Strategy Settings
Optimization 300 RiskPercent 0 Magic 240
Slippage 3 ECN false OrderCmnt "H4 AUDUS...
Files:
Forward test is not available.
  • Info
  • Stats
  • General
  • Gain: +1124.66%
  • Daily: 0.16%
  • Monthly: 4.79%
  • Drawdown: 10.60%
  • Balance: $12.2K
  • Highest: (Dec 14) $12.2K
  • Profit: $11246.63
  • Deposits: $1000.00
  • Test Started:Jan 03, 2008
  • Test Ended:Dec 14, 2011
  • Timeframe:4 Hours
  • Model Type:Every Tick
  • Added:Dec 19 2011 at 09:29
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  • Chart
  • Growth
  • Balance
  • Profit
  • Advanced Statistics
  • Trades
  • Summary
  • Hourly
  • Daily
  • Risk Of Ruin
  • Duration
Trades: 450
Profitability:
Pips: 11681.9
Average Win: 51.41 pips / $49.34
Average Loss: -63.13 pips / -$60.22
Lots: 45
Commissions: 0
Longs Won: (173/242) 71%
Shorts Won: (177/208) 85%
Best Trade($): (Sep 22) 703.79
Worst Trade($): (Mar 27) -214.62
Best Trade (Pips): (Sep 22) 657.0
Worst Trade (Pips): (Mar 27) -245.2
Avg. Trade Length: 1d
Profit Factor: 2.87
Standard Deviation: $76.19
Sharpe Ratio: 0.2600
Z-Score (Probability): -1.10 (-72.93%)
Expectancy: 26.0 Pips / $24.99
AHPR: 0.58%
GHPR: 0.56%
Currency Longs Shorts Total
Trades Pips Profit Trades Pips Profit Trades Pips Profit Won (%) Lost (%)
USDCHF 242 5526.8 5166.72 208 6155.1 6080.24 450 11681.9 11246.96 350 (78%) 100 (22%)
Trading Activity (450)
Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.14.2011 00:00 12.14.2011 23:31 USDCHF Buy 0.10 0.93412 - 0.94577 0.95334 75.7 79.41 23h 31m 0.65%
12.09.2011 00:00 12.13.2011 16:00 USDCHF Buy 0.10 0.91757 - 0.92608 0.93576 96.8 103.08 4d 0.85%
12.08.2011 16:00 12.08.2011 16:00 USDCHF Sell 0.10 0.92553 - 0.92232 0.92553 -32.1 -34.68 0s -0.29%
12.07.2011 20:00 12.07.2011 20:56 USDCHF Buy 0.10 0.92271 - 0.92346 0.92271 -7.5 -8.13 56m -0.07%
12.06.2011 20:00 12.07.2011 00:00 USDCHF Sell 0.10 0.92973 - 0.92763 0.92600 16.3 17.52 4h 0m 0.14%
12.05.2011 00:00 12.06.2011 16:00 USDCHF Buy 0.10 0.91099 - 0.92057 0.92709 65.2 70.15 1d 0.58%
11.30.2011 00:00 11.30.2011 12:00 USDCHF Buy 0.10 0.91400 - 0.92083 0.92282 19.9 21.56 12h 0m 0.18%
11.28.2011 04:00 11.29.2011 20:00 USDCHF Sell 0.10 0.93316 - 0.92605 0.92027 57.8 62.73 1d 0.53%
11.22.2011 00:00 11.23.2011 08:00 USDCHF Sell 0.10 0.92108 - 0.91696 0.91474 22.2 24.19 1d 0.20%
11.21.2011 00:00 11.21.2011 04:00 USDCHF Buy 0.10 0.90843 - 0.91719 0.91723 0.4 0.44 4h 0m 0.00%
11.17.2011 20:00 11.21.2011 00:00 USDCHF Sell 0.10 0.92374 - 0.91915 0.91719 19.6 21.21 3d 0.18%
11.16.2011 20:00 11.17.2011 02:26 USDCHF Sell 0.10 0.92250 - 0.91575 0.92250 -67.5 -73.41 6h 26m -0.61%
11.14.2011 04:00 11.14.2011 12:00 USDCHF Buy 0.10 0.89525 - 0.90093 0.90300 20.7 22.92 8h 0m 0.19%
11.10.2011 16:00 11.14.2011 04:00 USDCHF Sell 0.10 0.91545 - 0.90278 0.90093 18.5 20.37 3d 0.17%
10.31.2011 08:00 11.02.2011 12:00 USDCHF Buy 0.10 0.86096 - 0.87328 0.88419 109.1 123.02 2d 1.04%
10.26.2011 04:00 10.26.2011 16:00 USDCHF Sell 0.10 0.88486 - 0.87775 0.87583 19.2 21.92 12h 0m 0.19%
10.21.2011 20:00 10.25.2011 20:00 USDCHF Sell 0.10 0.89540 - 0.88429 0.87991 43.8 49.62 4d 0.42%
10.21.2011 04:00 10.21.2011 04:06 USDCHF Buy 0.10 0.89282 - 0.89416 0.89282 -13.4 -15.01 6m -0.13%
10.20.2011 20:00 10.21.2011 04:00 USDCHF Sell 0.10 0.90846 - 0.89722 0.89416 30.6 34.14 8h 0m 0.29%
10.17.2011 20:00 10.20.2011 12:00 USDCHF Buy 0.10 0.88806 - 0.89806 0.90290 48.4 52.69 2d 0.45%

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  • Monthly Analytics
  • 2008
  • 2009
  • 2010
  • 2011


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