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Strategy Settings

cmnt
"macci GBP...
Risk_percent
100
GMTOffset
0
MagicNumber
624
TakeProfit
29
StopLoss
120
HideSLTP
false
MaxOrders
5
PipDifMin
1
CCIPeriod
14
CCIRange
142
MA1Period
70
MA2Period
232
MA3Period
325
PipsFromIMA2
3
+3723.62%

0.98%
34.16%
Drawdown: 40.67%

Balance: $114,820.56
Highest: (Jan 20) $114,820.56
Profit: $111,820.57
Deposits: $3,000.00

Test Started: Jan 13, 2011
Test Ended: Jan 20, 2012
Timeframe: 15 Minutes

Model Type: n/a
Added: Feb 09, 2012 at 13:55
Loading, please wait...
Trades: 193
Profitability:
Pips: 2,872.1
Average Win: 21.09 pips / $857.75
Average Loss: -64.51 pips / -$2,979.80
Lots: 840.03
Commissions: 0
Longs Won: (93/95) 97%
Shorts Won: (86/98) 87%
Best Trade ($): (Dec 01) 4,775.68
Worst Trade ($): (Nov 11) -10,141.29
Best Trade (Pips): (Apr 29) 29.5
Worst Trade (Pips): (Jun 13) -120.5
Avg. Trade Length: 9h 4m
Profit Factor: 3.68
Standard Deviation: $1,711.22
Sharpe Ratio 0.51
Z-Score (Probability): -5.15 (99.99%)
Expectancy 14.9 Pips / $579.38
AHPR: 1.98%
GHPR: 1.91%
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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 39 35 31 27 23 19 15 12 8 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (193)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.20.2012 09:00 01.20.2012 13:56 GBPUSD Buy 14.31 1.5 1.6 1.5473 1.5502 29.0 4,149.90 4h 56m 3.75%
01.13.2012 04:30 01.13.2012 12:10 GBPUSD Sell 28.70 1.5 1.5 1.53444 1.5343 1.4 401.80 7h 40m 0.36%
01.13.2012 04:45 01.13.2012 11:18 GBPUSD Sell 22.54 1.5 1.5 1.5346 1.5345 1.0 225.40 6h 33m 0.20%
01.09.2012 19:15 01.11.2012 11:00 GBPUSD Sell 8.38 1.5 1.5 1.54489 1.5439 9.9 777.66 1d 0.71%
01.09.2012 08:30 01.11.2012 10:45 GBPUSD Sell 20.96 1.6 1.5 1.5436 1.54379 -1.9 -528.19 2d -0.48%
01.09.2012 07:30 01.11.2012 10:30 GBPUSD Sell 26.84 1.6 1.5 1.54328 1.54348 -2.0 -703.21 2d -0.64%
01.09.2012 12:45 01.09.2012 14:51 GBPUSD Sell 14.18 1.5 1.5 1.54553 1.5426 29.3 4,154.74 2h 6m 3.91%
01.09.2012 14:00 01.09.2012 14:43 GBPUSD Sell 9.32 1.5 1.5 1.5467 1.5438 29.0 2,702.80 43m 2.61%
01.09.2012 08:45 01.09.2012 10:15 GBPUSD Sell 14.68 1.5 1.5 1.5451 1.545 1.0 146.80 1h 30m 0.14%
12.30.2011 12:45 01.02.2012 16:00 GBPUSD Sell 10.73 1.6 1.5 1.54789 1.54734 5.5 556.89 3d 0.54%
12.30.2011 12:30 01.02.2012 14:15 GBPUSD Sell 12.26 1.6 1.5 1.5472 1.54859 -13.9 -1,742.15 3d -1.66%
12.30.2011 12:15 01.02.2012 14:00 GBPUSD Sell 13.99 1.6 1.5 1.54583 1.54847 -26.4 -3,736.73 3d -3.45%
12.30.2011 13:45 01.01.2012 23:51 GBPUSD Sell 7.85 1.6 1.5 1.55152 1.5511 4.2 329.70 2d 0.31%
12.30.2011 07:45 12.30.2011 09:19 GBPUSD Sell 13.49 1.5 1.5 1.54374 1.5408 29.4 3,966.06 1h 34m 3.81%
12.29.2011 07:15 12.29.2011 08:57 GBPUSD Sell 12.98 1.5 1.5 1.54717 1.5443 28.7 3,725.26 1h 42m 3.71%
12.22.2011 14:00 12.22.2011 14:40 GBPUSD Buy 10.66 1.6 1.6 1.56578 1.5687 29.2 3,112.72 40m 3.20%
12.22.2011 13:45 12.22.2011 14:40 GBPUSD Buy 11.98 1.6 1.6 1.56615 1.5691 29.5 3,534.10 55m 3.77%
12.22.2011 00:00 12.22.2011 08:05 GBPUSD Buy 10.88 1.6 1.6 1.56705 1.57 29.5 3,209.60 8h 5m 3.55%
12.22.2011 00:30 12.22.2011 07:34 GBPUSD Buy 8.60 1.6 1.6 1.56646 1.5694 29.4 2,528.40 7h 4m 2.87%
12.22.2011 00:15 12.22.2011 07:34 GBPUSD Buy 9.70 1.6 1.6 1.56678 1.5697 29.2 2,832.40 7h 19m 3.33%

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