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Strategy Settings

Starting_Lot
0.01
Increasing_Lot
true
Risk
0.075
comment
"KelnerPro...
MagicNumber
12780
Slip
3
MaxOpenOrders
3
+33574.72%

0.22%
6.89%
Drawdown: 31.24%

Balance: $3,367,471.65
Highest: (Jun 06) $3,367,471.65
Profit: $3,357,471.64
Deposits: $10,000.00

Test Started: Apr 05, 2007
Test Ended: Jun 06, 2014
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Aug 06, 2014 at 22:57
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Trades: 780
Profitability:
Pips: 8,896.9
Average Win: 41.03 pips / $21,772.35
Average Loss: -26.14 pips / -$17,835.09
Lots: 53,741.71
Commissions: 0
Longs Won: (203/375) 54%
Shorts Won: (233/405) 57%
Best Trade ($): (Jul 10) 139,083.77
Worst Trade ($): (Jul 11) -127,999.34
Best Trade (Pips): (Mar 18) 163.8
Worst Trade (Pips): (Dec 17) -91.7
Avg. Trade Length: 9h 11m
Profit Factor: 1.55
Standard Deviation: $31,774.52
Sharpe Ratio 0.26
Z-Score (Probability): -9.96 (99.99%)
Expectancy 11.4 Pips / $4,304.45
AHPR: 0.79%
GHPR: 0.75%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% 0.17% 4.93%
Consecutive Losing Trades 189 170 151 132 113 94 76 57 38 19
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (780)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.05.2014 14:45 06.06.2014 02:46 EURUSD Buy 233.67 1.4 1.4 1.36213 1.36604 39.1 91,030.82 12h 1m 2.78%
06.05.2014 14:30 06.06.2014 02:31 EURUSD Buy 238.29 1.4 1.4 1.36196 1.36614 41.8 99,264.47 12h 1m 3.12%
06.05.2014 14:00 06.05.2014 14:25 EURUSD Buy 217.78 1.4 1.4 1.35832 1.36465 63.3 137,854.74 25m 4.75%
06.05.2014 14:15 06.05.2014 14:25 EURUSD Buy 214.29 1.4 1.4 1.35892 1.36525 63.3 135,645.57 10m 4.46%
06.05.2014 13:00 06.05.2014 13:39 EURUSD Sell 227.16 1.4 1.3 1.35384 1.3567 -28.6 -64,967.76 39m -2.19%
06.05.2014 13:15 06.05.2014 13:35 EURUSD Sell 222.58 1.4 1.3 1.3538 1.3565 -27.0 -60,096.60 20m -1.98%
06.05.2014 12:45 06.05.2014 12:54 EURUSD Sell 232.33 1.4 1.3 1.35148 1.35445 -29.7 -69,002.01 9m -2.23%
05.08.2014 13:15 05.08.2014 20:15 EURUSD Sell 208.95 1.4 1.4 1.38872 1.38384 48.8 101,967.60 7h 0m 3.40%
05.08.2014 13:30 05.08.2014 20:13 EURUSD Sell 203.21 1.4 1.4 1.38915 1.38399 51.6 104,856.36 6h 43m 3.63%
05.08.2014 13:00 05.08.2014 14:01 EURUSD Sell 209.89 1.4 1.4 1.39092 1.38652 44.0 92,351.60 1h 1m 3.30%
05.02.2014 14:45 05.04.2014 21:00 EURUSD Buy 205.08 1.4 1.4 1.38677 1.38818 14.1 28,916.28 2d 1.06%
05.02.2014 15:00 05.04.2014 21:00 EURUSD Buy 200.25 1.4 1.4 1.38642 1.38818 17.6 35,244.00 2d 1.28%
05.02.2014 13:15 05.02.2014 14:25 EURUSD Sell 206.77 1.4 1.4 1.38172 1.38281 -10.9 -22,537.93 1h 10m -0.82%
04.03.2014 14:15 04.04.2014 05:33 EURUSD Sell 201.10 1.4 1.4 1.37081 1.37079 0.2 191.04 15h 18m 0.01%
04.03.2014 13:30 04.04.2014 01:30 EURUSD Sell 201.31 1.4 1.4 1.37212 1.3716 5.2 10,256.74 12h 0m 0.37%
04.03.2014 13:15 04.04.2014 01:15 EURUSD Sell 205.77 1.4 1.4 1.37201 1.37186 1.5 2,870.49 12h 0m 0.10%
03.24.2014 18:15 03.25.2014 08:07 EURUSD Buy 205.53 1.4 1.4 1.38438 1.38455 1.7 3,200.10 13h 52m 0.12%
03.24.2014 18:00 03.24.2014 18:04 EURUSD Buy 209.14 1.4 1.4 1.38761 1.38531 -23.0 -48,102.20 4m -1.73%
03.19.2014 18:45 03.20.2014 07:00 EURUSD Sell 195.32 1.4 1.4 1.38474 1.38387 8.7 16,377.58 12h 15m 0.59%
03.19.2014 19:15 03.20.2014 06:10 EURUSD Sell 212.80 1.4 1.4 1.38162 1.38436 -27.4 -58,977.52 10h 55m -2.08%

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