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Strategy Settings

MoneyManagement2
true
Lots2
1
SellLots2
0
BuyLots2
0
Risk2
5
+411138.35%

0.61%
19.97%
Drawdown: 32.22%

Balance: $4,112,383.54
Highest: (Sep 12) $4,196,383.54
Profit: $4,111,383.54
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 16:41
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Trades: 671
Profitability:
Pips: 1,628.0
Average Win: 6.82 pips / $14,332.85
Average Loss: -2.60 pips / -$3,258.08
Lots: 106,468.75
Commissions: 0
Longs Won: (169/320) 52%
Shorts Won: (189/351) 53%
Best Trade ($): (Feb 21) 447,000.00
Worst Trade ($): (Feb 03) -65,000.00
Best Trade (Pips): (Sep 06) 129.9
Worst Trade (Pips): (Apr 10) -18.1
Avg. Trade Length: 7s
Profit Factor: 5.03
Standard Deviation: $37,070.22
Sharpe Ratio 0.25
Z-Score (Probability): -1.59 (-89.57%)
Expectancy 2.4 Pips / $6,127.25
AHPR: 1.38%
GHPR: 1.25%
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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% 0.03% 2.13%
Consecutive Losing Trades 1263 1136 1010 884 758 631 505 379 253 126
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (671)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.04.2012 12:41 10.04.2012 12:41 EURUSD Buy 1000.00 1.3 - 1.29918 1.29889 -2.9 -29,000.00 0s -0.70%
09.24.2012 08:02 09.24.2012 08:02 EURUSD Sell 1000.00 1.3 - 1.2924 1.29267 -2.7 -27,000.00 0s -0.65%
09.21.2012 08:38 09.21.2012 08:39 EURUSD Buy 1000.00 1.3 - 1.3022 1.30192 -2.8 -28,000.00 1m -0.67%
09.12.2012 08:05 09.12.2012 08:05 EURUSD Sell 1000.00 1.3 - 1.28386 1.2819 19.6 196,000.00 0s 4.90%
09.07.2012 12:36 09.07.2012 12:36 EURUSD Buy 1000.00 1.3 - 1.27428 1.27411 -1.7 -17,000.00 0s -0.42%
09.06.2012 12:43 09.06.2012 12:43 EURUSD Sell 1000.00 1.3 - 1.25865 1.25889 -2.4 -24,000.00 0s -0.59%
09.06.2012 11:45 09.06.2012 11:45 EURUSD Buy 1000.00 1.3 - 1.26416 1.26424 0.8 8,000.00 0s 0.20%
08.24.2012 15:15 08.24.2012 15:15 EURUSD Buy 1000.00 1.3 - 1.25523 1.2554 1.7 17,000.00 0s 0.42%
08.02.2012 12:35 08.02.2012 12:35 EURUSD Buy 1000.00 1.2 - 1.24032 1.24012 -2.0 -20,000.00 0s -0.50%
08.02.2012 12:32 08.02.2012 12:32 EURUSD Buy 1000.00 1.2 - 1.23706 1.23685 -2.1 -21,000.00 0s -0.52%
08.02.2012 11:53 08.02.2012 11:53 EURUSD Buy 1000.00 1.2 - 1.22967 1.22976 0.9 9,000.00 0s 0.22%
08.01.2012 18:13 08.01.2012 18:14 EURUSD Sell 1000.00 1.2 - 1.22669 1.22598 7.1 71,000.00 1m 1.79%
07.27.2012 17:29 07.27.2012 17:29 EURUSD Buy 1000.00 1.2 - 1.2387 1.23841 -2.9 -29,000.00 0s -0.72%
07.27.2012 13:19 07.27.2012 13:19 EURUSD Buy 1000.00 1.2 - 1.2342 1.23412 -0.8 -8,000.00 0s -0.20%
07.25.2012 07:01 07.25.2012 07:01 EURUSD Buy 1000.00 1.2 - 1.20918 1.21048 13.0 130,000.00 0s 3.35%
07.17.2012 14:01 07.17.2012 14:01 EURUSD Sell 1000.00 1.2 - 1.22507 1.22489 1.8 18,000.00 0s 0.47%
07.05.2012 11:47 07.05.2012 11:47 EURUSD Sell 1000.00 1.2 - 1.2477 1.24749 2.1 21,000.00 0s 0.55%
06.29.2012 12:42 06.29.2012 12:42 EURUSD Buy 1000.00 1.3 - 1.26821 1.26882 6.1 61,000.00 0s 1.61%
06.29.2012 03:01 06.29.2012 03:02 EURUSD Buy 1000.00 1.3 - 1.25793 1.26207 41.4 414,000.00 1m 12.28%
06.29.2012 03:00 06.29.2012 03:00 EURUSD Buy 1000.00 1.3 - 1.25461 1.25501 4.0 40,000.00 0s 1.20%

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