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Strategy Settings

MagicNumber
22473
License
"XXX"
OrderString
"Black Bel...
MM
true
MaxOpenTrades
16
initial_balance
5000
balance_percent
0.9
fixed_lot
0.1
Slippage
3
+1.02M%

0.53%
17.33%
Drawdown: 39.33%

Balance: $50,946,242.76
Highest: (Aug 17) $65,799,289.42
Profit: $50,941,242.76
Deposits: $5,000.00

Test Started: Jan 02, 2007
Test Ended: Sep 30, 2011
Timeframe: 30 Minutes

Model Type: Every Tick
Added: Feb 24, 2012 at 15:24
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Trades: 3,199
Profitability:
Pips: 54,866.6
Average Win: 64.40 pips / $111,297.42
Average Loss: -41.89 pips / -$103,258.98
Lots: 640,723.30
Commissions: 0
Longs Won: (897/1,574) 56%
Shorts Won: (880/1,625) 54%
Best Trade ($): (Aug 17) 2,777,770.00
Worst Trade ($): (Sep 13) -5,362,406.40
Best Trade (Pips): (Dec 16) 606.9
Worst Trade (Pips): (Sep 23) -516.1
Avg. Trade Length: 1d
Profit Factor: 1.35
Standard Deviation: $307,202.87
Sharpe Ratio 0.17
Z-Score (Probability): -15.69 (99.99%)
Expectancy 17.2 Pips / $15,924.11
AHPR: 0.30%
GHPR: 0.29%
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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% 0.02% 0.22% 2.17% 16.39%
Consecutive Losing Trades 493 444 395 345 296 247 197 148 99 49
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (3199)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.29.2011 08:30 09.30.2011 08:04 EURUSD Buy 1210.20 - - 1.3661 1.35041 -156.9 -1,900,014.00 23h 34m -3.60%
09.28.2011 14:00 09.30.2011 08:04 EURUSD Buy 1210.20 - - 1.36371 1.35041 -133.0 -1,614,406.80 1d -2.96%
09.28.2011 08:00 09.28.2011 08:30 EURUSD Buy 1217.40 - - 1.3638 1.36115 -26.5 -322,611.00 30m -0.59%
09.27.2011 14:00 09.27.2011 14:30 EURUSD Buy 1221.90 - - 1.36441 1.36272 -16.9 -206,501.10 30m -0.38%
09.27.2011 12:30 09.27.2011 13:00 EURUSD Buy 1209.30 - - 1.35863 1.35768 -9.5 -114,883.50 30m -0.21%
09.26.2011 15:00 09.27.2011 13:00 EURUSD Buy 1209.30 - - 1.34712 1.35768 105.6 1,275,811.50 22h 0m 2.42%
09.26.2011 16:00 09.27.2011 13:00 EURUSD Buy 1209.30 - - 1.35166 1.35768 60.2 726,789.30 21h 0m 1.35%
09.26.2011 21:30 09.27.2011 13:00 EURUSD Buy 1209.30 - - 1.3539 1.35768 37.8 455,906.10 15h 30m 0.83%
09.25.2011 23:30 09.26.2011 15:00 EURUSD Buy 1209.30 - - 1.35271 1.34701 -57.0 -690,510.30 15h 30m -1.29%
09.23.2011 14:00 09.26.2011 15:00 EURUSD Buy 1209.30 - - 1.35125 1.34701 -42.4 -513,952.50 3d -0.94%
09.23.2011 16:00 09.26.2011 15:00 EURUSD Buy 1209.30 - - 1.35172 1.34701 -47.1 -570,789.60 2d -1.06%
09.22.2011 16:00 09.23.2011 12:30 EURUSD Sell 1217.60 - - 1.34448 1.34754 -30.6 -374,533.76 20h 30m -0.68%
09.21.2011 12:00 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.36468 1.34508 196.0 2,010,923.20 23h 30m 4.15%
09.21.2011 20:30 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.3567 1.34508 116.2 1,190,180.20 15h 0m 2.36%
09.21.2011 11:00 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.36629 1.34508 212.1 2,176,511.70 1d 4.70%
09.22.2011 03:30 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.35422 1.34508 91.4 940,049.00 8h 0m 1.78%
09.22.2011 01:30 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.35682 1.34508 117.4 1,207,459.00 10h 0m 2.34%
09.22.2011 08:30 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.35234 1.34508 72.6 746,691.00 3h 0m 1.39%
09.22.2011 10:00 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.34742 1.34508 23.4 240,669.00 1h 30m 0.44%
09.19.2011 23:00 09.21.2011 09:00 EURUSD Sell 1045.90 - - 1.36024 1.36769 -74.5 -782,542.38 1d -1.66%

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