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Strategy Settings

s1
"
AutoLots
true
PercentRisk
1
FixedLots
0.1
s2
"
TimeFrame
0
LookBackBars
53
MinimumDistance
10
SLInPips
10
TPInPips
240
s3
"
BreakEvenCheck
true
BERiskMultiplier
1
BEAfterMinutes
5000
s4
"
+3144.45%

0.14%
4.13%
Drawdown: 69.07%

Balance: $162,222.46
Highest: (Oct 23) $165,516.46
Profit: $157,222.46
Deposits: $5,000.00

Test Started: Oct 02, 2007
Test Ended: Oct 23, 2014
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jan 21, 2015 at 21:34
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Trades: 2,766
Profitability:
Pips: 4,939.4
Average Win: 12.00 pips / $390.00
Average Loss: -10.00 pips / -$327.69
Lots: 9,656.36
Commissions: 0
Longs Won: (741/1,417) 52%
Shorts Won: (741/1,349) 54%
Best Trade ($): (Nov 01) 29,304.00
Worst Trade ($): (Oct 23) -1,655.00
Best Trade (Pips): (Dec 28) 240.0
Worst Trade (Pips): (Oct 04) -10.0
Avg. Trade Length: 4h 34m
Profit Factor: 1.37
Standard Deviation: $1,593.69
Sharpe Ratio 0.05
Z-Score (Probability): 0.37 (28.86%)
Expectancy 1.8 Pips / $56.84
AHPR: 0.18%
GHPR: 0.13%
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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% 0.02% 0.13% 0.67% 2.51% 7.62% 19.98% 46.75%
Consecutive Losing Trades 495 446 396 347 297 248 198 149 99 50
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2766)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.23.2014 04:10 10.23.2014 04:15 EURUSD Buy 16.39 1.3 1.3 1.26631 1.26531 -10.0 -1,639.00 5m -1.00%
10.23.2014 03:40 10.23.2014 03:41 EURUSD Buy 16.55 1.3 1.3 1.26427 1.26327 -10.0 -1,655.00 1m -1.00%
10.21.2014 05:40 10.23.2014 03:40 EURUSD Sell 14.46 1.3 1.3 1.27876 1.26427 144.9 20,952.54 1d 14.49%
10.20.2014 03:00 10.20.2014 03:06 EURUSD Sell 14.60 1.3 1.2 1.27341 1.27441 -10.0 -1,460.00 6m -1.00%
10.17.2014 02:55 10.17.2014 03:05 EURUSD Sell 14.75 1.3 1.3 1.27837 1.27937 -10.0 -1,475.00 10m -1.00%
10.16.2014 06:05 10.16.2014 06:54 EURUSD Sell 14.75 1.3 1.3 1.27477 1.27477 0.0 0.00 49m 0.00%
10.15.2014 16:25 10.15.2014 17:43 EURUSD Buy 14.75 1.3 1.3 1.28196 1.28196 0.0 0.00 1h 18m 0.00%
10.15.2014 09:35 10.15.2014 09:44 EURUSD Buy 14.75 1.3 1.3 1.28241 1.28241 0.0 0.00 9m 0.00%
10.15.2014 08:55 10.15.2014 08:56 EURUSD Buy 14.90 1.3 1.3 1.27483 1.27383 -10.0 -1,490.00 1m -1.00%
10.15.2014 08:40 10.15.2014 08:44 EURUSD Buy 14.90 1.3 1.3 1.27134 1.27134 0.0 0.00 4m 0.00%
10.13.2014 16:25 10.13.2014 20:02 EURUSD Buy 14.90 1.3 1.3 1.27179 1.27179 0.0 0.00 3h 37m 0.00%
10.12.2014 21:20 10.13.2014 02:51 EURUSD Buy 14.90 1.3 1.3 1.2665 1.2665 0.0 0.00 5h 31m 0.00%
10.09.2014 08:25 10.12.2014 21:20 EURUSD Sell 13.87 1.3 1.2 1.27391 1.2665 74.1 10,277.67 3d 7.41%
10.08.2014 14:10 10.09.2014 08:25 EURUSD Buy 13.36 1.3 1.3 1.2701 1.27391 38.1 5,090.16 18h 15m 3.81%
10.07.2014 03:15 10.07.2014 03:36 EURUSD Buy 13.50 1.3 1.3 1.26569 1.26469 -10.0 -1,350.00 21m -1.00%
10.06.2014 15:45 10.06.2014 15:53 EURUSD Buy 13.63 1.3 1.3 1.26592 1.26492 -10.0 -1,363.00 8m -1.00%
10.06.2014 14:40 10.06.2014 14:46 EURUSD Buy 13.77 1.3 1.3 1.26342 1.26242 -10.0 -1,377.00 6m -1.00%
10.03.2014 08:40 10.03.2014 09:07 EURUSD Sell 13.77 1.3 1.2 1.25491 1.25491 0.0 0.00 27m 0.00%
10.01.2014 23:15 10.02.2014 00:10 EURUSD Buy 13.91 1.3 1.3 1.26647 1.26547 -10.0 -1,391.00 55m -1.00%
10.01.2014 10:10 10.01.2014 10:16 EURUSD Buy 14.05 1.3 1.3 1.26304 1.26204 -10.0 -1,405.00 6m -1.00%

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