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Strategy Settings

Trailingstop
5
StopLoss
100
TakeProfit
45
RecoveryMode
true
RecoveryModeMulti
2
Risk
0.5
DayFilter
false
Day1
5
Day2
0
StopDayMonth
31
HourFilter
false
GMTOffset
3
ExceptHs1
0
SlipPage
3
Magic
4985
+2084.54%

0.22%
6.68%
Drawdown: 28.37%

Balance: $21,845.40
Highest: (Dec 16) $21,845.40
Profit: $20,845.40
Deposits: $1,000.00

Test Started: Jan 15, 2008
Test Ended: Dec 16, 2011
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Apr 09, 2013 at 01:04
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Trades: 875
Profitability:
Pips: 2,145.0
Average Win: 5.40 pips / $43.39
Average Loss: -90.30 pips / -$590.66
Lots: 719.38
Commissions: 0
Longs Won: (336/350) 96%
Shorts Won: (512/525) 97%
Best Trade ($): (Sep 12) 588.00
Worst Trade ($): (Dec 01) -1,900.00
Best Trade (Pips): (Sep 03) 39.0
Worst Trade (Pips): (Mar 25) -100.0
Avg. Trade Length: 1h 11m
Profit Factor: 2.31
Standard Deviation: $152.97
Sharpe Ratio 0.19
Z-Score (Probability): -2.19 (-102.83%)
Expectancy 2.5 Pips / $23.82
AHPR: 0.38%
GHPR: 0.35%
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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% 0.94%
Consecutive Losing Trades 37 33 30 26 22 18 15 11 7 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (875)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.16.2011 02:00 12.16.2011 10:39 EURUSD Sell 2.19 1.3 1.3 1.302 1.3018 2.0 43.80 8h 39m 0.20%
12.15.2011 16:30 12.15.2011 17:44 EURUSD Sell 2.17 1.3 1.3 1.3027 1.3023 4.0 86.80 1h 14m 0.40%
12.15.2011 16:45 12.15.2011 16:48 EURUSD Sell 1.92 1.3 1.3 1.3042 1.3038 4.0 76.80 3m 0.35%
12.15.2011 16:15 12.15.2011 16:18 EURUSD Sell 2.17 1.3 1.3 1.302 1.3019 1.0 21.70 3m 0.10%
12.15.2011 16:00 12.15.2011 16:02 EURUSD Sell 2.16 1.3 1.3 1.3021 1.302 1.0 21.60 2m 0.10%
12.15.2011 10:00 12.15.2011 12:03 EURUSD Sell 2.12 1.3 1.3 1.2995 1.2992 3.0 63.60 2h 3m 0.30%
12.15.2011 11:15 12.15.2011 11:44 EURUSD Sell 1.89 1.3 1.3 1.3017 1.3015 2.0 37.80 29m 0.18%
12.15.2011 11:30 12.15.2011 11:31 EURUSD Sell 1.65 1.3 1.3 1.303 1.3025 5.0 82.50 1m 0.39%
12.15.2011 10:45 12.15.2011 11:09 EURUSD Sell 1.87 1.3 1.3 1.3013 1.3007 6.0 112.20 24m 0.53%
12.15.2011 11:00 12.15.2011 11:03 EURUSD Sell 1.64 1.3 1.3 1.3023 1.3014 9.0 147.60 3m 0.70%
12.15.2011 06:30 12.15.2011 06:50 EURUSD Sell 2.12 1.3 1.3 1.2996 1.2995 1.0 21.20 20m 0.10%
12.13.2011 14:15 12.13.2011 14:30 EURUSD Sell 2.11 1.3 1.3 1.3228 1.3225 3.0 63.30 15m 0.30%
12.13.2011 11:30 12.13.2011 11:37 EURUSD Sell 2.11 1.3 1.3 1.3205 1.3203 2.0 42.20 7m 0.20%
11.28.2011 01:15 11.28.2011 03:26 EURUSD Sell 2.05 1.3 1.3 1.3292 1.3287 5.0 102.50 2h 11m 0.50%
11.28.2011 01:45 11.28.2011 03:26 EURUSD Sell 1.82 1.3 1.3 1.3308 1.3287 21.0 382.20 1h 41m 1.85%
11.28.2011 01:30 11.28.2011 01:37 EURUSD Sell 1.81 1.3 1.3 1.3306 1.3303 3.0 54.30 7m 0.27%
11.17.2011 16:00 11.17.2011 16:12 EURUSD Sell 2.04 1.3 1.3 1.3492 1.3486 6.0 122.40 12m 0.60%
11.17.2011 09:45 11.17.2011 09:48 EURUSD Sell 2.03 1.4 1.3 1.3517 1.3513 4.0 81.20 3m 0.40%
11.17.2011 08:45 11.17.2011 09:01 EURUSD Sell 2.03 1.4 1.3 1.3507 1.3503 4.0 81.20 16m 0.40%
11.17.2011 08:00 11.17.2011 08:22 EURUSD Sell 2.02 1.3 1.3 1.3488 1.3484 4.0 80.80 22m 0.40%

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