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Strategy Settings

BREAKEVEN
true
Starting_Lot
0.01
Increasing_Lot
true
Risk
0.05
comment
"KeltnerPr...
MagicNumber
12780
Slip
3
MaxOpenOrders
3
PauseMinutes
0
Entry_Filter
false
+117.99%

0.05%
1.54%
Drawdown: 17.87%

Balance: $196,644.30
Highest: (Feb 04) $206,396.02
Profit: $107,267.29
Deposits: $89,377.00

Test Started: Feb 26, 2010
Test Ended: May 02, 2014
Timeframe: 5 Minutes

Model Type: n/a
Added: Mar 28, 2015 at 16:50
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Trades: 341
Profitability:
Pips: 1,772.9
Average Win: 27.23 pips / $1,608.23
Average Loss: -18.86 pips / -$1,098.15
Lots: 2,021.55
Commissions: 0
Longs Won: (79/163) 48%
Shorts Won: (99/178) 55%
Best Trade ($): (Jun 20) 3,568.43
Worst Trade ($): (Dec 06) -2,148.71
Best Trade (Pips): (Nov 30) 57.5
Worst Trade (Pips): (Nov 03) -35.3
Avg. Trade Length: 2h 17m
Profit Factor: 1.60
Standard Deviation: $1,456.64
Sharpe Ratio 0.24
Z-Score (Probability): -7.25 (99.99%)
Expectancy 5.2 Pips / $314.57
AHPR: 0.24%
GHPR: 0.23%
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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 179 161 143 125 107 90 72 54 36 18
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (341)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.02.2014 16:55 05.02.2014 17:58 AUDUSD Sell 8.97 0.9 0.9 0.92185 0.92334 -14.9 -1,336.53 1h 3m -0.68%
05.02.2014 16:50 05.02.2014 17:49 AUDUSD Sell 9.50 0.9 0.9 0.92135 0.92271 -13.6 -1,292.00 59m -0.65%
05.02.2014 16:45 05.02.2014 16:57 AUDUSD Sell 10.03 0.9 0.9 0.92074 0.92216 -14.2 -1,424.26 12m -0.71%
04.23.2014 05:55 04.23.2014 11:18 AUDUSD Sell 9.91 0.9 0.9 0.92987 0.92731 25.6 2,536.96 5h 23m 1.28%
04.23.2014 05:40 04.23.2014 05:54 AUDUSD Sell 9.13 0.9 0.9 0.93233 0.93021 21.2 1,935.56 14m 0.99%
04.23.2014 05:35 04.23.2014 05:54 AUDUSD Sell 9.62 0.9 0.9 0.93226 0.92979 24.7 2,376.14 19m 1.24%
04.23.2014 05:45 04.23.2014 05:54 AUDUSD Sell 8.71 0.9 0.9 0.9319 0.93021 16.9 1,471.99 9m 0.75%
04.10.2014 05:40 04.10.2014 06:03 AUDUSD Buy 9.40 0.9 0.9 0.94372 0.94159 -21.3 -2,002.20 23m -1.02%
04.10.2014 05:35 04.10.2014 06:03 AUDUSD Buy 9.90 0.9 0.9 0.94361 0.94159 -20.2 -1,999.80 28m -1.01%
04.10.2014 05:45 04.10.2014 06:03 AUDUSD Buy 8.90 0.9 0.9 0.94341 0.94159 -18.2 -1,619.80 18m -0.83%
03.19.2014 21:20 03.19.2014 22:08 AUDUSD Sell 8.75 0.9 0.9 0.90538 0.90297 24.1 2,108.75 48m 1.08%
03.19.2014 21:15 03.19.2014 22:05 AUDUSD Sell 9.16 0.9 0.9 0.90598 0.904 19.8 1,813.68 50m 0.93%
03.19.2014 21:10 03.19.2014 22:00 AUDUSD Sell 9.60 0.9 0.9 0.90701 0.90479 22.2 2,131.20 50m 1.11%
03.13.2014 03:40 03.13.2014 08:50 AUDUSD Buy 9.28 0.9 0.9 0.90627 0.90437 -19.0 -1,763.20 5h 10m -0.91%
03.13.2014 03:35 03.13.2014 08:50 AUDUSD Buy 9.77 0.9 0.9 0.90616 0.90437 -17.9 -1,748.83 5h 15m -0.89%
02.20.2014 05:00 02.20.2014 11:06 AUDUSD Sell 8.96 0.9 0.9 0.89546 0.89703 -15.7 -1,406.72 6h 6m -0.71%
02.20.2014 04:50 02.20.2014 10:22 AUDUSD Sell 9.97 0.9 0.9 0.89534 0.89656 -12.2 -1,216.34 5h 32m -0.61%
02.20.2014 04:55 02.20.2014 10:21 AUDUSD Sell 9.48 0.9 0.9 0.895 0.89644 -14.4 -1,365.12 5h 26m -0.68%
02.13.2014 03:35 02.13.2014 13:31 AUDUSD Sell 10.24 0.9 0.9 0.89504 0.89681 -17.7 -1,812.48 9h 56m -0.90%
02.13.2014 03:45 02.13.2014 12:30 AUDUSD Sell 9.26 0.9 0.9 0.89437 0.89621 -18.4 -1,703.84 8h 45m -0.84%

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