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Strategy Settings

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"* * * T...
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Profit_For_Memory
0
Profit_Equity
0
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"* * * ...
Coef_Lots
0.000015
Multiplier_Lots
1
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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+2299.78%

0.16%
4.77%
Drawdown: 58.84%

Balance: $239,978.27
Highest: (Aug 05) $263,477.76
Profit: $229,978.36
Deposits: $10,000.00

Test Started: Jan 07, 2009
Test Ended: Aug 14, 2014
Timeframe: 1 Hour

Model Type: n/a
Added: Aug 24, 2014 at 10:51
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Trades: 398
Profitability:
Pips: 40,269.4
Average Win: 145.56 pips / $762.05
Average Loss: -443.25 pips / -$1,681.86
Lots: 309.70
Commissions: 0
Longs Won: (181/197) 91%
Shorts Won: (187/201) 93%
Best Trade ($): (Jun 08) 11,115.76
Worst Trade ($): (Aug 14) -15,760.77
Best Trade (Pips): (Sep 26) 1,031.5
Worst Trade (Pips): (May 06) -1,508.3
Avg. Trade Length: 43d
Profit Factor: 5.56
Standard Deviation: $2,031.78
Sharpe Ratio 0.37
Z-Score (Probability): -6.52 (99.99%)
Expectancy 101.2 Pips / $577.84
AHPR: 0.83%
GHPR: 0.80%
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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 143 128 114 100 86 71 57 43 29 14
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (398)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.02.2013 15:00 08.14.2014 23:59 EURUSD Sell 4.04 1.8 - 1.28326 1.33686 -536.0 -15,760.77 499d -6.02%
07.10.2014 12:41 08.14.2014 23:59 EURUSD Buy 0.51 0.7 - 1.36229 1.33637 -259.2 -1,002.04 35d -0.41%
07.10.2014 12:41 08.14.2014 23:59 EURUSD Buy 0.51 0.7 - 1.36232 1.33637 -259.5 -1,003.18 35d -0.41%
07.10.2014 12:41 08.14.2014 23:59 EURUSD Buy 0.51 0.7 - 1.36228 1.33637 -259.1 -1,001.66 35d -0.41%
08.13.2012 11:21 08.14.2014 23:59 EURUSD Sell 0.22 1.7 - 1.23205 1.33686 -1,048.1 -1,689.97 731d -0.64%
07.10.2014 12:41 08.14.2014 23:59 EURUSD Buy 0.51 0.7 - 1.36233 1.33637 -259.6 -1,003.56 35d -0.42%
05.19.2014 20:18 08.14.2014 23:59 EURUSD Buy 0.38 1.0 - 1.37193 1.33637 -355.6 -1,035.51 87d -0.42%
07.10.2014 12:41 08.14.2014 23:59 EURUSD Buy 0.51 0.7 - 1.36231 1.33637 -259.4 -1,002.80 35d -0.41%
11.13.2013 17:15 08.05.2014 10:37 EURUSD Sell 3.88 1.5 - 1.34194 1.34026 16.8 708.44 264d 0.27%
11.13.2013 17:25 08.05.2014 10:37 EURUSD Sell 4.19 1.6 - 1.34263 1.34027 23.6 977.63 264d 0.38%
11.14.2013 11:46 08.05.2014 10:37 EURUSD Sell 4.99 1.9 - 1.34299 1.34027 27.2 1,295.08 263d 0.49%
11.13.2013 17:26 08.05.2014 10:37 EURUSD Sell 4.50 1.7 - 1.34332 1.34026 30.6 1,284.99 264d 0.49%
06.26.2014 12:00 07.02.2014 16:00 EURUSD Buy 0.44 1.0 - 1.36205 1.36557 35.2 112.15 6d 0.04%
06.26.2014 12:00 06.26.2014 14:35 EURUSD Sell 4.40 1.8 - 1.36156 1.36067 8.9 287.80 2h 35m 0.11%
05.19.2014 20:18 06.02.2014 09:59 EURUSD Sell 3.89 1.7 - 1.37144 1.36096 104.8 3,007.23 13d 1.18%
04.16.2014 08:51 05.19.2014 09:00 EURUSD Sell 0.37 1.8 - 1.38224 1.37164 106.0 288.58 33d 0.11%
04.16.2014 08:51 05.08.2014 15:13 EURUSD Buy 3.72 0.9 - 1.38273 1.38905 63.2 1,628.27 22d 0.64%
04.16.2014 08:00 05.08.2014 15:13 EURUSD Buy 3.61 1.0 - 1.38331 1.38903 57.2 1,424.21 22d 0.56%
04.16.2014 08:00 04.24.2014 14:39 EURUSD Sell 0.36 1.8 - 1.38282 1.38032 25.0 65.98 8d 0.03%
03.26.2014 04:04 04.14.2014 09:00 EURUSD Buy 0.35 1.0 - 1.38191 1.38401 21.0 48.32 19d 0.02%

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