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Strategy Settings
MarketExecution true ReverseExit true DualMode true
FilterDepth 600 RiskPercent 2 FixedLot 0
KofATR 4.1 PerATR 23 Magic 23415
Slippage 3 kTP 10 OrdComment "FFMBOTv2....
ReceiptCode "xxxxxx"
Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +87.68%
  • Daily: 0.04%
  • Monthly: 1.16%
  • Drawdown: 14.51%
  • Balance: $18.8K
  • Highest: (Jun 17) $20.9K
  • Profit: $8768.37
  • Deposits: $10000.00
  • Test Started:Apr 03, 2007
  • Test Ended:Sep 30, 2011
  • Timeframe:15 Minutes
  • Model Type:Every Tick
  • Added:Jan 19 2012 at 16:28
More
  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 2493
Profitability:
Pips: 4183.0
Average Win: 41.74 pips / $102.30
Average Loss: -25.07 pips / -$62.42
Lots: 673.79
Commissions: 0
Longs Won: (463/1278) 36%
Shorts Won: (535/1215) 44%
Best Trade($): (May 06) 796.84
Worst Trade($): (May 26) -304.77
Best Trade (Pips): (Dec 19) 356.0
Worst Trade (Pips): (Jan 15) -155.8
Avg. Trade Length: 10h 59m
Profit Factor: 1.09
Standard Deviation: $105.27
Sharpe Ratio: 0.0300
Z-Score (Probability): 4.95 (99.99%)
Expectancy: 1.7 Pips / $3.52
AHPR: 0.03%
GHPR: 0.03%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
USDCAD 1278 -761.3 -3450.00 1215 4944.3 12218.31 2493 4183.0 8768.31 998 (40%) 1495 (60%)
Trading Activity (2493)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.29.2011 20:45 09.30.2011 09:30 USDCAD Buy 0.37 1.04117 1.10460 1.03620 1.04307 68.7 242.40 12h 45m 1.31%
09.28.2011 10:00 09.28.2011 18:00 USDCAD Buy 0.37 1.02064 1.06620 1.02290 1.02893 60.3 216.84 8h 0m 1.18%
09.28.2011 04:45 09.28.2011 08:36 USDCAD Sell 0.36 1.02542 0.98802 1.02482 1.02542 -6.0 -21.07 3h 51m -0.11%
09.27.2011 17:00 09.28.2011 06:29 USDCAD Buy 0.36 1.02259 1.08791 1.01921 1.02259 33.8 117.74 13h 29m 0.65%
09.27.2011 03:45 09.27.2011 11:00 USDCAD Buy 0.36 1.02409 1.06382 1.02402 1.02409 0.7 2.46 7h 15m 0.01%
09.26.2011 13:00 09.26.2011 19:33 USDCAD Buy 0.36 1.02875 1.09737 1.02837 1.02875 3.8 13.30 6h 33m 0.07%
09.23.2011 14:30 09.26.2011 06:00 USDCAD Buy 0.35 1.02988 1.12282 1.02702 1.03679 97.7 328.60 2d 1.84%
09.23.2011 14:15 09.26.2011 00:44 USDCAD Sell 0.36 1.03191 0.94207 1.02617 1.03191 -57.4 -199.98 2d -1.11%
09.22.2011 18:45 09.23.2011 10:13 USDCAD Sell 0.36 1.02955 0.94497 1.02967 1.02955 1.2 4.46 15h 28m 0.02%
09.22.2011 17:30 09.23.2011 00:13 USDCAD Buy 0.37 1.02343 1.12314 1.02974 1.02343 -63.1 -229.43 6h 43m -1.25%
09.21.2011 11:45 09.21.2011 18:45 USDCAD Buy 0.36 0.99645 1.04198 0.99558 1.00271 71.3 255.99 7h 0m 1.42%
09.20.2011 17:15 09.21.2011 07:07 USDCAD Sell 0.36 0.99444 0.93922 0.99152 0.99444 -29.2 -105.45 13h 52m -0.58%
09.20.2011 21:45 09.21.2011 06:20 USDCAD Buy 0.36 0.99169 1.03082 0.99262 0.99169 -9.3 -35.01 8h 35m -0.19%
09.20.2011 06:00 09.20.2011 07:28 USDCAD Buy 0.37 0.99033 1.02509 0.99349 0.99033 -31.6 -118.06 1h 28m -0.65%
09.19.2011 02:15 09.19.2011 09:19 USDCAD Sell 0.37 0.98480 0.94703 0.98363 0.98480 -11.7 -43.96 7h 4m -0.24%
09.19.2011 02:30 09.19.2011 08:09 USDCAD Buy 0.36 0.98179 1.02095 0.98395 0.98179 -21.6 -79.21 5h 39m -0.43%
09.15.2011 14:00 09.15.2011 20:13 USDCAD Buy 0.37 0.98319 1.01958 0.98488 0.98319 -16.9 -63.60 6h 13m -0.34%
09.14.2011 19:00 09.15.2011 07:32 USDCAD Buy 0.36 0.99205 1.04140 0.99000 0.99205 20.5 70.63 12h 32m 0.38%
09.14.2011 17:00 09.15.2011 04:00 USDCAD Sell 0.37 0.99295 0.93694 0.99134 0.99295 -16.1 -59.19 11h 0m -0.32%
09.13.2011 19:15 09.14.2011 10:57 USDCAD Buy 0.37 0.98912 1.04063 0.98753 0.98912 15.9 58.19 15h 42m 0.32%

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EURUSD 1.34572 GBPUSD 1.70703
USDJPY 101.362 USDCAD 1.07169
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