Strategy Settings
LotSize
0.1
Magic
456976
FIFO
false
ClosePreviousSessi...
2
Assign_PT_and_ST
false
InternalControl
false
ManualTradeControl...
true
FastVolatilityBase...
5
SlowVolatilityBase
60
VolatilityFactor
3
ProfitTarget
0.5
StopLoss
0.2
ProfitLossVolatilit...
31
SmartExit
true
ReInvestCapital
true
UseWaveTrailing
true
WaveTrailing
"50-120
| +617.89% |
| 0.14% | |
| 4.15% | |
| Drawdown: | 11.97% |
| Balance: | $71,789.40 |
| Highest: | (Dec 29) $71,789.40 |
| Profit: | $61,789.38 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 04, 2008 |
| Test Ended: | Dec 29, 2011 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Jan 22, 2013 at 03:21 |
Loading, please wait...
| Trades: | 404 |
| Profitability: | |
| Pips: | 12,579.8 |
| Average Win: | 87.83 pips / $468.40 |
| Average Loss: | -34.00 pips / -$209.50 |
| Lots: | 245.05 |
| Commissions: | 0 |
| Longs Won: | (79/195) 40% |
| Shorts Won: | (137/209) 65% |
| Best Trade ($): | (Oct 31) 2,576.25 |
| Worst Trade ($): | (Sep 06) -1,298.35 |
| Best Trade (Pips): | (Mar 20) 577.8 |
| Worst Trade (Pips): | (Sep 06) -112.9 |
| Avg. Trade Length: | 21h 43m |
| Profit Factor: | 2.57 |
| Standard Deviation: | $511.55 |
| Sharpe Ratio | 0.35 |
| Z-Score (Probability): | -8.76 (99.99%) |
| Expectancy | 31.1 Pips / $152.94 |
| AHPR: | 0.50% |
| GHPR: | 0.49% |
Loading, please wait...
| 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% | <0.01% |
| Consecutive Losing Trades | 343 | 308 | 274 | 240 | 206 | 171 | 137 | 103 | 69 | 34 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (404)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.28.2011 14:30 | 12.29.2011 09:45 | EURUSD | Sell | 1.35 | - | - | 1.30132 | 1.29155 | 97.7 | 1,317.74 | 19h 15m | 1.87% |
| 12.28.2011 14:45 | 12.29.2011 09:30 | EURUSD | Sell | 1.35 | - | - | 1.29911 | 1.29195 | 71.6 | 965.38 | 18h 45m | 1.39% |
| 12.28.2011 15:00 | 12.29.2011 09:15 | EURUSD | Sell | 1.35 | - | - | 1.29841 | 1.29271 | 57.0 | 768.28 | 18h 15m | 1.12% |
| 12.28.2011 15:15 | 12.29.2011 09:00 | EURUSD | Sell | 1.35 | - | - | 1.29914 | 1.29286 | 62.8 | 846.58 | 17h 45m | 1.25% |
| 12.28.2011 15:30 | 12.29.2011 08:45 | EURUSD | Sell | 1.35 | - | - | 1.29571 | 1.29249 | 32.2 | 433.49 | 17h 15m | 0.64% |
| 12.28.2011 15:45 | 12.29.2011 08:30 | EURUSD | Sell | 1.35 | - | - | 1.29507 | 1.29183 | 32.4 | 436.19 | 16h 45m | 0.65% |
| 12.21.2011 11:45 | 12.22.2011 05:45 | EURUSD | Sell | 1.35 | - | - | 1.30868 | 1.3046 | 40.8 | 549.58 | 18h 0m | 0.83% |
| 12.20.2011 10:00 | 12.21.2011 04:00 | EURUSD | Buy | 1.35 | - | - | 1.30775 | 1.31139 | 36.4 | 489.13 | 18h 0m | 0.74% |
| 12.20.2011 11:00 | 12.20.2011 12:30 | EURUSD | Buy | 1.35 | - | - | 1.30831 | 1.30603 | -22.8 | -307.80 | 1h 30m | -0.46% |
| 12.15.2011 09:45 | 12.15.2011 10:15 | EURUSD | Sell | 1.35 | - | - | 1.29649 | 1.29772 | -12.3 | -166.05 | 30m | -0.25% |
| 12.13.2011 16:00 | 12.14.2011 10:30 | EURUSD | Sell | 1.35 | - | - | 1.3085 | 1.30308 | 54.2 | 731.30 | 18h 30m | 1.11% |
| 12.13.2011 16:15 | 12.14.2011 10:15 | EURUSD | Sell | 1.35 | - | - | 1.30815 | 1.30402 | 41.3 | 557.14 | 18h 0m | 0.85% |
| 12.13.2011 16:30 | 12.14.2011 10:00 | EURUSD | Sell | 1.35 | - | - | 1.30869 | 1.30501 | 36.8 | 496.40 | 17h 30m | 0.77% |
| 12.08.2011 14:15 | 12.09.2011 08:15 | EURUSD | Sell | 1.35 | - | - | 1.33425 | 1.33092 | 33.3 | 449.15 | 18h 0m | 0.70% |
| 12.08.2011 14:30 | 12.09.2011 02:30 | EURUSD | Sell | 1.35 | - | - | 1.33248 | 1.33666 | -41.8 | -564.70 | 12h 0m | -0.87% |
| 12.08.2011 14:45 | 12.08.2011 20:30 | EURUSD | Sell | 1.35 | - | - | 1.3328 | 1.33588 | -30.8 | -415.80 | 5h 45m | -0.63% |
| 12.08.2011 15:00 | 12.08.2011 20:30 | EURUSD | Sell | 1.35 | - | - | 1.33297 | 1.33588 | -29.1 | -392.85 | 5h 30m | -0.60% |
| 12.08.2011 13:45 | 12.08.2011 14:00 | EURUSD | Buy | 1.35 | - | - | 1.34368 | 1.33788 | -58.0 | -783.00 | 15m | -1.18% |
| 12.02.2011 16:15 | 12.04.2011 23:15 | EURUSD | Sell | 1.35 | - | - | 1.33792 | 1.34177 | -38.5 | -519.75 | 2d | -0.78% |
| 11.30.2011 13:15 | 12.01.2011 09:45 | EURUSD | Buy | 1.35 | - | - | 1.3422 | 1.34843 | 62.3 | 834.25 | 20h 30m | 1.26% |
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