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Strategy Settings

MaxTrades
4
LotSizeFactor
0.5
PriceActionFactor
1
StopLossFactor
0.5
TakeProfitFactor
2
TrailingStopFactor
0.2
BarRelatedSL
false
Slippage
2
AverageBarLengthLim...
5
AverageBarLengthLim...
7
AverageBarLengthLim...
10
AverageBarLengthLim...
15
SpreadLimit
2.5
OrderInfoDisplay
false
Sounds
false
+5211.37%

0.55%
17.92%
Drawdown: 7.64%

Balance: $106,227.44
Highest: (Dec 29) $107,332.56
Profit: $104,227.45
Deposits: $2,000.00

Test Started: Jan 06, 2010
Test Ended: Dec 30, 2011
Timeframe: 1 Hour

Model Type: Every Tick
Added: Mar 26, 2012 at 19:09
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Trades: 4,767
Profitability:
Pips: 11,315.0
Average Win: 6.90 pips / $68.12
Average Loss: -9.26 pips / -$97.18
Lots: 6,590.10
Commissions: 0
Longs Won: (1,940/2,515) 77%
Shorts Won: (1,493/2,252) 66%
Best Trade ($): (Nov 30) 1,596.21
Worst Trade ($): (Dec 16) -587.87
Best Trade (Pips): (Sep 15) 60.0
Worst Trade (Pips): (May 06) -17.8
Avg. Trade Length: 1m
Profit Factor: 1.80
Standard Deviation: $136.85
Sharpe Ratio 0.00
Z-Score (Probability): -19.55 (99.99%)
Expectancy 2.4 Pips / $21.86
AHPR: 0.08%
GHPR: 0.08%
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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 1093 984 874 765 656 546 437 328 219 109
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (4767)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2011 16:00 12.30.2011 16:01 EURUSD Sell 5.30 1.3 1.3 1.29741 1.29849 -10.8 -440.82 1m -0.41%
12.30.2011 16:00 12.30.2011 16:00 EURUSD Sell 5.30 1.3 1.3 1.29757 1.29752 0.5 20.42 0s 0.02%
12.30.2011 15:59 12.30.2011 16:00 EURUSD Sell 5.30 1.3 1.3 1.29778 1.29744 3.4 138.89 1m 0.13%
12.30.2011 15:59 12.30.2011 16:00 EURUSD Sell 5.30 1.3 1.3 1.29786 1.29756 3.0 122.54 1m 0.12%
12.29.2011 17:04 12.29.2011 17:05 EURUSD Buy 5.30 1.3 1.3 1.29546 1.29443 -10.3 -421.73 1m -0.39%
12.29.2011 17:04 12.29.2011 17:04 EURUSD Buy 5.30 1.3 1.3 1.29526 1.29536 1.0 40.92 0s 0.04%
12.29.2011 17:04 12.29.2011 17:04 EURUSD Buy 5.30 1.3 1.3 1.29507 1.2954 3.3 135.02 0s 0.13%
12.29.2011 17:00 12.29.2011 17:03 EURUSD Buy 5.30 1.3 1.3 1.29381 1.29381 0.0 0.00 3m 0.00%
12.29.2011 17:00 12.29.2011 17:03 EURUSD Buy 5.30 1.3 1.3 1.29484 1.29381 -10.3 -421.94 3m -0.39%
12.29.2011 17:00 12.29.2011 17:00 EURUSD Buy 5.30 1.3 1.3 1.29469 1.29469 0.0 0.00 0s 0.00%
12.29.2011 17:00 12.29.2011 17:00 EURUSD Buy 5.30 1.3 1.3 1.29377 1.29417 4.0 163.81 0s 0.15%
12.29.2011 17:00 12.29.2011 17:00 EURUSD Buy 5.30 1.3 1.3 1.29511 1.29443 -6.8 -278.42 0s -0.26%
12.29.2011 17:00 12.29.2011 17:00 EURUSD Buy 5.30 1.3 1.3 1.29401 1.2947 6.9 282.46 0s 0.26%
12.29.2011 17:00 12.29.2011 17:00 EURUSD Buy 5.30 1.3 1.3 1.29366 1.29417 5.1 208.86 0s 0.20%
12.29.2011 14:31 12.29.2011 14:33 EURUSD Buy 5.30 1.3 1.3 1.29145 1.29042 -10.3 -423.04 2m -0.39%
12.29.2011 11:56 12.29.2011 12:01 EURUSD Sell 5.30 1.3 1.3 1.2864 1.28596 4.4 181.34 5m 0.17%
12.29.2011 10:04 12.29.2011 10:04 EURUSD Sell 5.30 1.3 1.3 1.29048 1.28984 6.4 262.98 0s 0.25%
12.29.2011 10:04 12.29.2011 10:04 EURUSD Sell 5.30 1.3 1.3 1.28999 1.28984 1.5 61.64 0s 0.06%
12.29.2011 00:18 12.29.2011 00:19 EURUSD Sell 5.30 1.3 1.3 1.28895 1.28895 0.0 0.00 1m 0.00%
12.29.2011 00:18 12.29.2011 00:19 EURUSD Sell 5.30 1.3 1.3 1.28908 1.28894 1.4 57.57 1m 0.05%

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