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Strategy Settings

MoneyManagement
true
Lots
1
SellLots
0
BuyLots
0
Risk
5
+481539.08%

0.62%
20.39%
Drawdown: 27.06%

Balance: $4,816,390.84
Highest: (Sep 13) $4,849,390.84
Profit: $4,815,390.84
Deposits: $1,000.00

Test Started: Jan 02, 2009
Test Ended: Oct 04, 2012
Timeframe: 1 Minute

Model Type: Every Tick
Added: Jan 17, 2013 at 16:25
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Trades: 720
Profitability:
Pips: 1,910.3
Average Win: 7.60 pips / $16,179.65
Average Loss: -3.81 pips / -$5,724.06
Lots: 141,844.91
Commissions: 0
Longs Won: (202/359) 56%
Shorts Won: (206/361) 57%
Best Trade ($): (Jun 29) 285,000.00
Worst Trade ($): (Dec 04) -67,000.00
Best Trade (Pips): (Jan 05) 37.5
Worst Trade (Pips): (Nov 03) -23.8
Avg. Trade Length: 39s
Profit Factor: 3.70
Standard Deviation: $30,362.59
Sharpe Ratio 0.33
Z-Score (Probability): -0.77 (-55.87%)
Expectancy 2.7 Pips / $6,688.04
AHPR: 1.26%
GHPR: 1.18%
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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% <0.01% <0.01% <0.01%
Consecutive Losing Trades 842 758 673 589 505 421 337 253 168 84
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (720)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.04.2012 12:33 10.04.2012 12:34 EURUSD Sell 1000.00 1.3 - 1.29837 1.29853 -1.6 -16,000.00 1m -0.33%
10.04.2012 12:33 10.04.2012 12:33 EURUSD Sell 1000.00 1.3 - 1.29835 1.29842 -0.7 -7,000.00 0s -0.14%
09.24.2012 08:01 09.24.2012 08:02 EURUSD Buy 1000.00 1.3 - 1.29327 1.29317 -1.0 -10,000.00 1m -0.21%
09.13.2012 16:36 09.13.2012 16:36 EURUSD Buy 1000.00 1.3 - 1.28832 1.28864 3.2 32,000.00 0s 0.66%
09.13.2012 16:34 09.13.2012 16:35 EURUSD Buy 1000.00 1.3 - 1.28984 1.29174 19.0 190,000.00 1m 4.11%
09.13.2012 16:32 09.13.2012 16:33 EURUSD Sell 1000.00 1.3 - 1.29582 1.29591 -0.9 -9,000.00 1m -0.19%
09.13.2012 16:30 09.13.2012 16:31 EURUSD Buy 1000.00 1.3 - 1.28692 1.28719 2.7 27,000.00 1m 0.59%
09.13.2012 16:30 09.13.2012 16:30 EURUSD Buy 1000.00 1.3 - 1.28677 1.28655 -2.2 -22,000.00 0s -0.48%
09.12.2012 08:14 09.12.2012 08:14 EURUSD Sell 1000.00 1.3 - 1.28732 1.28631 10.1 101,000.00 0s 2.23%
09.12.2012 08:07 09.12.2012 08:08 EURUSD Sell 1000.00 1.3 - 1.28679 1.28563 11.6 116,000.00 1m 2.63%
09.06.2012 12:35 09.06.2012 12:36 EURUSD Buy 1000.00 1.3 - 1.2595 1.2596 1.0 10,000.00 1m 0.23%
09.04.2012 14:37 09.04.2012 14:37 EURUSD Sell 1000.00 1.3 - 1.2595 1.25858 9.2 92,000.00 0s 2.13%
08.31.2012 14:29 08.31.2012 14:30 EURUSD Buy 1000.00 1.3 - 1.2592 1.25933 1.3 13,000.00 1m 0.30%
08.31.2012 14:29 08.31.2012 14:29 EURUSD Buy 1000.00 1.3 - 1.25912 1.25912 0.0 0.00 0s 0.00%
08.02.2012 12:40 08.02.2012 12:41 EURUSD Buy 1000.00 1.2 - 1.22889 1.22929 4.0 40,000.00 1m 0.94%
08.02.2012 12:37 08.02.2012 12:38 EURUSD Buy 1000.00 1.2 - 1.23334 1.23282 -5.2 -52,000.00 1m -1.21%
08.02.2012 12:37 08.02.2012 12:37 EURUSD Buy 1000.00 1.2 - 1.23341 1.23303 -3.8 -38,000.00 0s -0.87%
08.02.2012 12:35 08.02.2012 12:36 EURUSD Sell 1000.00 1.2 - 1.24002 1.23826 17.6 176,000.00 1m 4.22%
08.02.2012 11:46 08.02.2012 11:46 EURUSD Sell 1000.00 1.2 - 1.22851 1.22796 5.5 55,000.00 0s 1.34%
08.02.2012 11:45 08.02.2012 11:45 EURUSD Sell 1000.00 1.2 - 1.22906 1.2283 7.6 76,000.00 0s 1.88%

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