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Strategy Settings

AutoGMTCalculation
false
ManualGMTOffset
0
UseMoneyManagement
true
RiskLevel
3
FixedLots
0.1
UseRecovery
false
RecoveryRiskLevel
10
RecoveryTrades
4
TakeProfitPips
8
StopLossPips
50
MaxSpreadPips
4.5
UseTimeExits
true
EarlyExit
true
HighFrequency
true
StealthMode
true
+8012.77%

0.23%
7.25%
Drawdown: 58.35%

Balance: $811,276.79
Highest: (May 29) $851,709.65
Profit: $801,276.97
Deposits: $10,000.00

Test Started: Apr 03, 2007
Test Ended: May 31, 2012
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jul 01, 2012 at 17:38
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Trades: 646
Profitability:
Pips: 1,946.7
Average Win: 6.08 pips / $2,108.87
Average Loss: -15.93 pips / -$4,125.04
Lots: 23,872.26
Commissions: 0
Longs Won: (201/272) 73%
Shorts Won: (355/374) 94%
Best Trade ($): (Mar 08) 11,606.20
Worst Trade ($): (May 25) -50,569.71
Best Trade (Pips): (May 19) 16.5
Worst Trade (Pips): (Nov 28) -51.5
Avg. Trade Length: 2h 5m
Profit Factor: 3.16
Standard Deviation: $4,895.16
Sharpe Ratio 0.22
Z-Score (Probability): 0.42 (32.55%)
Expectancy 3.0 Pips / $1,240.37
AHPR: 0.74%
GHPR: 0.68%
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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% <0.01%
Consecutive Losing Trades 197 177 157 138 118 98 79 59 39 20
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (646)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.31.2012 22:06 05.31.2012 23:19 USDCAD Buy 100.00 - - 1.03241 1.03324 8.3 8,032.98 1h 13m 1.00%
05.29.2012 22:00 05.30.2012 10:05 USDCAD Sell 100.00 - - 1.02302 1.02804 -50.2 -48,465.84 12h 5m -5.69%
05.28.2012 22:59 05.29.2012 01:54 USDCAD Sell 100.00 - - 1.02426 1.02424 0.2 560.21 2h 55m 0.07%
04.30.2012 22:39 05.01.2012 02:34 USDCAD Sell 100.00 - - 0.9873 0.9873 0.0 364.94 3h 55m 0.04%
04.16.2012 22:54 04.17.2012 00:55 USDCAD Buy 100.00 - - 0.99945 0.99986 4.1 3,248.89 2h 1m 0.38%
04.04.2012 22:15 04.05.2012 00:20 USDCAD Sell 100.00 - - 0.99649 0.99645 0.4 1,496.26 2h 5m 0.18%
03.27.2012 22:00 03.28.2012 00:14 USDCAD Sell 100.00 - - 0.99554 0.99549 0.5 867.21 2h 14m 0.10%
03.22.2012 22:00 03.23.2012 00:00 USDCAD Sell 100.00 - - 0.9994 0.99896 4.4 4,769.52 2h 0m 0.57%
03.13.2012 22:25 03.13.2012 22:50 USDCAD Sell 100.00 - - 0.98923 0.98843 8.0 8,093.64 25m 0.97%
03.08.2012 22:00 03.08.2012 22:19 USDCAD Buy 100.00 - - 0.9897 0.99085 11.5 11,606.20 19m 1.41%
03.06.2012 22:00 03.07.2012 00:00 USDCAD Sell 100.00 - - 1.00187 1.00143 4.4 4,758.66 2h 0m 0.58%
03.05.2012 22:41 03.06.2012 00:42 USDCAD Sell 100.00 - - 0.9947 0.99399 7.1 7,507.87 2h 1m 0.93%
03.01.2012 22:08 03.02.2012 00:05 USDCAD Sell 100.00 - - 0.9859 0.9851 8.0 8,485.94 1h 57m 1.06%
02.29.2012 22:00 02.29.2012 22:05 USDCAD Sell 100.00 - - 0.98985 0.98903 8.2 8,290.95 5m 1.05%
02.22.2012 22:03 02.22.2012 23:38 USDCAD Buy 100.00 - - 0.99959 1.0004 8.1 8,096.76 1h 35m 1.03%
02.20.2012 22:32 02.21.2012 02:50 USDCAD Sell 100.00 - - 0.9937 0.99368 0.2 566.21 4h 18m 0.07%
02.16.2012 22:07 02.17.2012 00:08 USDCAD Sell 100.00 - - 0.99694 0.9969 0.4 766.18 2h 1m 0.10%
02.13.2012 22:35 02.14.2012 10:00 USDCAD Sell 100.00 - - 0.99982 0.99984 -0.2 164.91 11h 25m 0.02%
02.09.2012 22:00 02.09.2012 23:26 USDCAD Buy 100.00 - - 0.99466 0.99555 8.9 8,939.78 1h 26m 1.16%
02.08.2012 22:09 02.09.2012 00:09 USDCAD Sell 100.00 - - 0.99637 0.99627 1.0 2,098.57 2h 0m 0.27%

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