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Strategy Settings
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Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +1.3M%
  • Daily: 0.22%
  • Monthly: 6.96%
  • Drawdown: 0.00%
  • Balance: $39097.9K
  • Highest: (Dec 02) $40238.5K
  • Profit: $39094912.65
  • Deposits: $3000.00
  • Test Started:Nov 01, 2000
  • Test Ended:May 14, 2010
  • Timeframe:1 Minute
  • Model Type:Every Tick
  • Added:Jun 24 2010 at 05:58
More
  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 16607
Profitability:
Pips: 45980.3
Average Win: 45.83 pips / $41290.92
Average Loss: -42.65 pips / -$38716.92
Lots: 1,490,630.8
Commissions: 0
Longs Won: (4136/8108) 51%
Shorts Won: (4389/8499) 51%
Best Trade($): (Dec 29) 280090.00
Worst Trade($): (Jan 02) -120000.00
Best Trade (Pips): (Mar 17) 280.0
Worst Trade (Pips): (Nov 03) -120.0
Avg. Trade Length: 15h 18m
Profit Factor: 1.12
Standard Deviation: $54920.92
Sharpe Ratio: 0.0300
Z-Score (Probability): -31.22 (99.99%)
Expectancy: 2.8 Pips / $2354.12
AHPR: 0.09%
GHPR: 0.06%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
EURUSD 8108 35531.8 31064120.29 8499 10448.5 8030792.34 16607 45980.3 39094912.63 8525 (51%) 8082 (49%)
Trading Activity (16607)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.12.2010 23:02 05.14.2010 00:14 EURUSD Sell 100.00 1.26741 1.24341 1.26141 1.25333 80.8 80668.00 1d 0.21%
05.13.2010 23:00 05.14.2010 00:14 EURUSD Sell 100.00 1.25944 1.23544 1.25344 1.25333 1.1 1067.00 1h 14m 0.00%
05.13.2010 03:02 05.13.2010 15:28 EURUSD Buy 100.00 1.25572 1.27972 1.26372 1.25572 -80.0 -80000.00 12h 26m -0.20%
05.07.2010 03:00 05.12.2010 23:00 EURUSD Buy 100.00 1.25347 1.28947 1.26147 1.26139 -0.8 -746.00 5d 0.00%
05.12.2010 15:02 05.12.2010 22:45 EURUSD Buy 100.00 1.26118 1.28518 1.26718 1.26118 -60.0 -60000.00 7h 43m -0.15%
05.07.2010 02:02 05.07.2010 22:00 EURUSD Buy 100.00 1.25799 1.28199 1.26599 1.27299 70.0 70000.00 19h 58m 0.18%
05.07.2010 08:01 05.07.2010 17:00 EURUSD Sell 100.00 1.28122 1.24122 1.26922 1.26526 39.6 39600.00 8h 59m 0.10%
05.07.2010 15:04 05.07.2010 16:05 EURUSD Buy 100.00 1.26450 1.28850 1.27050 1.26450 -60.0 -60000.00 1h 1m -0.15%
05.07.2010 08:02 05.07.2010 10:10 EURUSD Sell 100.00 1.27674 1.24274 1.26874 1.27674 -80.0 -80000.00 2h 8m -0.20%
05.06.2010 23:01 05.07.2010 04:22 EURUSD Sell 100.00 1.26839 1.24439 1.26239 1.26839 -60.0 -60033.00 5h 21m -0.15%
05.06.2010 11:05 05.06.2010 18:00 EURUSD Sell 100.00 1.29113 1.26113 1.28113 1.26902 121.1 121100.00 6h 55m 0.31%
05.06.2010 15:02 05.06.2010 17:51 EURUSD Buy 100.00 1.26559 1.28959 1.27159 1.26559 -60.0 -60000.00 2h 49m -0.15%
05.06.2010 08:00 05.06.2010 17:00 EURUSD Sell 100.00 1.29520 1.25520 1.28320 1.27125 119.5 119500.00 9h 0m 0.31%
05.06.2010 02:00 05.06.2010 09:00 EURUSD Buy 100.00 1.27379 1.29779 1.28179 1.27379 -80.0 -80000.00 7h 0m -0.20%
05.06.2010 03:00 05.06.2010 08:34 EURUSD Buy 100.00 1.27573 1.31173 1.28373 1.27573 -80.0 -80000.00 5h 34m -0.20%
05.05.2010 15:04 05.06.2010 08:15 EURUSD Buy 100.00 1.27848 1.30248 1.28448 1.27848 -60.0 -59946.00 17h 11m -0.15%
05.05.2010 23:03 05.06.2010 04:53 EURUSD Sell 100.00 1.28545 1.26145 1.27945 1.28545 -60.0 -60099.00 5h 50m -0.15%
05.05.2010 08:02 05.05.2010 17:00 EURUSD Sell 100.00 1.30871 1.26871 1.29671 1.28677 99.4 99400.00 8h 58m 0.25%
05.05.2010 02:01 05.05.2010 14:32 EURUSD Buy 100.00 1.29007 1.31407 1.29807 1.29007 -80.0 -80000.00 12h 31m -0.20%
05.04.2010 23:03 05.05.2010 13:00 EURUSD Sell 100.00 1.30462 1.28062 1.29862 1.29410 45.2 45167.00 13h 57m 0.12%
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