.000
1002025.08.01 06:40close501.00150.5470.0000.000780.498118.68
1012025.08.01 06:40sell511.00150.5470.0000.000
1022025.08.04 04:38close511.00147.8800.0000.0001803.499922.17
1032025.08.04 04:38buy521.00147.8800.0000.000
1042025.08.04 14:29close521.00147.4500.0000.000-291.629630.55
1052025.08.04 14:29sell531.00147.4500.0000.000
1062025.08.05 05:38close531.00147.2150.0000.000159.639790.18
1072025.08.05 05:38buy541.00147.2150.0000.000
1082025.08.06 06:30close541.00147.4100.0000.000132.289922.46
1092025.08.06 06:30sell551.00147.4100.0000.000
1102025.08.06 11:29close551.00147.7600.0000.000-236.879685.59
1112025.08.06 11:29buy561.00147.7600.0000.000
1122025.08.06 16:29close561.00147.3300.0000.000-291.869393.73
1132025.08.06 16:29sell571.00147.3300.0000.000
1142025.08.06 23:39close571.00147.6100.0000.000-189.699204.04
1152025.08.06 23:39buy581.00147.6100.0000.000
1162025.08.07 09:19close581.00147.1520.0000.000-311.248892.80
1172025.08.07 09:19sell591.00147.1520.0000.000
1182025.08.07 17:39close591.00147.5290.0000.000-255.548637.26
1192025.08.07 17:39buy601.00147.5290.0000.000
1202025.08.07 22:38close601.00147.0530.0000.000-323.698313.57
1212025.08.07 22:38sell611.00147.0530.0000.000
1222025.08.08 08:30close611.00147.3590.0000.000-207.668105.91
1232025.08.08 08:30buy621.00147.3590.0000.000
1242025.08.11 00:00close621.00147.5430.0000.000124.718230.62
1252025.08.11 00:00sell631.00147.5430.0000.000
1262025.08.11 13:27close631.00147.7200.0000.000-119.828110.80
1272025.08.11 13:27buy641.00147.7200.0000.000
1282025.08.12 15:29close641.00148.1320.0000.000278.138388.93
1292025.08.12 15:29sell651.00148.1320.0000.000
1302025.08.13 04:28close651.00147.9490.0000.000123.698512.62
1312025.08.13 04:28buy661.00147.9490.0000.000
1322025.08.13 10:18close661.00147.7020.0000.000-167.238345.39
1332025.08.13 10:18sell671.00147.7020.0000.000
1342025.08.14 15:28close671.00146.8310.0000.000593.208938.59
1352025.08.14 15:28buy681.00146.8310.0000.000
1362025.08.15 03:28close681.00147.5930.0000.000516.289454.87
1372025.08.15 03:28sell691.00147.5930.0000.000
1382025.08.15 15:13close691.00147.2460.0000.000235.669690.53
1392025.08.15 15:13buy701.00147.2460.0000.000
1402025.08.15 15:39close701.00146.7780.0000.000-318.859371.68
1412025.08.15 15:39sell711.00146.7780.0000.000
1422025.08.15 19:30close711.00147.2300.0000.000-307.009064.68
1432025.08.15 19:30buy721.00147.2300.0000.000
1442025.08.18 10:15close721.00147.1150.0000.000-78.178986.51
1452025.08.18 10:15sell731.00147.1150.0000.000
1462025.08.18 15:20close731.00147.6560.0000.000-366.398620.12
1472025.08.18 15:20buy741.00147.6560.0000.000
1482025.08.19 04:40close741.00147.6130.0000.000-29.138590.99
1492025.08.19 04:40sell751.00147.6130.0000.000
1502025.08.19 16:14close751.00147.9040.0000.000-196.758394.24
1512025.08.19 16:14buy761.00147.9040.0000.000
1522025.08.19 20:38close761.00147.4740.0000.000-291.588102.66
1532025.08.19 20:38sell771.00147.4740.0000.000
1542025.08.20 03:03close771.00147.7810.0000.000-207.747894.92
1552025.08.20 03:03buy781.00147.7810.0000.000
1562025.08.20 09:20close781.00147.3490.0000.000-293.187601.74
1572025.08.20 09:20sell791.00147.3490.0000.000
1582025.08.20 23:05close791.00147.4860.0000.000-92.897508.85
1592025.08.20 23:05buy801.00147.4860.0000.000
1602025.08.22 17:02close801.00148.3980.0000.000614.568123.41
