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Strategy Settings

BREAKEVEN
false
Starting_Lot
0.01
Increasing_Lot
true
Risk
0.05
comment
"KeltnerPr...
MagicNumber
12780
Slip
3
MaxOpenOrders
3
PauseMinutes
0
Entry_Filter
true
+11.37%

0.01%
0.24%
Drawdown: 38.85%

Balance: $99,708.84
Highest: (Nov 08) $104,225.41
Profit: $10,331.84
Deposits: $89,377.00

Test Started: Feb 25, 2010
Test Ended: Dec 02, 2013
Timeframe: 5 Minutes

Model Type: n/a
Added: Mar 28, 2015 at 16:55
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Trades: 329
Profitability:
Pips: 416.4
Average Win: 42.19 pips / $1,483.41
Average Loss: -21.02 pips / -$759.36
Lots: 1,177.88
Commissions: 0
Longs Won: (59/166) 35%
Shorts Won: (57/163) 34%
Best Trade ($): (Aug 07) 3,818.88
Worst Trade ($): (Jul 17) -1,613.04
Best Trade (Pips): (Aug 07) 91.8
Worst Trade (Pips): (Oct 06) -52.8
Avg. Trade Length: 3h 19m
Profit Factor: 1.06
Standard Deviation: $1,149.38
Sharpe Ratio 0.03
Z-Score (Probability): -7.46 (99.99%)
Expectancy 1.3 Pips / $31.40
AHPR: 0.04%
GHPR: 0.03%
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Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% <0.01% 0.05% 0.34% 1.33% 3.81% 9.0% 18.61% 34.93% 60.86%
Consecutive Losing Trades 131 118 105 92 79 66 53 39 26 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (329)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.02.2013 03:55 12.02.2013 12:03 GBPUSD Buy 5.03 1.6 1.6 1.64141 1.63956 -18.5 -930.55 8h 8m -0.92%
11.27.2013 12:55 11.27.2013 14:36 GBPUSD Buy 4.58 1.6 1.6 1.62833 1.632 36.7 1,680.86 1h 41m 1.73%
11.27.2013 13:00 11.27.2013 14:36 GBPUSD Buy 4.34 1.6 1.6 1.62824 1.63191 36.7 1,592.78 1h 36m 1.61%
11.27.2013 12:50 11.27.2013 14:33 GBPUSD Buy 4.79 1.6 1.6 1.62712 1.63036 32.4 1,551.96 1h 43m 1.62%
11.13.2013 13:55 11.13.2013 14:03 GBPUSD Buy 4.39 1.6 1.6 1.59654 1.59409 -24.5 -1,075.55 8m -1.11%
11.13.2013 13:35 11.13.2013 13:58 GBPUSD Buy 5.03 1.6 1.6 1.59795 1.59538 -25.7 -1,292.71 23m -1.32%
11.13.2013 13:45 11.13.2013 13:55 GBPUSD Buy 4.54 1.6 1.6 1.59897 1.59649 -24.8 -1,125.92 10m -1.13%
11.13.2013 13:40 11.13.2013 13:51 GBPUSD Buy 4.81 1.6 1.6 1.59963 1.59701 -26.2 -1,260.22 11m -1.25%
11.12.2013 12:40 11.12.2013 15:47 GBPUSD Sell 4.92 1.6 1.6 1.5866 1.58903 -24.3 -1,195.56 3h 7m -1.17%
11.12.2013 12:35 11.12.2013 13:11 GBPUSD Sell 5.21 1.6 1.6 1.58567 1.58813 -24.6 -1,281.66 36m -1.24%
11.12.2013 12:45 11.12.2013 13:04 GBPUSD Sell 4.72 1.6 1.6 1.58554 1.58804 -25.0 -1,180.00 19m -1.13%
11.08.2013 16:50 11.08.2013 17:51 GBPUSD Sell 4.46 1.6 1.6 1.60194 1.59779 41.5 1,850.90 1h 1m 1.81%
11.08.2013 16:45 11.08.2013 17:50 GBPUSD Sell 4.70 1.6 1.6 1.60202 1.59856 34.6 1,626.20 1h 5m 1.61%
11.08.2013 16:40 11.08.2013 17:50 GBPUSD Sell 4.95 1.6 1.6 1.60201 1.59855 34.6 1,712.70 1h 10m 1.73%
11.05.2013 12:40 11.06.2013 00:40 GBPUSD Buy 4.67 1.6 1.6 1.60289 1.60429 14.0 662.67 12h 0m 0.67%
11.05.2013 12:35 11.06.2013 00:35 GBPUSD Buy 4.92 1.6 1.6 1.60304 1.60457 15.3 762.11 12h 0m 0.78%
11.05.2013 12:45 11.05.2013 18:03 GBPUSD Buy 4.49 1.6 1.6 1.60414 1.60238 -17.6 -790.24 5h 18m -0.80%
10.30.2013 21:25 10.30.2013 21:59 GBPUSD Sell 4.96 1.6 1.6 1.60083 1.60231 -14.8 -734.08 34m -0.74%
10.29.2013 03:35 10.29.2013 03:41 GBPUSD Sell 5.00 1.6 1.6 1.60738 1.60894 -15.6 -780.00 6m -0.78%
10.29.2013 03:30 10.29.2013 03:31 GBPUSD Sell 5.04 1.6 1.6 1.60783 1.60946 -16.3 -821.52 1m -0.82%

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