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Strategy Settings

Fast
6
Slow
14
PipsAway
0.0005
Range
14
Cross
"UP"
BEPips
0
BEPoint
0.015
Lots
0.2
Slippage
3
MagicNumber
0
MagicNumber2
1
MagicNumber3
2
SignalMail
false
Strategy1
1
Strategy2
1
+247.95%

0.07%
2.2%
Drawdown: 25.92%

Balance: $34,794.64
Highest: (Sep 27) $34,794.64
Profit: $24,794.64
Deposits: $10,000.00

Test Started: Jan 09, 2007
Test Ended: Sep 27, 2011
Timeframe: 1 Day

Model Type: Every Tick
Added: Jul 19, 2012 at 15:07
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Trades: 231
Profitability:
Pips: 10,875.4
Average Win: 175.60 pips / $444.46
Average Loss: -75.99 pips / -$215.50
Lots: 61.60
Commissions: 0
Longs Won: (54/105) 51%
Shorts Won: (59/126) 46%
Best Trade ($): (Dec 19) 2,697.22
Worst Trade ($): (Sep 29) -983.16
Best Trade (Pips): (Dec 19) 1,351.0
Worst Trade (Pips): (Sep 29) -245.0
Avg. Trade Length: 6d
Profit Factor: 1.98
Standard Deviation: $498.37
Sharpe Ratio 0.22
Z-Score (Probability): -6.46 (99.99%)
Expectancy 47.1 Pips / $107.34
AHPR: 0.57%
GHPR: 0.54%
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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% 0.13% 4.3%
Consecutive Losing Trades 161 145 129 113 97 81 65 48 32 16
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (231)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
09.06.2011 10:03 09.27.2011 10:38 EURUSD Sell 0.20 1.4 - 1.4208 1.35275 680.5 1,363.42 21d 4.08%
09.06.2011 10:03 09.06.2011 14:15 EURUSD Sell 0.40 1.4 1.4 1.4208 1.4095 113.0 450.12 4h 12m 1.36%
09.06.2011 10:03 09.06.2011 10:19 EURUSD Sell 0.20 1.4 - 1.4208 1.4173 35.0 69.06 16m 0.21%
08.17.2011 03:11 08.29.2011 08:21 EURUSD Buy 0.40 1.4 1.5 1.4359 1.453 171.0 674.44 12d 2.09%
08.17.2011 03:11 08.18.2011 16:43 EURUSD Buy 0.20 1.4 - 1.4359 1.4325 -34.0 -69.90 1d -0.22%
08.17.2011 03:11 08.18.2011 13:47 EURUSD Buy 0.20 1.4 - 1.4359 1.4359 0.0 -1.90 1d -0.01%
08.03.2011 11:07 08.05.2011 19:46 EURUSD Sell 0.20 1.4 - 1.4262 1.4262 0.0 -0.30 2d 0.00%
08.03.2011 11:07 08.04.2011 17:17 EURUSD Sell 0.40 1.4 1.4 1.4262 1.412 142.0 567.08 1d 1.79%
08.03.2011 11:07 08.03.2011 12:00 EURUSD Sell 0.20 1.4 - 1.4262 1.4282 -20.0 -40.94 53m -0.13%
07.25.2011 10:21 07.28.2011 05:24 EURUSD Buy 0.20 1.4 - 1.4332 1.4332 0.0 -2.54 2d -0.01%
07.25.2011 10:21 07.26.2011 05:50 EURUSD Buy 0.40 1.4 1.4 1.4332 1.4467 135.0 537.48 19h 29m 1.72%
07.25.2011 10:21 07.25.2011 16:30 EURUSD Buy 0.20 1.4 - 1.4332 1.4357 25.0 49.06 6h 9m 0.16%
07.13.2011 17:17 07.14.2011 02:50 EURUSD Sell 0.20 1.4 - 1.4119 1.4256 -137.0 -274.46 9h 33m -0.86%
07.13.2011 17:17 07.14.2011 02:50 EURUSD Sell 0.40 1.4 1.4 1.4119 1.4256 -137.0 -548.92 9h 33m -1.73%
07.13.2011 17:17 07.14.2011 00:01 EURUSD Sell 0.20 1.4 - 1.4119 1.4192 -73.0 -146.46 6h 44m -0.46%
07.05.2011 04:32 07.06.2011 10:25 EURUSD Buy 0.20 1.4 - 1.45 1.4391 -109.0 -219.26 1d -0.67%
07.05.2011 04:32 07.06.2011 10:25 EURUSD Buy 0.40 1.4 1.5 1.45 1.4391 -109.0 -438.52 1d -1.34%
07.05.2011 04:32 07.05.2011 04:38 EURUSD Buy 0.20 1.4 - 1.45 1.4495 -5.0 -10.94 6m -0.03%
06.17.2011 13:40 06.21.2011 21:55 EURUSD Sell 0.40 1.4 1.4 1.4282 1.4421 -139.0 -557.24 4d -1.67%
06.17.2011 13:40 06.21.2011 21:55 EURUSD Sell 0.20 1.4 - 1.4282 1.4421 -139.0 -278.62 4d -0.82%

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