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Strategy Settings

Lots
0.01
time_offset
0
t0_0
true
t0_30
false
t1_0
false
t1_30
true
t2_0
false
t2_30
false
t3_0
true
t3_30
true
t4_0
true
t4_30
true
t5_0
true
t5_30
true
t6_0
true
+5.36M%

0.32%
10.15%
Drawdown: 46.23%

Balance: $5,359,463.16
Highest: (Oct 31) $5,432,775.82
Profit: $5,359,362.80
Deposits: $100.00

Test Started: Jan 01, 2004
Test Ended: Apr 03, 2013
Timeframe: 1 Minute

Model Type: Every Tick
Added: Apr 04, 2013 at 05:15
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Trades: 4,854
Profitability:
Pips: 14,982.5
Average Win: 11.81 pips / $5,739.92
Average Loss: -18.67 pips / -$10,460.38
Lots: 248,281.75
Commissions: 0
Longs Won: (1,475/2,115) 69%
Shorts Won: (1,990/2,739) 72%
Best Trade ($): (Aug 08) 141,925.81
Worst Trade ($): (Jul 22) -242,865.71
Best Trade (Pips): (Aug 08) 142.2
Worst Trade (Pips): (Jul 22) -242.9
Avg. Trade Length: 2h 28m
Profit Factor: 1.37
Standard Deviation: $15,074.01
Sharpe Ratio 0.17
Z-Score (Probability): -7.93 (99.99%)
Expectancy 3.1 Pips / $1,104.11
AHPR: 0.24%
GHPR: 0.22%
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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 512 461 410 359 307 256 205 154 102 51
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (4854)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.03.2013 17:31 04.03.2013 18:46 EURUSD Buy 99.99 - - 1.2843 1.285 7.0 6,999.30 1h 15m 0.13%
04.02.2013 17:30 04.02.2013 19:57 EURUSD Sell 99.99 - - 1.28325 1.28316 0.9 899.91 2h 27m 0.02%
04.01.2013 01:57 04.01.2013 03:05 EURUSD Sell 99.99 - - 1.2808 1.28026 5.4 5,399.46 1h 8m 0.10%
03.28.2013 21:08 03.29.2013 01:45 EURUSD Buy 99.99 - - 1.28171 1.28169 -0.2 -459.95 4h 37m -0.01%
03.28.2013 17:15 03.28.2013 17:24 EURUSD Buy 99.99 - - 1.28152 1.28327 17.5 17,498.25 9m 0.33%
03.27.2013 17:18 03.27.2013 17:46 EURUSD Sell 99.99 - - 1.27831 1.27702 12.9 12,898.71 28m 0.24%
03.27.2013 14:44 03.27.2013 15:14 EURUSD Sell 99.99 - - 1.27865 1.27702 16.3 16,298.37 30m 0.31%
03.26.2013 03:12 03.26.2013 04:50 EURUSD Sell 99.99 - - 1.28673 1.2865 2.3 2,299.77 1h 38m 0.04%
03.25.2013 19:49 03.25.2013 21:20 EURUSD Sell 99.99 - - 1.2866 1.28547 11.3 11,298.87 1h 31m 0.21%
03.25.2013 04:18 03.25.2013 04:36 EURUSD Buy 99.99 - - 1.30271 1.30258 -1.3 -1,299.87 18m -0.02%
03.20.2013 13:39 03.20.2013 14:04 EURUSD Buy 99.99 - - 1.29063 1.29179 11.6 11,598.84 25m 0.22%
03.19.2013 21:14 03.19.2013 22:36 EURUSD Sell 99.99 - - 1.28989 1.28838 15.1 15,098.49 1h 22m 0.29%
03.19.2013 21:14 03.19.2013 22:36 EURUSD Sell 99.99 - - 1.28882 1.28828 5.4 5,399.46 1h 22m 0.10%
03.18.2013 12:32 03.18.2013 12:46 EURUSD Buy 99.99 - - 1.29406 1.29452 4.6 4,599.54 14m 0.09%
03.15.2013 10:04 03.15.2013 10:11 EURUSD Buy 99.99 - - 1.30263 1.30305 4.2 4,199.58 7m 0.08%
03.14.2013 19:47 03.14.2013 22:52 EURUSD Buy 99.99 - - 1.30074 1.30053 -2.1 -2,099.79 3h 5m -0.04%
03.13.2013 19:02 03.13.2013 21:09 EURUSD Sell 99.99 - - 1.29637 1.29579 5.8 5,799.42 2h 7m 0.11%
03.13.2013 10:32 03.13.2013 11:24 EURUSD Buy 99.99 - - 1.30455 1.30218 -23.7 -23,697.63 52m -0.45%
03.13.2013 10:41 03.13.2013 11:24 EURUSD Buy 99.99 - - 1.30354 1.30216 -13.8 -13,798.62 43m -0.26%
03.12.2013 17:09 03.12.2013 20:38 EURUSD Buy 99.99 - - 1.30344 1.30252 -9.2 -9,199.08 3h 29m -0.17%

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