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Strategy Settings

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"* * * T...
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"* * * A...
Profit_For_Memory
0
Profit_Equity
0
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"* * * ...
Coef_Lots
0.000015
Multiplier_Lots
10
Coef_NbPositions
0.2
MaximumRisk
0
DecreaseFactor
-12
Coef_Equity
100
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"* * * I...
CCI_Period
100
Dif_CCI_Open
100
Dif_CCI_Close
-100
+7701.37%

0.21%
6.58%
Drawdown: 60.84%

Balance: $780,136.82
Highest: (Aug 12) $936,035.55
Profit: $770,136.78
Deposits: $10,000.00

Test Started: Jan 07, 2009
Test Ended: Aug 19, 2014
Timeframe: 1 Hour

Model Type: n/a
Added: Aug 28, 2014 at 13:52
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Trades: 490
Profitability:
Pips: 40,638.2
Average Win: 100.85 pips / $2,017.81
Average Loss: -386.88 pips / -$10,126.21
Lots: 11,726.60
Commissions: 0
Longs Won: (234/245) 95%
Shorts Won: (238/245) 97%
Best Trade ($): (Aug 08) 37,317.52
Worst Trade ($): (Aug 19) -70,476.58
Best Trade (Pips): (Mar 24) 877.9
Worst Trade (Pips): (May 06) -1,508.3
Avg. Trade Length: 33d
Profit Factor: 5.23
Standard Deviation: $6,506.12
Sharpe Ratio 0.53
Z-Score (Probability): -7.23 (99.99%)
Expectancy 82.9 Pips / $1,571.71
AHPR: 0.91%
GHPR: 0.89%
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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 77 69 62 54 46 39 31 23 15 8
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (490)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.10.2014 12:41 08.19.2014 23:59 EURUSD Buy 16.66 0.7 - 1.36209 1.33174 -303.5 -5,005.66 40d -0.64%
04.16.2014 08:00 08.19.2014 23:59 EURUSD Buy 139.89 1.0 - 1.38312 1.33174 -513.8 -70,476.58 125d -7.55%
07.10.2014 12:41 08.19.2014 23:59 EURUSD Buy 16.64 0.7 - 1.3621 1.33174 -303.6 -5,001.31 40d -0.64%
07.10.2014 12:41 08.19.2014 23:59 EURUSD Buy 16.63 0.7 - 1.36212 1.33174 -303.8 -5,001.64 40d -0.64%
08.18.2014 15:51 08.19.2014 23:59 EURUSD Buy 17.15 0.9 - 1.33773 1.33174 -59.9 -1,025.92 1d -0.13%
04.16.2014 08:00 08.19.2014 23:59 EURUSD Buy 139.90 1.0 - 1.38311 1.33174 -513.7 -70,467.63 125d -8.17%
05.19.2014 16:00 08.19.2014 23:59 EURUSD Buy 13.27 1.1 - 1.37078 1.33174 -390.4 -5,082.94 92d -0.64%
10.31.2011 04:23 08.19.2014 23:59 EURUSD Buy 4.72 1.0 - 1.40498 1.33174 -732.4 -3,070.65 1023d -0.33%
08.18.2014 15:51 08.19.2014 23:59 EURUSD Sell 171.66 1.8 - 1.33743 1.33204 53.9 9,233.60 1d 1.20%
11.14.2013 11:46 08.12.2014 03:00 EURUSD Sell 122.43 1.9 - 1.34299 1.33816 48.3 2,290.67 270d 0.25%
11.13.2013 17:26 08.12.2014 03:00 EURUSD Sell 110.81 1.7 - 1.34332 1.33817 51.5 2,391.27 271d 0.26%
07.10.2014 12:41 08.08.2014 10:22 EURUSD Sell 166.44 2.0 - 1.36182 1.33908 227.4 37,317.52 28d 4.17%
07.10.2014 12:41 08.08.2014 10:22 EURUSD Sell 166.59 2.0 - 1.3618 1.33909 227.1 37,301.17 28d 4.35%
07.10.2014 12:41 08.05.2014 10:37 EURUSD Sell 166.73 2.0 - 1.36179 1.34004 217.5 35,823.61 25d 4.36%
06.26.2014 12:00 08.05.2014 10:37 EURUSD Sell 142.75 1.8 - 1.36156 1.34005 215.1 30,108.83 39d 3.81%
06.06.2014 12:31 07.02.2014 16:27 EURUSD Buy 13.61 1.0 - 1.36333 1.36488 15.5 237.09 26d 0.03%
06.26.2014 12:00 07.02.2014 16:00 EURUSD Buy 14.26 1.0 - 1.36186 1.36557 37.1 533.60 6d 0.07%
06.06.2014 12:31 06.13.2014 08:08 EURUSD Sell 136.21 1.7 - 1.36303 1.35681 62.2 8,367.38 6d 1.07%
05.19.2014 16:00 05.27.2014 02:34 EURUSD Sell 132.85 1.7 - 1.37048 1.367 34.8 4,506.27 7d 0.58%
04.16.2014 08:00 05.19.2014 11:03 EURUSD Sell 13.98 1.8 - 1.38281 1.37141 114.0 1,542.97 33d 0.20%

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