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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
+30.95%

0.02%
0.5%
Drawdown: 12.82%

Balance: $13,095.40
Highest: (Mar 17) $13,931.39
Profit: $3,095.42
Deposits: $10,000.00

Test Started: Jan 02, 2012
Test Ended: Jun 24, 2016
Timeframe: 5 Minutes

Model Type: n/a
Added: Jul 12, 2016 at 20:38
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Trades: 323
Profitability:
Pips: 1,069.7
Average Win: 36.43 pips / $123.44
Average Loss: -20.47 pips / -$72.17
Lots: 110.73
Commissions: 0
Longs Won: (65/164) 39%
Shorts Won: (70/159) 44%
Best Trade ($): (Dec 10) 280.29
Worst Trade ($): (Aug 24) -246.00
Best Trade (Pips): (Dec 10) 74.6
Worst Trade (Pips): (Aug 24) -60.0
Avg. Trade Length: 4h 30m
Profit Factor: 1.23
Standard Deviation: $106.97
Sharpe Ratio 0.09
Z-Score (Probability): -6.83 (99.99%)
Expectancy 3.3 Pips / $9.58
AHPR: 0.09%
GHPR: 0.08%
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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% 0.04% 0.76% 10.01%
Consecutive Losing Trades 181 163 145 127 109 91 73 54 36 18
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (323)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.24.2016 05:45 06.24.2016 05:47 NZDUSD Sell 0.40 0.7 0.7 0.70034 0.70634 -60.0 -240.00 2m -1.80%
06.16.2016 19:30 06.17.2016 10:12 NZDUSD Buy 0.40 0.7 0.7 0.70485 0.70505 2.0 9.54 14h 42m 0.07%
06.03.2016 15:40 06.06.2016 00:00 NZDUSD Buy 0.38 0.7 0.7 0.69189 0.69423 23.4 90.38 2d 0.68%
06.03.2016 15:45 06.03.2016 22:36 NZDUSD Buy 0.37 0.7 0.7 0.69137 0.69588 45.1 166.87 6h 51m 1.28%
06.03.2016 15:50 06.03.2016 17:01 NZDUSD Buy 0.36 0.7 0.7 0.69109 0.6956 45.1 162.36 1h 11m 1.26%
06.03.2016 15:35 06.03.2016 15:42 NZDUSD Buy 0.39 0.7 0.7 0.69266 0.69013 -25.3 -98.67 7m -0.76%
05.18.2016 21:15 05.19.2016 02:08 NZDUSD Sell 0.40 0.7 0.7 0.67422 0.6754 -11.8 -55.84 4h 53m -0.43%
05.18.2016 21:20 05.19.2016 01:27 NZDUSD Sell 0.38 0.7 0.7 0.67371 0.67521 -15.0 -65.21 4h 7m -0.50%
05.18.2016 21:25 05.19.2016 01:24 NZDUSD Sell 0.37 0.7 0.7 0.67362 0.67493 -13.1 -56.46 3h 59m -0.43%
05.11.2016 00:25 05.11.2016 00:38 NZDUSD Buy 0.38 0.7 0.7 0.68106 0.67945 -16.1 -61.18 13m -0.46%
05.11.2016 00:20 05.11.2016 00:36 NZDUSD Buy 0.39 0.7 0.7 0.68164 0.67972 -19.2 -74.88 16m -0.56%
05.11.2016 00:15 05.11.2016 00:31 NZDUSD Buy 0.40 0.7 0.7 0.6822 0.6806 -16.0 -64.00 16m -0.48%
05.03.2016 07:50 05.03.2016 09:20 NZDUSD Sell 0.41 0.7 0.7 0.69912 0.70047 -13.5 -55.35 1h 30m -0.41%
05.03.2016 07:55 05.03.2016 09:17 NZDUSD Sell 0.39 0.7 0.7 0.69842 0.70021 -17.9 -69.81 1h 22m -0.52%
04.28.2016 00:25 04.28.2016 01:19 NZDUSD Buy 0.41 0.7 0.7 0.69402 0.69144 -25.8 -105.78 54m -0.78%
04.18.2016 02:10 04.18.2016 02:12 NZDUSD Buy 0.41 0.7 0.7 0.6919 0.69024 -16.6 -68.06 2m -0.50%
03.30.2016 10:30 03.30.2016 12:36 NZDUSD Buy 0.40 0.7 0.7 0.69337 0.69127 -21.0 -84.00 2h 6m -0.61%
03.30.2016 10:35 03.30.2016 12:35 NZDUSD Buy 0.39 0.7 0.7 0.69357 0.69147 -21.0 -81.90 2h 0m -0.59%
03.30.2016 10:25 03.30.2016 12:35 NZDUSD Buy 0.42 0.7 0.7 0.69347 0.69147 -20.0 -84.00 2h 10m -0.60%
03.16.2016 21:10 03.17.2016 00:45 NZDUSD Buy 0.39 0.7 0.7 0.66953 0.67495 54.2 215.88 3h 35m 1.57%

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