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Strategy Settings
MOM "________M... L_Entry_i 0.025 S_Entry_i 0.025
Del_Min 15 PROFIT "________P... L_Profit_PIP 1000
L_Loss_PIP 15 S_Profit_PIP 1000 S_Loss_PIP 15
Max_Spread 2 Manual_Exit false GRP true
GRP_Mult 10 Vari_Lot true Vari_Mult 10
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Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +977431.65%
  • Daily: 0.19%
  • Monthly: 5.72%
  • Drawdown: 81.24%
  • Balance: $97753.2K
  • Highest: (Dec 14) $101169.4K
  • Profit: $97743165.16
  • Deposits: $10000.00
  • Test Started:Jan 06, 1999
  • Test Ended:Aug 03, 2012
  • Timeframe:1 Hour
  • Model Type:Open Prices
  • Added:Aug 04 2012 at 18:36
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 11344
Profitability:
Pips: 814758.4
Average Win: 639.29 pips / $97335.71
Average Loss: -97.84 pips / -$17909.12
Lots: 125,090.68
Commissions: 0
Longs Won: (1299/5705) 22%
Shorts Won: (1312/5639) 23%
Best Trade($): (Sep 22) 412609.32
Worst Trade($): (Oct 01) -395476.50
Best Trade (Pips): (Mar 05) 1001.0
Worst Trade (Pips): (Oct 01) -803.0
Avg. Trade Length: 26d
Profit Factor: 1.63
Standard Deviation: $73994.69
Sharpe Ratio: 0.0000
Z-Score (Probability): -104.28 (99.99%)
Expectancy: 71.8 Pips / $8616.29
AHPR: -0.02%
GHPR: 0.08%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
EURUSD 5705 379751.6 60397992.28 5639 435006.8 37345172.35 11344 814758.4 97743164.63 2611 (23%) 8733 (77%)
Trading Activity (11344)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.03.2012 19:00 08.03.2012 23:59 EURUSD Buy 26.86 1.21825 1.31975 1.23912 1.23852 -6.0 -1813.86 4h 59m 0.00%
08.03.2012 18:00 08.03.2012 23:59 EURUSD Buy 25.28 1.21825 1.31975 1.23418 1.23852 43.4 10781.16 5h 59m 0.01%
08.03.2012 17:00 08.03.2012 23:59 EURUSD Buy 23.70 1.21825 1.31975 1.23223 1.23852 62.9 14728.84 6h 59m 0.02%
08.03.2012 14:00 08.03.2012 23:59 EURUSD Buy 22.26 1.21825 1.31975 1.22888 1.23852 96.4 21291.02 9h 59m 0.02%
08.03.2012 13:00 08.03.2012 23:59 EURUSD Buy 20.80 1.21825 1.31975 1.22366 1.23852 148.6 30752.18 10h 59m 0.03%
08.03.2012 12:00 08.03.2012 23:59 EURUSD Buy 19.20 1.21825 1.31975 1.22138 1.23852 171.4 32764.22 11h 59m 0.03%
08.03.2012 11:00 08.03.2012 23:59 EURUSD Buy 1.76 1.21825 1.31975 1.22086 1.23852 176.6 3094.91 12h 59m 0.00%
08.03.2012 10:00 08.03.2012 23:59 EURUSD Buy 1.60 1.21825 1.31975 1.21975 1.23852 187.7 2991.15 13h 59m 0.00%
08.02.2012 18:00 08.02.2012 22:00 EURUSD Sell 1.61 1.21722 1.11572 1.21572 1.21722 -15.0 -253.62 4h 0m 0.00%
08.02.2012 19:00 08.02.2012 22:00 EURUSD Sell 1.77 1.21722 1.11572 1.21485 1.21722 -23.7 -432.82 3h 0m 0.00%
08.02.2012 17:00 08.02.2012 18:00 EURUSD Sell 1.76 1.22241 1.12091 1.22186 1.22241 -5.5 -110.05 1h 0m 0.00%
08.02.2012 16:00 08.02.2012 18:00 EURUSD Sell 1.60 1.22241 1.12091 1.22091 1.22241 -15.0 -252.05 2h 0m 0.00%
08.02.2012 15:00 08.02.2012 16:00 EURUSD Buy 41.34 1.22097 1.32247 1.22969 1.22097 -87.2 -36359.77 1h 0m -0.04%
08.02.2012 13:00 08.02.2012 16:00 EURUSD Buy 40.00 1.22097 1.32247 1.22816 1.22097 -71.9 -29061.20 3h 0m -0.03%
08.02.2012 12:00 08.02.2012 16:00 EURUSD Buy 38.40 1.22097 1.32247 1.22726 1.22097 -62.9 -24442.75 4h 0m -0.03%
08.02.2012 08:00 08.02.2012 16:00 EURUSD Buy 36.80 1.22097 1.32247 1.22518 1.22097 -42.1 -15769.90 8h 0m -0.02%
08.01.2012 11:00 08.02.2012 16:00 EURUSD Buy 34.98 1.22097 1.32247 1.23187 1.22097 -109.0 -38549.01 1d -0.04%
08.01.2012 09:00 08.02.2012 16:00 EURUSD Buy 33.39 1.22097 1.32247 1.23180 1.22097 -108.3 -36563.06 1d -0.04%
07.26.2012 14:00 08.02.2012 16:00 EURUSD Buy 1.61 1.22097 1.32247 1.22247 1.22097 -15.0 -270.52 7d 0.00%
07.26.2012 15:00 08.02.2012 16:00 EURUSD Buy 1.76 1.22097 1.32247 1.22605 1.22097 -50.8 -925.81 7d 0.00%

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