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Strategy Settings

magic
79205
CommonSettings
"---------...
user_slippage
2
grid_size
70
profit_lock
0.6
profit_mode
1
MoneyManagementSett...
"---------...
min_lots
0.2
min_lots_increment
0.04
account_risk
100
IndicatorSettings
"---------...
cci_period
60
cci_cross_level
100
shift
0
+68.47%

0.14%
4.42%
Drawdown: 95.67%

Balance: $67,387.38
Highest: (Dec 27) $67,415.66
Profit: $27,387.38
Deposits: $40,000.00

Test Started: Jan 02, 2013
Test Ended: Dec 30, 2013
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Apr 09, 2014 at 06:35
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Trades: 616
Profitability:
Pips: 349.0
Average Win: 55.32 pips / $211.03
Average Loss: -85.21 pips / -$216.50
Lots: 222.08
Commissions: 0
Longs Won: (187/314) 59%
Shorts Won: (189/302) 62%
Best Trade ($): (Feb 21) 6,011.20
Worst Trade ($): (Feb 21) -1,067.35
Best Trade (Pips): (Jul 10) 229.0
Worst Trade (Pips): (Feb 21) -410.0
Avg. Trade Length: 2d
Profit Factor: 1.53
Standard Deviation: $443.26
Sharpe Ratio 0.09
Z-Score (Probability): -10.47 (99.99%)
Expectancy 0.6 Pips / $44.46
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% <0.01% 0.11% 4.06%
Consecutive Losing Trades 311 280 249 218 187 156 124 93 62 31
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (616)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2013 01:47 12.30.2013 23:59 GBPUSD Sell 0.20 - - 1.6483 1.6495 -12.0 -24.00 22h 12m -0.04%
12.27.2013 18:25 12.30.2013 23:59 GBPUSD Buy 0.20 - - 1.6495 1.6493 -2.0 -4.28 3d -0.01%
12.27.2013 09:55 12.27.2013 20:23 GBPUSD Sell 0.20 - - 1.6485 1.6471 14.0 28.00 10h 28m 0.04%
12.19.2013 18:35 12.27.2013 20:23 GBPUSD Sell 0.20 - - 1.6379 1.6471 -92.0 -188.80 8d -0.28%
12.27.2013 13:36 12.27.2013 20:23 GBPUSD Sell 0.20 - - 1.6529 1.6471 58.0 116.00 6h 47m 0.17%
12.27.2013 13:40 12.27.2013 20:23 GBPUSD Sell 0.20 - - 1.6532 1.6471 61.0 122.00 6h 43m 0.18%
12.18.2013 21:55 12.27.2013 16:58 GBPUSD Buy 0.20 - - 1.638 1.6499 119.0 234.92 8d 0.35%
12.18.2013 16:59 12.19.2013 14:55 GBPUSD Sell 0.20 - - 1.6391 1.6347 44.0 86.20 21h 56m 0.13%
12.13.2013 17:25 12.19.2013 14:55 GBPUSD Sell 0.20 - - 1.6286 1.6347 -61.0 -125.60 5d -0.19%
12.18.2013 21:13 12.19.2013 14:55 GBPUSD Sell 0.20 - - 1.6417 1.6347 70.0 138.20 17h 42m 0.21%
12.18.2013 12:12 12.19.2013 14:55 GBPUSD Sell 0.20 - - 1.6357 1.6347 10.0 18.20 1d 0.03%
12.18.2013 20:06 12.18.2013 20:42 GBPUSD Buy 0.20 - - 1.6389 1.6445 56.0 112.00 36m 0.17%
12.17.2013 17:20 12.18.2013 10:23 GBPUSD Buy 0.28 - - 1.6244 1.6314 70.0 195.61 17h 3m 0.29%
12.11.2013 17:10 12.18.2013 10:23 GBPUSD Buy 0.20 - - 1.6369 1.6314 -55.0 -111.96 6d -0.17%
12.17.2013 15:51 12.18.2013 10:23 GBPUSD Buy 0.20 - - 1.6267 1.6314 47.0 93.72 18h 32m 0.14%
12.17.2013 17:17 12.18.2013 10:23 GBPUSD Buy 0.24 - - 1.6246 1.6314 68.0 162.86 17h 6m 0.24%
12.12.2013 18:15 12.18.2013 10:23 GBPUSD Buy 0.20 - - 1.6331 1.6314 -17.0 -35.12 5d -0.05%
12.10.2013 10:35 12.18.2013 10:23 GBPUSD Buy 0.20 - - 1.644 1.6314 -126.0 -254.24 7d -0.38%
12.13.2013 13:26 12.18.2013 10:23 GBPUSD Buy 0.20 - - 1.6272 1.6314 42.0 83.16 4d 0.13%
12.13.2013 13:26 12.18.2013 10:23 GBPUSD Buy 0.20 - - 1.6271 1.6314 43.0 85.16 4d 0.13%

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