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Strategy Settings

BREAKEVEN
false
Starting_Lot
0.1
Increasing_Lot
true
Risk
0.03
comment
"KeltnerPr...
MagicNumber
12780
Slip
3
MaxOpenOrders
3
PauseMinutes
0
Entry_Filter
false
+88.15%

0.04%
1.16%
Drawdown: 17.19%

Balance: $18,814.80
Highest: (Jun 07) $19,337.00
Profit: $8,814.77
Deposits: $10,000.00

Test Started: Jan 02, 2012
Test Ended: Jul 07, 2016
Timeframe: 5 Minutes

Model Type: n/a
Added: Jul 12, 2016 at 16:04
Loading, please wait...
Trades: 400
Profitability:
Pips: 2,325.9
Average Win: 35.58 pips / $152.41
Average Loss: -19.28 pips / -$87.90
Lots: 177.61
Commissions: 0
Longs Won: (70/183) 38%
Shorts Won: (113/217) 52%
Best Trade ($): (Jun 20) 364.99
Worst Trade ($): (Aug 24) -257.05
Best Trade (Pips): (Jun 20) 100.1
Worst Trade (Pips): (Aug 24) -48.5
Avg. Trade Length: 4h 2m
Profit Factor: 1.46
Standard Deviation: $128.86
Sharpe Ratio 0.16
Z-Score (Probability): -8.48 (99.99%)
Expectancy 5.8 Pips / $22.04
AHPR: 0.16%
GHPR: 0.16%
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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% <0.01% <0.01%
Consecutive Losing Trades 214 193 171 150 128 107 86 64 43 21
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (400)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.07.2016 04:50 07.07.2016 06:03 AUDUSD Sell 0.57 0.8 0.7 0.74986 0.75152 -16.6 -94.62 1h 13m -0.50%
07.07.2016 04:55 07.07.2016 05:14 AUDUSD Sell 0.55 0.8 0.7 0.74908 0.7505 -14.2 -78.10 19m -0.41%
07.07.2016 04:35 07.07.2016 04:49 AUDUSD Sell 0.58 0.8 0.7 0.74825 0.75034 -20.9 -121.22 14m -0.63%
07.07.2016 04:45 07.07.2016 04:49 AUDUSD Sell 0.54 0.8 0.7 0.74803 0.75038 -23.5 -126.90 4m -0.66%
07.07.2016 04:40 07.07.2016 04:48 AUDUSD Sell 0.56 0.7 0.7 0.7475 0.74931 -18.1 -101.36 8m -0.52%
06.07.2016 07:55 06.07.2016 13:34 AUDUSD Buy 0.53 0.7 0.7 0.74208 0.74505 29.7 157.41 5h 39m 0.82%
06.07.2016 07:50 06.07.2016 12:20 AUDUSD Buy 0.55 0.7 0.7 0.74197 0.74494 29.7 163.35 4h 30m 0.86%
06.07.2016 07:45 06.07.2016 12:13 AUDUSD Buy 0.57 0.7 0.7 0.74201 0.74481 28.0 159.60 4h 28m 0.85%
06.03.2016 15:40 06.03.2016 16:08 AUDUSD Buy 0.53 0.7 0.7 0.72987 0.73316 32.9 174.37 28m 0.94%
06.03.2016 15:35 06.03.2016 16:08 AUDUSD Buy 0.55 0.7 0.7 0.72978 0.73282 30.4 167.20 33m 0.91%
06.03.2016 15:45 06.03.2016 16:08 AUDUSD Buy 0.52 0.7 0.7 0.72973 0.73302 32.9 171.08 23m 0.92%
06.01.2016 04:45 06.01.2016 06:38 AUDUSD Buy 0.52 0.7 0.7 0.72865 0.72726 -13.9 -72.28 1h 53m -0.39%
06.01.2016 04:35 06.01.2016 06:24 AUDUSD Buy 0.56 0.7 0.7 0.72874 0.72749 -12.5 -70.00 1h 49m -0.38%
06.01.2016 04:40 06.01.2016 06:09 AUDUSD Buy 0.54 0.7 0.7 0.7292 0.72794 -12.6 -68.04 1h 29m -0.37%
05.18.2016 21:25 05.19.2016 07:21 AUDUSD Sell 0.51 0.7 0.7 0.72331 0.72016 31.5 140.00 9h 56m 0.76%
05.18.2016 21:20 05.19.2016 07:08 AUDUSD Sell 0.53 0.7 0.7 0.72359 0.72056 30.3 139.13 9h 48m 0.76%
05.18.2016 21:15 05.19.2016 04:31 AUDUSD Sell 0.54 0.7 0.7 0.72396 0.72131 26.5 121.23 7h 16m 0.67%
05.17.2016 04:55 05.17.2016 11:37 AUDUSD Buy 0.52 0.7 0.7 0.73408 0.73278 -13.0 -67.60 6h 42m -0.37%
05.17.2016 04:50 05.17.2016 11:20 AUDUSD Buy 0.53 0.7 0.7 0.73434 0.73305 -12.9 -68.37 6h 30m -0.37%
05.17.2016 04:45 05.17.2016 11:18 AUDUSD Buy 0.55 0.7 0.7 0.73429 0.7331 -11.9 -65.45 6h 33m -0.36%

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