Strategy Settings
Name_Expert "MA20Y" OWN "Copyright... EveryDayProfit false
StartAt 1970.01.01... RunDay 0 OpenHour 0
CloseHour 25 TradeAtFriday true OfflineLog true
ECNac true EggInDPocket true StartEgg 2
MaxTrades 8 StartNextMin 2 MinProfit 0.4
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Files:
Forward test: MA20+F4U
  • Info
  • Stats
  • General
  • Gain: +10343.5%
  • Daily: 0.53%
  • Monthly: 17.27%
  • Drawdown: 42.37%
  • Balance: $1044.3K
  • Highest: (Jul 29) $1340.4K
  • Profit: $1034349.72
  • Deposits: $10000.00
  • Test Started:Jan 04, 2010
  • Test Ended:Sep 19, 2011
  • Timeframe:15 Minutes
  • Model Type:Every Tick
  • Added:Sep 21 2011 at 13:44
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 937
Profitability:
Pips: 2712.0
Average Win: 9.73 pips / $3890.03
Average Loss: -75.67 pips / -$30918.08
Lots: 37,438.21
Commissions: 0
Longs Won: (376/405) 92%
Shorts Won: (486/532) 91%
Best Trade($): (Aug 11) 77000.00
Worst Trade($): (May 11) -90425.00
Best Trade (Pips): (May 20) 104.0
Worst Trade (Pips): (Feb 18) -90.0
Avg. Trade Length: 2h 53m
Profit Factor: 1.45
Standard Deviation: $14725.87
Sharpe Ratio: 0.1700
Z-Score (Probability): -7.90 (99.99%)
Expectancy: 2.9 Pips / $1103.90
AHPR: 0.55%
GHPR: 0.50%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
EURUSD 405 1802.0 533883.50 532 910.0 500466.22 937 2712.0 1034349.72 862 (92%) 75 (8%)
Trading Activity (937)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.19.2011 20:14 09.19.2011 20:50 EURUSD Buy 100.00 1.36900 - 1.36810 1.36900 9.0 9000.00 36m 0.87%
09.16.2011 16:44 09.19.2011 00:01 EURUSD Sell 87.25 1.36970 - 1.37730 1.36970 76.0 65939.19 2d 6.80%
09.16.2011 16:21 09.16.2011 16:28 EURUSD Buy 100.00 1.37460 - 1.38360 1.37950 -41.0 -41000.00 7m -4.06%
09.15.2011 15:08 09.15.2011 15:15 EURUSD Buy 100.00 1.38960 - 1.38660 1.38960 30.0 30000.00 7m 3.06%
09.15.2011 15:10 09.15.2011 15:11 EURUSD Buy 100.00 1.38690 - 1.38630 1.38690 6.0 6000.00 1m 0.62%
09.15.2011 15:01 09.15.2011 15:09 EURUSD Buy 100.00 1.38610 - 1.38520 1.38610 9.0 9000.00 8m 0.98%
09.15.2011 15:03 09.15.2011 15:09 EURUSD Buy 82.72 1.38590 - 1.38310 1.38590 28.0 23161.60 6m 2.50%
09.15.2011 15:05 09.15.2011 15:09 EURUSD Buy 96.50 1.38590 - 1.38350 1.38590 24.0 23160.00 4m 2.43%
09.14.2011 16:48 09.14.2011 19:49 EURUSD Sell 88.54 1.37510 - 1.36610 1.37510 -90.0 -79686.00 3h 1m -7.98%
09.14.2011 16:35 09.14.2011 16:48 EURUSD Sell 100.00 1.36640 - 1.36730 1.36640 9.0 9000.00 13m 0.91%
09.14.2011 16:31 09.14.2011 16:48 EURUSD Sell 100.00 1.36640 - 1.36700 1.36640 6.0 6000.00 17m 0.61%
09.14.2011 10:17 09.14.2011 11:53 EURUSD Buy 100.00 1.36780 - 1.36720 1.36780 6.0 6000.00 1h 36m 0.61%
09.13.2011 12:49 09.13.2011 13:15 EURUSD Buy 100.00 1.36730 - 1.36640 1.36730 9.0 9000.00 26m 0.93%
09.13.2011 12:57 09.13.2011 13:09 EURUSD Buy 100.00 1.36540 - 1.36480 1.36540 6.0 6000.00 12m 0.62%
09.13.2011 09:24 09.13.2011 09:50 EURUSD Sell 100.00 1.36090 - 1.36150 1.36090 6.0 6000.00 26m 0.63%
09.13.2011 09:22 09.13.2011 09:50 EURUSD Sell 100.00 1.36090 - 1.36180 1.36090 9.0 9000.00 28m 0.95%
09.13.2011 09:20 09.13.2011 09:37 EURUSD Sell 100.00 1.36150 - 1.36210 1.36150 6.0 6000.00 17m 0.64%
09.12.2011 18:50 09.12.2011 19:25 EURUSD Sell 100.00 1.35830 - 1.35890 1.35830 6.0 6000.00 35m 0.64%
09.12.2011 18:52 09.12.2011 19:23 EURUSD Sell 100.00 1.35890 - 1.35950 1.35890 6.0 6000.00 31m 0.65%
09.07.2011 12:23 09.07.2011 15:24 EURUSD Sell 100.00 1.40240 - 1.40300 1.40240 6.0 6000.00 3h 1m 0.65%

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  • Monthly Analytics
  • 2010
  • 2011


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