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Strategy Settings

ECN
true
s0
"Settings ...
MA_Period
105
Slippage_MA
25
s01
"---------...
Williams_Period
21
Level_High
5
Level_Low
95
s02
"---------...
ATR_Period
22
Level_ATR_Stop
2
s03
"---------...
CCI_Period
16
Level_CCI_High
90
Level_CCI_Low
-95
+14682.69%

0.11%
3.48%
Drawdown: 20.38%

Balance: $1,478,269.01
Highest: (Oct 26) $1,478,269.01
Profit: $1,468,269.04
Deposits: $10,000.00

Test Started: Nov 01, 2000
Test Ended: Oct 26, 2012
Timeframe: 5 Minutes

Model Type: Every Tick
Added: Jul 23, 2013 at 22:18
Loading, please wait...
Trades: 2,163
Profitability:
Pips: 6,893.6
Average Win: 6.18 pips / $1,367.35
Average Loss: -40.00 pips / -$9,270.55
Lots: 52,276.50
Commissions: 0
Longs Won: (1,073/1,128) 95%
Shorts Won: (950/1,035) 91%
Best Trade ($): (Dec 13) 30,747.00
Worst Trade ($): (Nov 10) -40,753.00
Best Trade (Pips): (Feb 23) 40.0
Worst Trade (Pips): (Nov 03) -40.0
Avg. Trade Length: 1h 26m
Profit Factor: 2.13
Standard Deviation: $4,872.06
Sharpe Ratio 0.17
Z-Score (Probability): -0.96 (-66.31%)
Expectancy 3.2 Pips / $678.81
AHPR: 0.24%
GHPR: 0.23%
Loading, please wait...
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 159 144 128 112 96 80 64 48 32 16
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2163)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
10.26.2012 12:15 10.26.2012 12:35 EURUSD Sell 100.00 1.3 1.3 1.29078 1.28972 10.6 9,847.00 20m 0.67%
10.23.2012 16:20 10.23.2012 17:35 EURUSD Sell 100.00 1.3 1.3 1.29769 1.29739 3.0 2,247.00 1h 15m 0.15%
10.17.2012 04:10 10.17.2012 04:51 EURUSD Buy 100.00 1.3 1.3 1.30894 1.30916 2.2 1,447.00 41m 0.10%
10.17.2012 02:55 10.17.2012 03:25 EURUSD Buy 100.00 1.3 1.3 1.30932 1.30965 3.3 2,547.00 30m 0.17%
10.17.2012 02:40 10.17.2012 02:45 EURUSD Buy 100.00 1.3 1.3 1.30945 1.30973 2.8 2,047.00 5m 0.14%
10.16.2012 14:15 10.16.2012 15:32 EURUSD Buy 100.00 1.3 1.3 1.30388 1.30409 2.1 1,347.00 1h 17m 0.09%
10.12.2012 09:10 10.12.2012 09:25 EURUSD Buy 100.00 1.3 1.3 1.29613 1.2964 2.7 1,947.00 15m 0.13%
10.11.2012 15:20 10.11.2012 15:30 EURUSD Buy 100.00 1.3 1.3 1.29282 1.29317 3.5 2,747.00 10m 0.19%
10.09.2012 21:00 10.09.2012 21:35 EURUSD Sell 100.00 1.3 1.3 1.28841 1.28779 6.2 5,447.00 35m 0.38%
10.09.2012 19:00 10.09.2012 19:20 EURUSD Sell 100.00 1.3 1.3 1.28834 1.28751 8.3 7,547.00 20m 0.52%
10.05.2012 16:25 10.05.2012 16:30 EURUSD Buy 100.00 1.3 1.3 1.30466 1.30492 2.6 1,847.00 5m 0.13%
10.01.2012 01:15 10.01.2012 01:45 EURUSD Sell 100.00 1.3 1.3 1.28207 1.28142 6.5 5,747.00 30m 0.40%
09.24.2012 03:25 09.24.2012 04:55 EURUSD Sell 100.00 1.3 1.3 1.29473 1.29452 2.1 1,347.00 1h 30m 0.09%
09.21.2012 10:35 09.21.2012 11:20 EURUSD Buy 100.00 1.3 1.3 1.30172 1.29772 -40.0 -40,753.00 45m -2.77%
09.20.2012 14:40 09.20.2012 15:50 EURUSD Sell 100.00 1.3 1.3 1.29509 1.29458 5.1 4,347.00 1h 10m 0.30%
09.20.2012 12:05 09.20.2012 12:15 EURUSD Sell 100.00 1.3 1.3 1.29605 1.2953 7.5 6,747.00 10m 0.46%
09.20.2012 08:45 09.20.2012 09:00 EURUSD Sell 100.00 1.3 1.3 1.29821 1.29656 16.5 15,747.00 15m 1.09%
09.14.2012 17:00 09.14.2012 19:38 EURUSD Buy 100.00 1.3 1.3 1.31207 1.31227 2.0 1,247.00 2h 38m 0.09%
09.14.2012 00:30 09.14.2012 00:40 EURUSD Buy 100.00 1.3 1.3 1.29858 1.29878 2.0 1,247.00 10m 0.09%
09.13.2012 22:10 09.13.2012 22:27 EURUSD Buy 100.00 1.3 1.3 1.29824 1.29845 2.1 1,347.00 17m 0.09%

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