1612025.08.22 17:02sell811.00148.3980.0000.000
1622025.08.25 02:39close811.00147.2980.0000.000746.798870.20
1632025.08.25 02:39buy821.00147.2980.0000.000
1642025.08.26 03:28close821.00147.4360.0000.00093.608963.80
1652025.08.26 03:28sell831.00147.4360.0000.000
1662025.08.27 03:52close831.00147.5830.0000.000-99.608864.20
1672025.08.27 03:52buy841.00147.5830.0000.000
1682025.08.27 18:29close841.00147.7390.0000.000105.598969.79
1692025.08.27 18:29sell851.00147.7390.0000.000
1702025.08.29 04:39close851.00147.1000.0000.000434.409404.19
1712025.08.29 04:39buy861.00147.1000.0000.000
1722025.08.29 17:30close861.00146.8690.0000.000-157.289246.91
1732025.08.29 17:30sell871.00146.8690.0000.000
1742025.09.01 02:01close871.00147.1540.0000.000-193.679053.24
1752025.09.01 02:01buy881.00147.1540.0000.000
1762025.09.01 05:39close881.00146.8860.0000.000-182.458870.79
1772025.09.01 05:39sell891.00146.8860.0000.000
1782025.09.01 15:38close891.00147.2360.0000.000-237.718633.08
1792025.09.01 15:38buy901.00147.2360.0000.000
1802025.09.02 00:38close901.00147.1300.0000.000-72.058561.03
1812025.09.02 00:38sell911.00147.1300.0000.000
1822025.09.02 03:37close911.00147.3120.0000.000-123.558437.48
1832025.09.02 03:37buy921.00147.3120.0000.000
1842025.09.02 17:31close921.00148.0100.0000.000471.598909.07
1852025.09.02 17:31sell931.00148.0100.0000.000
1862025.09.03 02:38close931.00148.5820.0000.000-384.978524.10
1872025.09.03 02:38buy941.00148.5820.0000.000
1882025.09.03 12:40close941.00148.4290.0000.000-103.088421.02
1892025.09.03 12:40sell951.00148.4290.0000.000
1902025.09.04 06:38close951.00148.2570.0000.000116.018537.03
1912025.09.04 06:38buy961.00148.2570.0000.000
1922025.09.04 15:15close961.00148.0340.0000.000-150.648386.39
1932025.09.04 15:15sell971.00148.0340.0000.000
1942025.09.04 15:40close971.00148.5440.0000.000-343.338043.06
1952025.09.04 15:40buy981.00148.5440.0000.000
1962025.09.05 02:37close981.00148.3740.0000.000-114.587928.48
1972025.09.05 02:37sell991.00148.3740.0000.000
1982025.09.08 00:00close991.00148.1320.0000.000163.378091.85
1992025.09.08 00:00buy1001.00148.1320.0000.000
2002025.09.08 09:38close1001.00147.8630.0000.000-181.937909.92
2012025.09.08 09:38sell1011.00147.8630.0000.000
2022025.09.09 18:07close1011.00147.2230.0000.000434.718344.63
2032025.09.09 18:07buy1021.00147.2230.0000.000
2042025.09.10 15:04close1021.00147.2260.0000.0002.048346.67
2052025.09.10 15:04sell1031.00147.2260.0000.000
2062025.09.11 08:29close1031.00147.5440.0000.000-215.538131.14
2072025.09.11 08:29buy1041.00147.5440.0000.000
2082025.09.11 15:38close1041.00147.4980.0000.000-31.198099.95
2092025.09.11 15:38sell1051.00147.4980.0000.000
2102025.09.12 04:29close1051.00147.3790.0000.00080.748180.69
2112025.09.12 04:29buy1061.00147.3790.0000.000
2122025.09.12 20:31close1061.00147.5370.0000.000107.098287.78
2132025.09.12 20:31sell1071.00147.5370.0000.000
2142025.09.16 03:54close1071.00147.4920.0000.00030.518318.29
2152025.09.16 03:54buy1081.00147.4920.0000.000
2162025.09.16 05:16close1081.00147.2040.0000.000-195.658122.64
2172025.09.16 05:16sell1091.00147.2040.0000.000
2182025.09.17 21:47close1091.00146.6920.0000.000349.038471.67
2192025.09.17 21:47buy1101.00146.6920.0000.000
2202025.09.18 23:59close at stop1101.00147.9920.0000.000878.439350.10