Strategy Settings
SendEmails false OpenBarMode true OpenBarTF 1
MaxSpread 2 Minutos 0 _1 "Parámetro...
TimeFrame 5 PerATRiMA 11 MA_MODE 0
EntryOffset 0.79 imaTF 60 imaPer 7
imaMeth 2 variable 12 tinyRSIFilter true
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Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +44403.38%
  • Daily: 0.16%
  • Monthly: 4.93%
  • Drawdown: 8.46%
  • Balance: $445.0K
  • Highest: (Dec 14) $445.0K
  • Profit: $444033.80
  • Deposits: $1000.00
  • Test Started:Jan 02, 2002
  • Test Ended:Dec 14, 2010
  • Timeframe:5 Minutes
  • Model Type:n/a
  • Added:Jan 29 2011 at 14:00
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 10016
Profitability:
Pips: 30042.2
Average Win: 9.87 pips / $163.27
Average Loss: -18.55 pips / -$328.58
Lots: 17,434.98
Commissions: 0
Longs Won: (3067/3954) 77%
Shorts Won: (4527/6062) 74%
Best Trade($): (Nov 24) 1336.72
Worst Trade($): (Nov 15) -3473.40
Best Trade (Pips): (Apr 06) 15.5
Worst Trade (Pips): (Apr 15) -42.5
Avg. Trade Length: 1h 15m
Profit Factor: 1.56
Standard Deviation: $405.25
Sharpe Ratio: 0.0000
Z-Score (Probability): -26.98 (99.99%)
Expectancy: 3.0 Pips / $44.33
AHPR: 0.06%
GHPR: 0.06%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
EURUSD 3954 12944.0 180516.60 6062 17098.2 263517.14 10016 30042.2 444033.74 7594 (76%) 2422 (24%)
Trading Activity (10016)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.14.2010 11:24 12.14.2010 11:40 EURUSD Buy 8.88 1.33750 1.34320 1.34170 1.34320 15.0 1332.00 16m 0.30%
12.14.2010 02:47 12.14.2010 03:12 EURUSD Buy 8.85 1.33290 1.33860 1.33710 1.33820 11.0 973.50 25m 0.22%
12.14.2010 02:37 12.14.2010 03:12 EURUSD Buy 8.85 1.33340 1.33910 1.33760 1.33820 6.0 531.00 35m 0.12%
12.14.2010 02:20 12.14.2010 03:12 EURUSD Buy 8.85 1.33390 1.33960 1.33810 1.33820 1.0 88.50 52m 0.02%
12.14.2010 01:11 12.14.2010 01:26 EURUSD Buy 8.83 1.33390 1.33960 1.33810 1.33880 7.0 618.10 15m 0.14%
12.13.2010 22:00 12.13.2010 23:54 EURUSD Buy 8.83 1.33570 1.34140 1.33990 1.33920 -7.0 -618.10 1h 54m -0.14%
12.13.2010 22:33 12.13.2010 23:54 EURUSD Buy 8.83 1.33520 1.34090 1.33940 1.33920 -2.0 -176.60 1h 21m -0.04%
12.13.2010 22:47 12.13.2010 23:54 EURUSD Buy 8.83 1.33470 1.34040 1.33890 1.33920 3.0 264.90 1h 7m 0.06%
12.13.2010 23:33 12.13.2010 23:54 EURUSD Buy 8.83 1.33410 1.33980 1.33830 1.33920 9.0 794.70 21m 0.18%
12.13.2010 09:02 12.13.2010 09:51 EURUSD Sell 8.82 1.32410 1.31840 1.31990 1.31940 5.0 441.00 49m 0.10%
12.13.2010 08:45 12.13.2010 08:52 EURUSD Sell 8.80 1.32380 1.31810 1.31960 1.31850 11.0 968.00 7m 0.22%
12.13.2010 07:45 12.13.2010 08:06 EURUSD Sell 8.79 1.32360 1.31790 1.31940 1.31890 5.0 439.50 21m 0.10%
12.13.2010 05:05 12.13.2010 06:41 EURUSD Sell 8.79 1.32330 1.31760 1.31910 1.31870 4.0 351.60 1h 36m 0.08%
11.25.2010 22:47 11.26.2010 02:04 EURUSD Buy 8.79 1.33130 1.33700 1.33548 1.33494 -5.4 -464.11 3h 17m -0.11%
11.25.2010 20:20 11.25.2010 21:18 EURUSD Buy 8.80 1.33270 1.33840 1.33689 1.33676 -1.3 -114.40 58m -0.03%
11.25.2010 09:19 11.25.2010 10:52 EURUSD Sell 8.80 1.33730 1.33160 1.33305 1.33320 -1.5 -132.00 1h 33m -0.03%
11.25.2010 06:03 11.25.2010 06:57 EURUSD Sell 8.79 1.33730 1.33160 1.33307 1.33225 8.2 720.78 54m 0.16%
11.25.2010 04:16 11.25.2010 04:40 EURUSD Sell 8.76 1.33730 1.33160 1.33312 1.33175 13.7 1200.12 24m 0.27%
11.24.2010 23:18 11.25.2010 02:07 EURUSD Sell 8.78 1.33760 1.33190 1.33337 1.33452 -11.5 -1086.09 2h 49m -0.25%
11.25.2010 01:06 11.25.2010 02:07 EURUSD Sell 8.78 1.33840 1.33270 1.33419 1.33452 -3.3 -289.74 1h 1m -0.07%

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