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Strategy Settings

s1
"
AutoLots
true
PercentRisk
1.5
FixedLots
0.1
s2
"
TimeFrame
0
LookBackBars
53
MinimumDistance
10
SLInPips
10
TPInPips
500
s3
"
BreakEvenCheck
true
BERiskMultiplier
0.5
BEAfterMinutes
5000
s4
"
+12664.68%

0.19%
5.86%
Drawdown: 79.09%

Balance: $638,234.11
Highest: (Oct 30) $638,234.11
Profit: $633,234.11
Deposits: $5,000.00

Test Started: Nov 01, 2007
Test Ended: Oct 30, 2014
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jan 23, 2015 at 21:58
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Trades: 2,832
Profitability:
Pips: 5,039.0
Average Win: 7.25 pips / $978.85
Average Loss: -10.00 pips / -$1,402.97
Lots: 46,360.47
Commissions: 0
Longs Won: (982/1,442) 68%
Shorts Won: (952/1,390) 68%
Best Trade ($): (Nov 06) 156,383.34
Worst Trade ($): (Nov 13) -9,434.00
Best Trade (Pips): (Aug 10) 500.0
Worst Trade (Pips): (Nov 01) -10.0
Avg. Trade Length: 3h 39m
Profit Factor: 1.50
Standard Deviation: $6,301.85
Sharpe Ratio 0.06
Z-Score (Probability): -0.74 (-54.07%)
Expectancy 1.8 Pips / $223.60
AHPR: 0.27%
GHPR: 0.17%
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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% 0.14% 0.71% 2.6% 7.82% 20.31% 47.11%
Consecutive Losing Trades 455 409 364 318 273 227 182 136 91 45
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2832)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.29.2014 13:10 10.30.2014 00:53 EURUSD Sell 87.81 1.3 1.2 1.26546 1.25944 60.2 52,861.62 11h 43m 9.03%
10.28.2014 07:40 10.28.2014 07:46 EURUSD Buy 87.81 1.3 1.3 1.27448 1.27448 0.0 0.00 6m 0.00%
10.27.2014 09:15 10.27.2014 09:49 EURUSD Buy 87.81 1.3 1.3 1.27051 1.27051 0.0 0.00 34m 0.00%
10.23.2014 04:10 10.23.2014 04:15 EURUSD Buy 89.14 1.3 1.3 1.26631 1.26531 -10.0 -8,914.00 5m -1.50%
10.23.2014 03:40 10.23.2014 03:41 EURUSD Buy 90.50 1.3 1.3 1.26427 1.26327 -10.0 -9,050.00 1m -1.50%
10.21.2014 05:40 10.23.2014 03:40 EURUSD Sell 74.34 1.3 1.2 1.27876 1.26427 144.9 107,718.66 1d 21.73%
10.20.2014 03:00 10.20.2014 03:06 EURUSD Sell 75.47 1.3 1.2 1.27341 1.27441 -10.0 -7,547.00 6m -1.50%
10.17.2014 02:55 10.17.2014 03:05 EURUSD Sell 76.62 1.3 1.2 1.27837 1.27937 -10.0 -7,662.00 10m -1.50%
10.16.2014 06:05 10.16.2014 06:54 EURUSD Sell 76.62 1.3 1.2 1.27477 1.27477 0.0 0.00 49m 0.00%
10.15.2014 16:25 10.15.2014 17:43 EURUSD Buy 76.62 1.3 1.3 1.28196 1.28196 0.0 0.00 1h 18m 0.00%
10.15.2014 09:40 10.15.2014 09:40 EURUSD Buy 76.62 1.3 1.3 1.28538 1.28538 0.0 0.00 0s 0.00%
10.15.2014 09:35 10.15.2014 09:37 EURUSD Buy 76.62 1.3 1.3 1.28241 1.28241 0.0 0.00 2m 0.00%
10.15.2014 08:55 10.15.2014 08:56 EURUSD Buy 77.79 1.3 1.3 1.27483 1.27383 -10.0 -7,779.00 1m -1.50%
10.15.2014 08:40 10.15.2014 08:44 EURUSD Buy 77.79 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 77.79 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 77.79 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 70.01 1.3 1.2 1.27391 1.2665 74.1 51,877.41 3d 11.12%
10.08.2014 14:10 10.09.2014 08:25 EURUSD Buy 66.22 1.3 1.3 1.2701 1.27391 38.1 25,229.82 18h 15m 5.71%
10.07.2014 03:15 10.07.2014 03:19 EURUSD Buy 66.22 1.3 1.3 1.26569 1.26569 0.0 0.00 4m 0.00%
10.06.2014 15:45 10.06.2014 15:53 EURUSD Buy 67.23 1.3 1.3 1.26592 1.26492 -10.0 -6,723.00 8m -1.50%

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