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Strategy Settings

s1
"
AutoLots
true
PercentRisk
3.5
FixedLots
0.1
MaxSpread
5
MondayStartTime
"0:00"
s2
"
TimeFrame
0
LookBackBars
53
MinimumDistance
10
SLInPips
10
TPInPips
12
s3
"
BreakEvenCheck
false
BERiskMultiplier
8
+4857.88%

0.59%
19.19%
Drawdown: 30.95%

Balance: $296,891.00
Highest: (Oct 30) $296,891.00
Profit: $290,891.00
Deposits: $6,000.00

Test Started: Jan 02, 2012
Test Ended: Oct 30, 2013
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Feb 23, 2015 at 12:39
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Trades: 608
Profitability:
Pips: 1,246.0
Average Win: 12.00 pips / $2,770.31
Average Loss: -10.00 pips / -$2,296.80
Lots: 14,003.81
Commissions: 0
Longs Won: (165/320) 51%
Shorts Won: (168/288) 58%
Best Trade ($): (Oct 30) 11,966.40
Worst Trade ($): (Oct 24) -9,518.00
Best Trade (Pips): (Jan 04) 12.0
Worst Trade (Pips): (Jan 02) -10.0
Avg. Trade Length: 30m
Profit Factor: 1.46
Standard Deviation: $3,729.26
Sharpe Ratio 0.19
Z-Score (Probability): -1.45 (-85.70%)
Expectancy 2.0 Pips / $478.44
AHPR: 0.72%
GHPR: 0.64%
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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% 0.07% 1.08% 11.77%
Consecutive Losing Trades 129 116 103 90 78 65 52 39 26 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (608)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.30.2013 13:10 10.30.2013 13:11 EURUSD Sell 99.72 1.4 1.4 1.37421 1.37301 12.0 11,966.40 1m 4.20%
10.29.2013 09:30 10.29.2013 09:35 EURUSD Buy 95.70 1.4 1.4 1.37857 1.37977 12.0 11,484.00 5m 4.20%
10.24.2013 03:35 10.24.2013 04:07 EURUSD Sell 91.85 1.4 1.4 1.37823 1.37703 12.0 11,022.00 32m 4.20%
10.24.2013 02:05 10.24.2013 03:22 EURUSD Buy 95.18 1.4 1.4 1.38109 1.38009 -10.0 -9,518.00 1h 17m -3.50%
10.22.2013 10:05 10.22.2013 10:40 EURUSD Buy 91.34 1.4 1.4 1.37645 1.37765 12.0 10,960.80 35m 4.20%
10.22.2013 08:40 10.22.2013 08:53 EURUSD Buy 94.65 1.4 1.4 1.37311 1.37211 -10.0 -9,465.00 13m -3.50%
10.17.2013 03:25 10.17.2013 03:30 EURUSD Buy 90.84 1.4 1.4 1.35921 1.36041 12.0 10,900.80 5m 4.20%
10.16.2013 10:55 10.16.2013 11:16 EURUSD Sell 87.18 1.3 1.3 1.34893 1.34773 12.0 10,461.60 21m 4.20%
10.15.2013 14:30 10.15.2013 14:45 EURUSD Buy 83.66 1.4 1.4 1.35182 1.35302 12.0 10,039.20 15m 4.20%
10.15.2013 06:45 10.15.2013 07:28 EURUSD Sell 86.70 1.3 1.3 1.34837 1.34937 -10.0 -8,670.00 43m -3.50%
10.15.2013 05:10 10.15.2013 05:16 EURUSD Sell 83.20 1.4 1.4 1.3527 1.3515 12.0 9,984.00 6m 4.20%
10.13.2013 18:10 10.13.2013 22:31 EURUSD Buy 79.85 1.4 1.4 1.3552 1.3564 12.0 9,582.00 4h 21m 4.20%
10.04.2013 12:15 10.04.2013 12:33 EURUSD Sell 76.63 1.4 1.4 1.35647 1.35527 12.0 9,195.60 18m 4.20%
10.02.2013 22:10 10.02.2013 22:59 EURUSD Buy 79.41 1.4 1.4 1.36137 1.36037 -10.0 -7,941.00 49m -3.50%
10.02.2013 08:45 10.02.2013 08:45 EURUSD Buy 76.21 1.4 1.4 1.3547 1.3559 12.0 9,145.20 0s 4.20%
10.01.2013 02:50 10.01.2013 03:13 EURUSD Buy 78.97 1.4 1.4 1.35793 1.35693 -10.0 -7,897.00 23m -3.50%
09.29.2013 18:10 09.29.2013 22:54 EURUSD Sell 81.84 1.4 1.3 1.34912 1.35012 -10.0 -8,184.00 4h 44m -3.50%
09.26.2013 05:15 09.26.2013 06:35 EURUSD Sell 84.81 1.4 1.3 1.34938 1.35038 -10.0 -8,481.00 1h 20m -3.50%
09.19.2013 04:40 09.19.2013 04:50 EURUSD Buy 87.88 1.4 1.4 1.35681 1.35581 -10.0 -8,788.00 10m -3.50%
09.18.2013 14:10 09.18.2013 14:10 EURUSD Buy 91.07 1.3 1.3 1.3475 1.3465 -10.0 -9,107.00 0s -3.50%

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