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Strategy Settings
Starting_Lot 0.01 Increasing_Lot true Risk 0.075
comment "KelnerPro... MagicNumber 12780 Slip 3
MaxOpenOrders 3
Files:
Forward test: KeltnerPRO - Jared
  • Info
  • Stats
  • General
  • Gain: +33574.72%
  • Daily: 0.22%
  • Monthly: 6.89%
  • Drawdown: 31.24%
  • Balance: $3367.5K
  • Highest: (Jun 06) $3367.5K
  • Profit: $3357471.64
  • Deposits: $10000.00
  • 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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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 780
Profitability:
Pips: 8896.9
Average Win: 41.03 pips / $21772.35
Average Loss: -26.14 pips / -$17835.09
Lots: 53,741.71
Commissions: 0
Longs Won: (203/375) 54%
Shorts Won: (233/405) 57%
Best Trade($): (Jul 10) 139083.77
Worst Trade($): (Jul 11) -127999.34
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: $31774.52
Sharpe Ratio: 0.2600
Z-Score (Probability): -9.96 (99.99%)
Expectancy: 11.4 Pips / $4304.45
AHPR: 0.79%
GHPR: 0.75%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
EURUSD 375 3269.7 2070267.63 405 5627.2 1287204.02 780 8896.9 3357471.65 436 (56%) 344 (44%)
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 1.35827 1.36890 1.36213 1.36604 39.1 91030.82 12h 1m 2.78%
06.05.2014 14:30 06.06.2014 02:31 EURUSD Buy 238.29 1.35810 1.36873 1.36196 1.36614 41.8 99264.47 12h 1m 3.12%
06.05.2014 14:00 06.05.2014 14:25 EURUSD Buy 217.78 1.35465 1.36465 1.35832 1.36465 63.3 137854.74 25m 4.75%
06.05.2014 14:15 06.05.2014 14:25 EURUSD Buy 214.29 1.35525 1.36525 1.35892 1.36525 63.3 135645.57 10m 4.46%
06.05.2014 13:00 06.05.2014 13:39 EURUSD Sell 227.16 1.35751 1.34751 1.35384 1.35670 -28.6 -64967.76 39m -2.19%
06.05.2014 13:15 06.05.2014 13:35 EURUSD Sell 222.58 1.35747 1.34747 1.35380 1.35650 -27.0 -60096.60 20m -1.98%
06.05.2014 12:45 06.05.2014 12:54 EURUSD Sell 232.33 1.35515 1.34515 1.35148 1.35445 -29.7 -69002.01 9m -2.23%
05.08.2014 13:15 05.08.2014 20:15 EURUSD Sell 208.95 1.39178 1.38384 1.38872 1.38384 48.8 101967.60 7h 0m 3.40%
05.08.2014 13:30 05.08.2014 20:13 EURUSD Sell 203.21 1.39233 1.38399 1.38915 1.38399 51.6 104856.36 6h 43m 3.63%
05.08.2014 13:00 05.08.2014 14:01 EURUSD Sell 209.89 1.39378 1.38652 1.39092 1.38652 44.0 92351.60 1h 1m 3.30%
05.02.2014 14:45 05.04.2014 21:00 EURUSD Buy 205.08 1.38464 1.38945 1.38677 1.38818 14.1 28916.28 2d 1.06%
05.02.2014 15:00 05.04.2014 21:00 EURUSD Buy 200.25 1.38429 1.38910 1.38642 1.38818 17.6 35244.00 2d 1.28%
05.02.2014 13:15 05.02.2014 14:25 EURUSD Sell 206.77 1.38373 1.37932 1.38172 1.38281 -10.9 -22537.93 1h 10m -0.82%
04.03.2014 14:15 04.04.2014 05:33 EURUSD Sell 201.10 1.37377 1.36618 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 1.37493 1.36782 1.37212 1.37160 5.2 10256.74 12h 0m 0.37%
04.03.2014 13:15 04.04.2014 01:15 EURUSD Sell 205.77 1.37469 1.36803 1.37201 1.37186 1.5 2870.49 12h 0m 0.10%
03.24.2014 18:15 03.25.2014 08:07 EURUSD Buy 205.53 1.38120 1.38956 1.38438 1.38455 1.7 3200.10 13h 52m 0.12%
03.24.2014 18:00 03.24.2014 18:04 EURUSD Buy 209.14 1.38443 1.39279 1.38761 1.38531 -23.0 -48102.20 4m -1.73%
03.19.2014 18:45 03.20.2014 07:00 EURUSD Sell 195.32 1.38745 1.38069 1.38474 1.38387 8.7 16377.58 12h 15m 0.59%
03.19.2014 19:15 03.20.2014 06:10 EURUSD Sell 212.80 1.38491 1.37619 1.38162 1.38436 -27.4 -58977.52 10h 55m -2.08%

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BCCH Interest Rate (1h 53min)
Draghi Lets Steam out of Euro - BBH(5 min ago)
EURUSD 1.06297 GBPUSD 1.23062
USDJPY 115.183 USDCAD 1.33382
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