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Strategy Settings

cmnt
"mci AUDUS...
Risk_percent
100
GMTOffset
0
MagicNumber
624
TakeProfit
39
StopLoss
90
HideSLTP
false
MaxOrders
5
PipDifMin
2
CCIPeriod
22
CCIRange
130
MA1Period
65
MA2Period
210
MA3Period
275
PipsFromIMA2
5
+24773.19%

1.53%
57.56%
Drawdown: 17.23%

Balance: $746,939.56
Highest: (Jan 04) $746,939.56
Profit: $743,939.56
Deposits: $3,000.00

Test Started: Jan 05, 2011
Test Ended: Jan 04, 2012
Timeframe: 15 Minutes

Model Type: n/a
Added: Feb 09, 2012 at 13:37
Loading, please wait...
Trades: 216
Profitability:
Pips: 3,740.5
Average Win: 22.53 pips / $4,150.31
Average Loss: -90.02 pips / -$11,102.38
Lots: 3,482.76
Commissions: 0
Longs Won: (102/104) 98%
Shorts Won: (104/112) 92%
Best Trade ($): (Dec 22) 20,690.00
Worst Trade ($): (Nov 11) -44,850.00
Best Trade (Pips): (Feb 03) 39.5
Worst Trade (Pips): (Jun 15) -90.4
Avg. Trade Length: 7h 25m
Profit Factor: 7.70
Standard Deviation: $7,821.65
Sharpe Ratio 0.48
Z-Score (Probability): -3.61 (-221.09%)
Expectancy 17.3 Pips / $3,444.16
AHPR: 2.77%
GHPR: 2.59%
Loading, please wait...
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 67 61 54 47 40 34 27 20 13 7
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (216)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.04.2012 11:00 01.04.2012 19:07 AUDUSD Buy 50.00 1.0 1.0 1.03432 1.0347 3.8 1,900.00 8h 7m 0.26%
01.04.2012 03:00 01.04.2012 08:40 AUDUSD Buy 50.00 1.0 1.0 1.03337 1.0352 18.3 9,150.00 5h 40m 1.24%
01.04.2012 03:15 01.04.2012 07:02 AUDUSD Buy 50.00 1.0 1.0 1.03277 1.0367 39.3 19,650.00 3h 47m 2.74%
01.02.2012 06:45 01.03.2012 00:13 AUDUSD Buy 50.00 1.0 1.0 1.02166 1.0256 39.4 20,080.00 17h 28m 2.88%
12.21.2011 12:30 12.22.2011 10:09 AUDUSD Buy 50.00 1.0 1.0 1.01145 1.0124 9.5 5,890.00 21h 39m 0.87%
12.21.2011 12:45 12.22.2011 10:09 AUDUSD Buy 50.00 1.0 1.0 1.01058 1.0124 18.2 10,240.00 21h 24m 1.49%
12.21.2011 13:00 12.22.2011 09:27 AUDUSD Buy 50.00 1.0 1.0 1.01029 1.0142 39.1 20,690.00 20h 27m 3.14%
12.22.2011 00:00 12.22.2011 07:04 AUDUSD Buy 50.00 1.0 1.0 1.00703 1.0109 38.7 19,350.00 7h 4m 3.02%
12.22.2011 01:15 12.22.2011 06:23 AUDUSD Buy 50.00 1.0 1.0 1.00624 1.0101 38.6 19,300.00 5h 8m 3.11%
12.21.2011 13:30 12.21.2011 14:24 AUDUSD Buy 50.00 1.0 1.0 1.00795 1.0092 12.5 6,250.00 54m 1.02%
12.21.2011 13:15 12.21.2011 14:24 AUDUSD Buy 50.00 1.0 1.0 1.00871 1.0092 4.9 2,450.00 1h 9m 0.40%
12.15.2011 12:30 12.15.2011 22:59 AUDUSD Sell 50.00 1.0 1.0 0.99334 0.9932 1.4 700.00 10h 29m 0.11%
12.15.2011 12:45 12.15.2011 16:27 AUDUSD Sell 50.00 1.0 1.0 0.99389 0.9935 3.9 1,950.00 3h 42m 0.32%
12.15.2011 13:30 12.15.2011 16:27 AUDUSD Sell 50.00 1.0 1.0 0.99507 0.9935 15.7 7,850.00 2h 57m 1.30%
12.15.2011 14:15 12.15.2011 15:44 AUDUSD Sell 50.00 1.0 1.0 0.9975 0.9936 39.0 19,500.00 1h 29m 3.35%
12.15.2011 08:00 12.15.2011 09:45 AUDUSD Sell 50.00 1.0 1.0 0.992 0.9881 39.0 19,500.00 1h 45m 3.47%
12.15.2011 08:30 12.15.2011 09:44 AUDUSD Sell 50.00 1.0 1.0 0.9926 0.9887 39.0 19,500.00 1h 14m 3.59%
12.14.2011 10:00 12.14.2011 11:31 AUDUSD Sell 50.00 1.0 1.0 1.00311 0.9992 39.1 19,550.00 1h 31m 3.73%
12.09.2011 11:15 12.09.2011 13:43 AUDUSD Sell 50.00 1.0 1.0 1.0151 1.0137 14.0 7,000.00 2h 28m 1.36%
12.09.2011 11:45 12.09.2011 13:38 AUDUSD Sell 50.00 1.0 1.0 1.0157 1.0118 39.0 19,500.00 1h 53m 3.92%

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