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Strategy Settings

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Profit_For_Memory
0
Profit_Equity
0
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"* * * ...
Coef_Lots
0.000015
Multiplier_Lots
10
Coef_NbPositions
0.2
MaximumRisk
0
DecreaseFactor
-12
Coef_Equity
100
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CCI_Period
100
MA_Period
68
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+18887.26%

0.19%
5.82%
Drawdown: 96.72%

Balance: $189,872.58
Highest: (Aug 05) $196,366.01
Profit: $188,872.63
Deposits: $1,000.00

Test Started: Jan 03, 2007
Test Ended: Aug 18, 2014
Timeframe: 1 Hour

Model Type: n/a
Added: Aug 24, 2014 at 11:05
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Trades: 498
Profitability:
Pips: 42,069.4
Average Win: 132.51 pips / $457.76
Average Loss: -465.54 pips / -$519.57
Lots: 1,934.18
Commissions: 0
Longs Won: (230/249) 92%
Shorts Won: (228/249) 91%
Best Trade ($): (Aug 05) 8,316.34
Worst Trade ($): (Sep 12) -5,640.28
Best Trade (Pips): (Sep 12) 827.9
Worst Trade (Pips): (Mar 06) -2,393.4
Avg. Trade Length: 48d
Profit Factor: 10.09
Standard Deviation: $1,192.41
Sharpe Ratio 0.39
Z-Score (Probability): -3.68 (-237.54%)
Expectancy 84.5 Pips / $379.26
AHPR: 1.10%
GHPR: 1.06%
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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 365 329 292 256 219 183 146 110 73 37
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (498)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.10.2014 12:41 08.18.2014 23:59 EURUSD Buy 3.87 0.7 - 1.36209 1.33612 -259.7 -993.58 39d -0.52%
10.31.2011 04:23 08.18.2014 23:59 EURUSD Buy 0.91 1.0 - 1.40498 1.33612 -688.6 -552.23 1022d -0.28%
07.09.2014 15:54 08.18.2014 23:59 EURUSD Buy 3.22 1.0 - 1.36171 1.33612 -255.9 -813.70 40d -0.42%
08.11.2014 15:55 08.18.2014 23:59 EURUSD Sell 40.87 1.8 - 1.3382 1.33642 17.8 696.02 7d 0.37%
03.19.2014 19:00 08.18.2014 23:59 EURUSD Buy 2.41 1.1 - 1.39159 1.33612 -554.7 -1,307.52 152d -0.67%
05.19.2014 16:00 08.18.2014 23:59 EURUSD Buy 2.93 1.1 - 1.37078 1.33612 -346.6 -994.20 91d -0.51%
08.13.2012 11:21 08.18.2014 23:59 EURUSD Sell 1.28 1.7 - 1.23205 1.33642 -1,043.7 -1,439.43 735d -0.74%
07.10.2014 12:41 08.18.2014 23:59 EURUSD Buy 3.87 0.7 - 1.3621 1.33612 -259.8 -993.97 39d -0.52%
08.11.2014 15:55 08.18.2014 23:59 EURUSD Buy 4.08 0.9 - 1.3385 1.33612 -23.8 -94.82 7d -0.05%
11.13.2013 17:26 08.05.2014 10:37 EURUSD Sell 25.60 1.7 - 1.34332 1.34007 32.5 85.76 264d 0.05%
07.10.2014 12:41 08.05.2014 10:37 EURUSD Sell 38.79 2.0 - 1.36179 1.34009 217.0 8,315.02 25d 4.63%
07.09.2014 15:54 08.05.2014 10:37 EURUSD Sell 32.22 1.7 - 1.36141 1.3401 213.1 6,770.39 26d 3.91%
11.14.2013 11:46 08.05.2014 10:37 EURUSD Sell 28.31 1.9 - 1.34299 1.34008 29.1 7.93 263d 0.00%
07.10.2014 12:41 08.05.2014 10:37 EURUSD Sell 38.76 2.0 - 1.3618 1.34008 217.2 8,316.34 25d 4.42%
06.06.2014 12:31 07.02.2014 16:27 EURUSD Buy 3.13 1.0 - 1.36333 1.36488 15.5 54.52 26d 0.03%
06.26.2014 12:00 07.02.2014 16:00 EURUSD Buy 3.31 1.0 - 1.36186 1.36557 37.1 123.86 6d 0.07%
06.26.2014 12:00 06.26.2014 14:35 EURUSD Sell 33.18 1.8 - 1.36156 1.36048 10.8 358.35 2h 35m 0.21%
06.06.2014 12:31 06.16.2014 08:23 EURUSD Sell 31.32 1.7 - 1.36303 1.35403 90.0 2,791.24 9d 1.65%
05.19.2014 16:00 06.02.2014 15:08 EURUSD Sell 29.32 1.7 - 1.37048 1.36145 90.3 2,602.45 13d 1.56%
04.02.2014 15:23 05.19.2014 11:03 EURUSD Sell 31.27 1.9 - 1.37785 1.37143 64.2 1,845.87 46d 1.12%

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