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Strategy Settings

Risk
5
backtesting
true
five_digit_broker
true
mini_account
false
+360.73%

0.04%
1.27%
Drawdown: 0.00%

Balance: $460,731.00
Highest: (Dec 18) $500,516.79
Profit: $360,731.00
Deposits: $100,000.00

Test Started: Jan 03, 2000
Test Ended: Dec 17, 2009
Timeframe: 1 Hour

Model Type: Every Tick
Added: Jun 06, 2010 at 18:39
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Trades: 568
Profitability:
Pips: 3,147.6
Average Win: 33.41 pips / $3,758.33
Average Loss: -51.24 pips / -$5,728.29
Lots: 6,686.10
Commissions: 0
Longs Won: (196/306) 64%
Shorts Won: (185/262) 70%
Best Trade ($): (Dec 18) 12,192.90
Worst Trade ($): (Dec 18) -12,466.00
Best Trade (Pips): (Oct 06) 136.3
Worst Trade (Pips): (Jan 06) -158.5
Avg. Trade Length: 17h 37m
Profit Factor: 1.34
Standard Deviation: $5,607.53
Sharpe Ratio 0.15
Z-Score (Probability): -0.80 (-57.63%)
Expectancy 5.5 Pips / $635.09
AHPR: 0.29%
GHPR: 0.27%
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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% 0.14% 1.61% 14.25%
Consecutive Losing Trades 80 72 64 56 48 40 32 24 16 8
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (568)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.17.2009 16:00 12.17.2009 23:00 EURUSD Sell 16.50 1.4 1.4 1.43545 1.43387 15.8 2,607.00 7h 0m 0.57%
12.17.2009 08:00 12.17.2009 11:39 EURUSD Sell 16.40 1.4 1.4 1.44135 1.43454 68.1 11,168.40 3h 39m 2.50%
12.15.2009 12:00 12.15.2009 18:00 EURUSD Sell 15.50 1.5 1.4 1.45462 1.45143 31.9 4,944.50 6h 0m 1.12%
12.07.2009 11:00 12.07.2009 18:37 EURUSD Sell 15.50 1.5 1.5 1.48026 1.48756 -73.0 -11,315.00 7h 37m -2.50%
12.07.2009 01:00 12.07.2009 09:36 EURUSD Sell 16.20 1.5 1.5 1.4869 1.48007 68.3 11,064.60 8h 36m 2.50%
12.04.2009 16:00 12.04.2009 17:28 EURUSD Sell 15.10 1.5 1.5 1.4947 1.48757 71.3 10,766.30 1h 28m 2.50%
11.25.2009 23:00 11.26.2009 08:16 EURUSD Buy 16.30 1.5 1.5 1.51331 1.50652 -67.9 -11,053.03 9h 16m -2.50%
11.04.2009 22:00 11.09.2009 05:21 EURUSD Buy 14.50 1.5 1.5 1.48659 1.49404 74.5 10,824.25 4d 2.51%
10.27.2009 20:00 10.27.2009 21:00 EURUSD Sell 16.60 1.5 1.5 1.48087 1.47931 15.6 2,589.60 1h 0m 0.60%
10.26.2009 22:00 10.27.2009 15:03 EURUSD Sell 16.80 1.5 1.5 1.48754 1.48131 62.3 10,459.68 17h 3m 2.50%
10.06.2009 09:00 10.06.2009 11:00 EURUSD Buy 16.80 1.5 1.5 1.47194 1.47274 8.0 1,344.00 2h 0m 0.32%
09.22.2009 13:00 09.23.2009 17:42 EURUSD Buy 18.60 1.5 1.5 1.47965 1.47389 -57.6 -10,708.02 1d -2.50%
09.09.2009 18:00 09.10.2009 15:45 EURUSD Buy 16.60 1.5 1.5 1.45729 1.45067 -66.2 -10,974.26 21h 45m -2.50%
09.08.2009 21:00 09.08.2009 22:00 EURUSD Buy 17.10 1.4 1.5 1.44903 1.44987 8.4 1,436.40 1h 0m 0.33%
08.17.2009 15:00 08.17.2009 16:00 EURUSD Sell 15.20 1.4 1.4 1.40734 1.4071 2.4 364.80 1h 0m 0.08%
08.10.2009 21:00 08.11.2009 02:00 EURUSD Sell 15.00 1.4 1.4 1.4131 1.41305 0.5 69.00 5h 0m 0.02%
08.10.2009 03:00 08.10.2009 10:00 EURUSD Sell 15.60 1.4 1.4 1.4201 1.41934 7.6 1,185.60 7h 0m 0.27%
08.03.2009 21:00 08.06.2009 19:01 EURUSD Buy 15.40 1.4 1.4 1.44094 1.43366 -72.8 -11,188.10 2d -2.50%
07.31.2009 19:00 07.31.2009 20:00 EURUSD Buy 16.40 1.4 1.4 1.42438 1.42549 11.1 1,820.40 1h 0m 0.41%
07.29.2009 22:00 07.30.2009 01:00 EURUSD Sell 16.70 1.4 1.4 1.4034 1.40264 7.6 1,249.16 3h 0m 0.28%

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