ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
BB LengthBB MultFactorKC LengthKC MultFactor
Use TrueRange (KC)
TPSLTS
2
272191.5TRUE01000
3
4
Initial CapticalBase CurrencyPyramidingOrder SizeOrder Type
Recalculate After Order filled
Recalculate On Every Tick
Verify Price For Limit Orders
5
100000Default1001ContractsFALSEFALSE0
6
7
8
Net ProfitTotal Trades
Percent Profitable
Profit FactorAvg Trade
9
494.6014755.78%2.823.36
10
11
AllLongShort
12
Net Profit494.60178.37316.23
13
Gross Profit765.93354.70411.23
14
Gross Loss-271.33-176.33-95.00
15
Profit Factor2.82-2.01-4.33
16
Max Contracts Held
111
17
Total Trades1478859
18
Total Open Trades
000
19
# Winning Trades
824933
20
# Losing Trades653926
21
Percent Profitable
0.560.560.56
22
Avg Trade3.362.035.36
23
Avg Win Trade9.347.2412.46
24
Avg Loss Trade-4.17-4.52-3.65
25
Ratio Avg Win / Avg Loss
-2.24-1.60-3.41
26
Largest Win Trade
77.8277.8259.88
27
Largest Loss Trade
-20.30-20.30-10.59
28
29
Trade #TypeSignalDate/TimePriceContractsProfit
30
1Entry Longlong02/12/2014 03:00:00394.2
31
Exit Long
Close entry(s) order long
02/12/2014 09:00:00395.6611.46
32
2Entry Longlong02/12/2014 17:00:00397.39
33
Exit Long
Close entry(s) order long
02/12/2014 21:00:00398.1410.75
34
3Entry Shortshort05/12/2014 11:00:00390.6
35
Exit Short
Close entry(s) order short
05/12/2014 15:00:003931-2.4
36
4Entry Shortshort08/12/2014 05:00:00379.52
37
Exit Short
Close entry(s) order short
09/12/2014 21:00:00362.85116.67
38
5Entry Shortshort15/12/2014 23:00:00349.07
39
Exit Short
Close entry(s) order short
16/12/2014 23:00:00343.515.57
40
6Entry Longlong20/12/2014 07:00:00334.63
41
Exit Long
Close entry(s) order long
20/12/2014 15:00:00332.281-2.35
42
7Entry Longlong22/12/2014 11:00:00342.2
43
Exit Long
Close entry(s) order long
23/12/2014 19:00:00345.0112.81
44
8Entry Shortshort24/12/2014 19:00:00331.96
45
Exit Short
Close entry(s) order short
25/12/2014 13:00:00326.0115.95
46
9Entry Longlong26/12/2014 13:00:00335.31
47
Exit Long
Close entry(s) order long
27/12/2014 01:00:00330.361-4.95
48
10Entry Shortshort27/12/2014 15:00:00321.06
49
Exit Short
Close entry(s) order short
28/12/2014 05:00:00322.811-1.75
50
11Entry Shortshort03/01/2015 09:00:00308.36
51
Exit Short
Close entry(s) order short
04/01/2015 07:00:00286.18122.18
52
12Entry Longlong07/01/2015 17:00:00295.39
53
Exit Long
Close entry(s) order long
07/01/2015 23:00:00292.611-2.78
54
13Entry Shortshort10/01/2015 15:00:00277.06
55
Exit Short
Close entry(s) order short
11/01/2015 07:00:00278.581-1.52
56
14Entry Shortshort13/01/2015 01:00:00249.66
57
Exit Short
Close entry(s) order short
14/01/2015 07:00:00189.78159.88
58
15Entry Longlong15/01/2015 21:00:00209.6
59
Exit Long
Close entry(s) order long
16/01/2015 05:00:00218.9819.38
60
16Entry Longlong18/01/2015 17:00:00207.28
61
Exit Long
Close entry(s) order long
19/01/2015 05:00:00205.651-1.63
62
17Entry Shortshort20/01/2015 03:00:00206.33
63
Exit ShortClose Short20/01/2015 09:00:00214.641-8.31
64
18Entry Longlong21/01/2015 19:00:00229.72
65
Exit Long
Close entry(s) order long
22/01/2015 17:00:00234.614.88
66
19Entry Shortshort23/01/2015 07:00:00232.76
67
Exit Short
Close entry(s) order short
23/01/2015 23:00:00232.3110.45
68
20Entry Longlong24/01/2015 11:00:00245.28
69
Exit Long
Close entry(s) order long
25/01/2015 05:00:00247.6512.37
70
21Entry Longlong25/01/2015 23:00:00289.79
71
Exit LongClose Long25/01/2015 23:00:00279.051-10.74
72
22Entry Shortshort27/01/2015 13:00:00265.81
73
Exit Short
Close entry(s) order short
27/01/2015 17:00:00264.4911.32
74
23Entry Shortshort28/01/2015 23:00:00236.96
75
Exit Short
Close entry(s) order short
29/01/2015 13:00:00231.7515.21
76
24Entry Longlong02/02/2015 09:00:00228.9
77
Exit Long
Close entry(s) order long
02/02/2015 13:00:00226.991-1.91
78
25Entry Longlong07/02/2015 03:00:00223.3
79
Exit Long
Close entry(s) order long
07/02/2015 13:00:00224.5411.24
80
26Entry Longlong11/02/2015 07:00:00220.45
81
Exit Long
Close entry(s) order long
11/02/2015 17:00:00218.741-1.71
82
27Entry Longlong13/02/2015 05:00:00235.7
83
Exit Long
Close entry(s) order long
14/02/2015 09:00:00249.79114.09
84
28Entry Shortshort15/02/2015 17:00:00232.08
85
Exit Short
Close entry(s) order short
16/02/2015 11:00:00235.621-3.54
86
29Entry Longlong20/02/2015 03:00:00245.06
87
Exit Long
Close entry(s) order long
20/02/2015 13:00:00244.141-0.92
88
30Entry Shortshort22/02/2015 13:00:00235.46
89
Exit Short
Close entry(s) order short
23/02/2015 11:00:00236.81-1.34
90
31Entry Longlong26/02/2015 23:00:00259
91
Exit Long
Close entry(s) order long
27/02/2015 21:00:00259.210.2
92
32Entry Longlong01/03/2015 23:00:00267.03
93
Exit Long
Close entry(s) order long
03/03/2015 05:00:00281.57114.54
94
33Entry Longlong02/03/2015 09:00:00266
95
Exit Long
Close entry(s) order long
03/03/2015 05:00:00281.57115.57
96
34Entry Longlong02/03/2015 17:00:00279.15
97
Exit Long
Close entry(s) order long
03/03/2015 05:00:00281.5712.42
98
35Entry Longlong09/03/2015 18:00:00296.68
99
Exit Long
Close entry(s) order long
10/03/2015 06:00:00299.6412.96
100
36Entry Longlong16/03/2015 06:00:00308.15