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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
+330.82%

0.1%
3.15%
Drawdown: 19.63%

Balance: $390,126.60
Highest: (Dec 19) $391,506.72
Profit: $300,749.58
Deposits: $89,377.00

Test Started: Mar 12, 2010
Test Ended: Jan 23, 2014
Timeframe: 15 Minutes

Model Type: n/a
Added: Mar 28, 2015 at 16:54
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Trades: 479
Profitability:
Pips: 3,295.6
Average Win: 31.22 pips / $3,455.86
Average Loss: -24.29 pips / -$2,994.66
Lots: 5,780.57
Commissions: 0
Longs Won: (128/223) 57%
Shorts Won: (141/256) 55%
Best Trade ($): (Apr 04) 9,406.54
Worst Trade ($): (Jul 11) -8,913.10
Best Trade (Pips): (Apr 04) 59.8
Worst Trade (Pips): (Jul 11) -53.5
Avg. Trade Length: 3h 50m
Profit Factor: 1.48
Standard Deviation: $3,617.11
Sharpe Ratio 0.23
Z-Score (Probability): -8.21 (99.99%)
Expectancy 6.9 Pips / $627.87
AHPR: 0.32%
GHPR: 0.31%
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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% 0.02% 1.97%
Consecutive Losing Trades 130 117 104 91 78 65 52 39 26 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (479)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.23.2014 12:00 01.23.2014 16:49 EURUSD Buy 18.02 1.4 1.4 1.36307 1.36589 28.2 5,081.64 4h 49m 1.32%
01.23.2014 11:45 01.23.2014 16:49 EURUSD Buy 18.99 1.4 1.4 1.36314 1.36589 27.5 5,222.25 5h 4m 1.37%
01.23.2014 11:15 01.23.2014 11:41 EURUSD Buy 18.59 1.4 1.4 1.36083 1.36342 25.9 4,814.81 26m 1.28%
01.23.2014 11:30 01.23.2014 11:40 EURUSD Buy 17.77 1.4 1.4 1.36212 1.3639 17.8 3,163.06 10m 0.85%
01.10.2014 17:15 01.10.2014 17:50 EURUSD Buy 16.27 1.4 1.4 1.36382 1.36589 20.7 3,367.89 35m 0.91%
01.10.2014 16:45 01.10.2014 17:50 EURUSD Buy 18.04 1.4 1.4 1.36353 1.36589 23.6 4,257.44 1h 5m 1.18%
01.10.2014 17:00 01.10.2014 17:50 EURUSD Buy 17.15 1.4 1.4 1.36385 1.36589 20.4 3,498.60 50m 0.96%
01.09.2014 17:45 01.09.2014 18:30 EURUSD Sell 18.19 1.4 1.4 1.35778 1.35943 -16.5 -3,001.35 45m -0.83%
01.09.2014 17:15 01.09.2014 17:21 EURUSD Sell 18.33 1.4 1.4 1.356 1.35762 -16.2 -2,969.46 6m -0.81%
12.27.2013 15:15 12.27.2013 16:14 EURUSD Buy 17.41 1.4 1.4 1.3854 1.38124 -41.6 -7,242.56 59m -1.94%
12.27.2013 15:00 12.27.2013 16:13 EURUSD Buy 18.50 1.4 1.4 1.3862 1.38139 -48.1 -8,898.50 1h 13m -2.32%
12.27.2013 14:45 12.27.2013 16:11 EURUSD Buy 19.58 1.4 1.4 1.387 1.38257 -44.3 -8,673.94 1h 26m -2.22%
12.19.2013 00:00 12.19.2013 05:30 EURUSD Sell 18.92 1.4 1.4 1.36943 1.36597 34.6 6,546.32 5h 30m 1.70%
12.19.2013 00:15 12.19.2013 05:29 EURUSD Sell 17.93 1.4 1.4 1.36974 1.36606 36.8 6,598.24 5h 14m 1.74%
12.18.2013 23:45 12.18.2013 23:50 EURUSD Sell 17.49 1.4 1.4 1.37091 1.36767 32.4 5,666.76 5m 1.52%
12.18.2013 23:30 12.18.2013 23:49 EURUSD Sell 18.34 1.4 1.4 1.37178 1.36856 32.2 5,905.48 19m 1.61%
12.05.2013 18:00 12.05.2013 18:06 EURUSD Buy 17.07 1.4 1.4 1.36409 1.36602 19.3 3,294.51 6m 0.91%
12.05.2013 17:15 12.05.2013 18:06 EURUSD Buy 17.96 1.4 1.4 1.3638 1.36623 24.3 4,364.28 51m 1.22%
12.04.2013 17:00 12.04.2013 18:03 EURUSD Sell 18.37 1.4 1.4 1.3547 1.35601 -13.1 -2,406.47 1h 3m -0.67%
12.04.2013 17:15 12.04.2013 18:00 EURUSD Sell 17.51 1.4 1.4 1.35382 1.35559 -17.7 -3,099.27 45m -0.85%

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