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Strategy Settings
cmnt
"mci USDCH...
Risk_percent
100
GMTOffset
0
MagicNumber
624
TakeProfit
31
StopLoss
84
HideSLTP
false
MaxOrders
5
PipDifMin
3
CCIPeriod
11
CCIRange
130
MA1Period
54
MA2Period
170
MA3Period
200
PipsFromIMA2
0
PipsFromIMA
24
Trailingstop
39
| +36709.34% |
| 1.55% | |
| 58.66% | |
| Drawdown: | 26.67% |
| Balance: | $1,105,382.62 |
| Highest: | (Jan 25) $1,105,382.62 |
| Profit: | $1,102,382.58 |
| Deposits: | $3,000.00 |
| Test Started: | Jan 06, 2011 |
| Test Ended: | Jan 25, 2012 |
| Timeframe: | 15 Minutes |
| Model Type: | n/a |
| Added: | Feb 09, 2012 at 13:57 |
Loading, please wait...
| Trades: | 190 |
| Profitability: |
|
| Pips: | 3,651.2 |
| Average Win: | 29.08 pips / $10,485.21 |
| Average Loss: | -56.10 pips / -$29,960.60 |
| Lots: | 5,930.21 |
| Commissions: | 0 |
| Longs Won: | (75/88) 85% |
| Shorts Won: | (93/102) 91% |
| Best Trade ($): | (Aug 11) 21,333.89 |
| Worst Trade ($): | (Aug 11) -56,778.05 |
| Best Trade (Pips): | (Aug 15) 31.5 |
| Worst Trade (Pips): | (Sep 18) -84.4 |
| Avg. Trade Length: | 17h 43m |
| Profit Factor: | 2.67 |
| Standard Deviation: | $16,784.18 |
| Sharpe Ratio | 0.75 |
| Z-Score (Probability): | -3.73 (-250.62%) |
| Expectancy | 19.2 Pips / $5,802.01 |
| AHPR: | 3.26% |
| GHPR: | 3.16% |
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 | 37 | 33 | 30 | 26 | 22 | 18 | 15 | 11 | 7 | 4 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (190)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01.24.2012 13:45 | 01.25.2012 00:31 | USDCHF | Sell | 50.00 | 0.9 | 0.9 | 0.9303 | 0.9272 | 31.0 | 16,674.16 | 10h 46m | 1.53% |
| 01.24.2012 14:00 | 01.24.2012 22:00 | USDCHF | Sell | 50.00 | 0.9 | 0.9 | 0.9307 | 0.9276 | 31.0 | 16,709.79 | 8h 0m | 1.56% |
| 01.23.2012 22:45 | 01.24.2012 09:10 | USDCHF | Sell | 50.00 | 0.9 | 0.9 | 0.9281 | 0.925 | 31.0 | 16,713.92 | 10h 25m | 1.58% |
| 01.24.2012 02:46 | 01.24.2012 09:09 | USDCHF | Sell | 50.00 | 0.9 | 0.9 | 0.9285 | 0.9254 | 31.0 | 16,749.51 | 6h 23m | 1.61% |
| 01.13.2012 09:45 | 01.20.2012 15:30 | USDCHF | Sell | 50.00 | 1.0 | 0.9 | 0.94428 | 0.9412 | 30.8 | 16,200.71 | 7d | 1.61% |
| 01.13.2012 10:30 | 01.20.2012 15:30 | USDCHF | Sell | 50.00 | 1.0 | 0.9 | 0.94481 | 0.9417 | 31.1 | 16,361.43 | 7d | 1.60% |
| 01.06.2012 03:15 | 01.06.2012 13:38 | USDCHF | Buy | 50.00 | 0.9 | 1.0 | 0.95226 | 0.9554 | 31.4 | 16,432.91 | 10h 23m | 1.66% |
| 01.06.2012 09:00 | 01.06.2012 13:31 | USDCHF | Buy | 50.00 | 0.9 | 1.0 | 0.9515 | 0.9546 | 31.0 | 16,237.17 | 4h 31m | 1.67% |
| 12.19.2011 01:00 | 12.20.2011 09:48 | USDCHF | Sell | 50.00 | 0.9 | 0.9 | 0.93752 | 0.9344 | 31.2 | 16,652.37 | 1d | 1.74% |
| 12.19.2011 03:15 | 12.20.2011 08:53 | USDCHF | Sell | 50.00 | 0.9 | 0.9 | 0.93813 | 0.935 | 31.3 | 16,695.13 | 1d | 1.78% |
| 12.16.2011 11:30 | 12.16.2011 12:41 | USDCHF | Sell | 50.00 | 0.9 | 0.9 | 0.93943 | 0.9363 | 31.3 | 16,714.73 | 1h 11m | 1.81% |
| 12.15.2011 07:15 | 12.15.2011 08:30 | USDCHF | Buy | 50.00 | 0.9 | 1.0 | 0.951 | 0.9426 | -84.0 | -44,562.34 | 1h 15m | -4.40% |
| 12.15.2011 07:45 | 12.15.2011 08:30 | USDCHF | Buy | 50.00 | 0.9 | 1.0 | 0.94938 | 0.941 | -83.8 | -44,527.10 | 45m | -4.60% |
| 12.15.2011 08:00 | 12.15.2011 08:07 | USDCHF | Buy | 50.00 | 0.9 | 0.9 | 0.9468 | 0.9499 | 31.0 | 16,317.51 | 7m | 1.64% |
| 12.15.2011 07:00 | 12.15.2011 07:57 | USDCHF | Buy | 50.00 | 0.9 | 1.0 | 0.95288 | 0.9445 | -83.8 | -44,362.10 | 57m | -4.26% |
| 12.14.2011 07:15 | 12.14.2011 11:43 | USDCHF | Buy | 50.00 | 0.9 | 0.9 | 0.9447 | 0.9478 | 31.0 | 16,353.66 | 4h 28m | 1.60% |
| 12.14.2011 07:30 | 12.14.2011 08:03 | USDCHF | Buy | 50.00 | 0.9 | 0.9 | 0.94409 | 0.9472 | 31.1 | 16,416.81 | 33m | 1.63% |
| 12.13.2011 08:15 | 12.13.2011 15:40 | USDCHF | Buy | 50.00 | 0.9 | 0.9 | 0.9361 | 0.9392 | 31.0 | 16,503.41 | 7h 25m | 1.67% |
| 12.13.2011 05:00 | 12.13.2011 15:40 | USDCHF | Buy | 50.00 | 0.9 | 0.9 | 0.93649 | 0.9396 | 31.1 | 16,549.60 | 10h 40m | 1.70% |
| 12.13.2011 11:15 | 12.13.2011 14:26 | USDCHF | Buy | 50.00 | 0.9 | 0.9 | 0.9346 | 0.9377 | 31.0 | 16,529.81 | 3h 11m | 1.73% |
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