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Strategy Settings

MagicNumber
999
Lots
0.3
Leverage
3
IsECN
false
UTC_TimeShift
1
TradeOnNFP
true
TradeOnThreeWitches...
true
CloseOrdersOnFriday...
false
CloseHalfOrderOnFid...
false
MaxSpread
3
MaxSlippage
2
+86818.34%

0.14%
4.2%
Drawdown: 29.79%

Balance: $8,691,834.50
Highest: (Jul 08) $8,735,054.50
Profit: $8,681,834.42
Deposits: $10,000.00

Test Started: Jan 03, 2000
Test Ended: Jul 11, 2013
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jul 22, 2013 at 21:26
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Trades: 7,391
Profitability:
Pips: 30,323.2
Average Win: 20.79 pips / $7,089.30
Average Loss: -27.49 pips / -$10,020.36
Lots: 244,056.63
Commissions: 0
Longs Won: (2,510/3,825) 65%
Shorts Won: (2,326/3,566) 65%
Best Trade ($): (Nov 12) 89,055.20
Worst Trade ($): (Apr 17) -135,580.00
Best Trade (Pips): (Mar 19) 142.8
Worst Trade (Pips): (Sep 15) -213.4
Avg. Trade Length: 7h 56m
Profit Factor: 1.34
Standard Deviation: $15,031.53
Sharpe Ratio 0.09
Z-Score (Probability): -38.47 (99.99%)
Expectancy 4.1 Pips / $1,174.65
AHPR: 0.09%
GHPR: 0.09%
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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 867 781 694 607 520 434 347 260 173 87
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (7391)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.11.2013 09:10 07.11.2013 22:01 EURUSD Buy 100.00 1.3 - 1.30889 1.3113 24.1 24,100.00 12h 51m 0.28%
07.11.2013 09:10 07.11.2013 22:01 EURUSD Buy 100.00 1.3 - 1.30889 1.31128 23.9 23,900.00 12h 51m 0.28%
07.10.2013 21:47 07.10.2013 23:48 EURUSD Buy 100.00 1.3 - 1.28768 1.29283 51.5 51,500.00 2h 1m 0.60%
07.10.2013 18:30 07.10.2013 21:01 EURUSD Buy 100.00 1.3 - 1.28397 1.28722 32.5 32,500.00 2h 31m 0.38%
07.10.2013 04:46 07.10.2013 17:56 EURUSD Sell 100.00 1.3 - 1.27815 1.28518 -70.3 -70,300.00 13h 10m -0.81%
07.10.2013 11:13 07.10.2013 17:56 EURUSD Sell 100.00 1.3 - 1.28281 1.28518 -23.7 -23,700.00 6h 43m -0.28%
07.09.2013 19:17 07.10.2013 02:54 EURUSD Sell 100.00 1.3 - 1.27937 1.27785 15.2 15,220.00 7h 37m 0.18%
07.09.2013 21:48 07.10.2013 02:54 EURUSD Sell 100.00 1.3 - 1.27853 1.27785 6.8 6,820.00 5h 6m 0.08%
07.08.2013 03:12 07.09.2013 08:36 EURUSD Sell 100.00 1.3 - 1.28254 1.28853 -59.9 -59,880.00 1d -0.69%
07.08.2013 12:05 07.09.2013 08:36 EURUSD Sell 100.00 1.3 - 1.28419 1.28853 -43.4 -43,380.00 20h 31m -0.50%
07.08.2013 01:17 07.08.2013 02:51 EURUSD Sell 100.00 1.3 - 1.28323 1.28175 14.8 14,800.00 1h 34m 0.17%
07.05.2013 20:13 07.08.2013 00:00 EURUSD Sell 100.00 1.3 - 1.28339 1.28123 21.6 21,620.00 2d 0.25%
07.05.2013 17:31 07.08.2013 00:00 EURUSD Sell 100.00 1.3 - 1.28403 1.28128 27.5 27,520.00 2d 0.32%
07.05.2013 15:02 07.05.2013 16:00 EURUSD Sell 100.00 1.3 - 1.2888 1.28263 61.7 61,700.00 58m 0.72%
07.05.2013 04:39 07.05.2013 10:01 EURUSD Sell 100.00 1.3 - 1.29016 1.28944 7.2 7,200.00 5h 22m 0.08%
07.05.2013 03:34 07.05.2013 08:30 EURUSD Sell 100.00 1.3 - 1.29004 1.28951 5.3 5,300.00 4h 56m 0.06%
07.04.2013 19:16 07.05.2013 01:16 EURUSD Sell 100.00 1.3 - 1.29267 1.29105 16.2 16,220.00 6h 0m 0.19%
07.04.2013 18:00 07.05.2013 01:16 EURUSD Sell 100.00 1.3 - 1.29123 1.29103 2.0 2,020.00 7h 16m 0.02%
07.03.2013 11:50 07.03.2013 14:16 EURUSD Sell 100.00 1.3 - 1.29464 1.29725 -26.1 -26,100.00 2h 26m -0.30%
07.02.2013 16:48 07.02.2013 21:39 EURUSD Sell 100.00 1.3 - 1.30095 1.29886 20.9 20,900.00 4h 51m 0.24%

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