Strategy Settings
A1_enable 1 A4_enable 1 A8_enable 1
A12_enable 1 A2_enable 1 A6_enable 1
A7_enable 1 A10_enable 1
Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +9392.81M%
  • Daily: 0.43%
  • Monthly: 13.77%
  • Drawdown: 0.00%
  • Balance: $46964066.8K
  • Highest: (Feb 23) $47897387.5K
  • Profit: $46964066293.08
  • Deposits: $500.00
  • Test Started:Sep 18, 2000
  • Test Ended:Jun 24, 2010
  • Timeframe:1 Minute
  • Model Type:Every Tick
  • Added:Jun 25 2010 at 19:04
More
  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 16824
Profitability:
Pips: 61548.6
Average Win: 46.09 pips / $37136894.66
Average Loss: -42.40 pips / -$34491597.90
Lots: 1,298,910,675.53
Commissions: 0
Longs Won: (4231/8217) 51%
Shorts Won: (4526/8607) 52%
Best Trade($): (Sep 22) 279997200.00
Worst Trade($): (May 08) -119998800.00
Best Trade (Pips): (Sep 22) 280.0
Worst Trade (Pips): (Sep 22) -120.0
Avg. Trade Length: 15h 24m
Profit Factor: 1.17
Standard Deviation: $52718465.88
Sharpe Ratio: 0.0400
Z-Score (Probability): -32.01 (99.99%)
Expectancy: 3.7 Pips / $2791492.29
AHPR: 0.19%
GHPR: 0.11%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
EURUSD 8217 42723.0 32339932107.85 8607 18825.6 14624134185.35 16824 61548.6 46964066293.20 8757 (52%) 8067 (48%)
Trading Activity (16824)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
06.24.2010 15:04 06.24.2010 23:59 EURUSD Buy 99999.00 1.22305 1.24705 1.22905 1.23274 36.9 36899631.00 8h 55m 0.08%
06.24.2010 23:04 06.24.2010 23:59 EURUSD Sell 99999.00 1.23968 1.21568 1.23368 1.23283 8.5 8499915.00 55m 0.02%
06.24.2010 11:04 06.24.2010 17:49 EURUSD Sell 99999.00 1.23718 1.20718 1.22718 1.23718 -100.0 -99999000.00 6h 45m -0.21%
05.07.2010 03:00 06.24.2010 09:00 EURUSD Buy 99999.00 1.25337 1.28937 1.26137 1.25337 -80.0 -86719132.80 48d -0.18%
05.07.2010 02:02 05.07.2010 22:00 EURUSD Buy 99999.00 1.25789 1.28189 1.26589 1.27299 71.0 70999290.00 19h 58m 0.15%
05.07.2010 08:01 05.07.2010 17:00 EURUSD Sell 99999.00 1.28122 1.24122 1.26922 1.26516 40.6 40599594.00 8h 59m 0.09%
05.07.2010 15:04 05.07.2010 16:05 EURUSD Buy 99999.00 1.26440 1.28840 1.27040 1.26440 -60.0 -59999400.00 1h 1m -0.13%
05.07.2010 08:02 05.07.2010 10:10 EURUSD Sell 99999.00 1.27674 1.24274 1.26874 1.27674 -80.0 -79999200.00 2h 8m -0.17%
05.06.2010 23:01 05.07.2010 04:22 EURUSD Sell 99999.00 1.26839 1.24439 1.26239 1.26839 -60.0 -60069399.30 5h 21m -0.13%
05.06.2010 11:05 05.06.2010 18:00 EURUSD Sell 99999.00 1.29113 1.26113 1.28113 1.26892 122.1 122098779.00 6h 55m 0.26%
05.06.2010 15:02 05.06.2010 17:51 EURUSD Buy 99999.00 1.26549 1.28949 1.27149 1.26549 -60.0 -59999400.00 2h 49m -0.13%
05.06.2010 08:00 05.06.2010 17:00 EURUSD Sell 99999.00 1.29520 1.25520 1.28320 1.27115 120.5 120498795.00 9h 0m 0.26%
05.06.2010 02:00 05.06.2010 13:46 EURUSD Buy 99999.00 1.27369 1.29769 1.28169 1.27369 -80.0 -79999200.00 11h 46m -0.17%
05.06.2010 03:00 05.06.2010 08:34 EURUSD Buy 99999.00 1.27563 1.31163 1.28363 1.27563 -80.0 -79999200.00 5h 34m -0.17%
05.05.2010 15:04 05.06.2010 08:15 EURUSD Buy 99999.00 1.27838 1.30238 1.28438 1.27838 -60.0 -60419395.80 17h 11m -0.13%
05.05.2010 23:03 05.06.2010 04:53 EURUSD Sell 99999.00 1.28545 1.26145 1.27945 1.28545 -60.0 -60209397.90 5h 50m -0.13%
05.05.2010 08:02 05.05.2010 17:00 EURUSD Sell 99999.00 1.30871 1.26871 1.29671 1.28667 100.4 100398996.00 8h 58m 0.21%
05.05.2010 02:01 05.05.2010 14:32 EURUSD Buy 99999.00 1.28997 1.31397 1.29797 1.28997 -80.0 -79999200.00 12h 31m -0.17%
05.04.2010 23:03 05.05.2010 13:00 EURUSD Sell 99999.00 1.30462 1.28062 1.29862 1.29400 46.2 46129538.70 13h 57m 0.10%
05.05.2010 08:04 05.05.2010 13:00 EURUSD Sell 99999.00 1.30510 1.27110 1.29710 1.29400 31.0 30999690.00 4h 56m 0.07%

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