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Strategy Settings

s0
"---------...
StopLossInPips
120
ProfitTargetInPips
26
BreakEvenAt
0
BreakEvenAddPips
0
TrailingStop
10
TrailingStartAt
15
s1
"---------...
LotsIfNoMM
0.01
RiskInPercent
30
LotsDecimals
2
MaximumLots
2
s2
"---------...
iWPR_Period
11
iMA_Period
55
+300.69%

0.06%
1.67%
Drawdown: 30.12%

Balance: $40,068.84
Highest: (Nov 26) $40,068.84
Profit: $30,068.84
Deposits: $10,000.00

Test Started: Jan 04, 2006
Test Ended: Nov 26, 2012
Timeframe: 15 Minutes

Model Type: n/a
Added: Dec 03, 2012 at 02:41
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Trades: 194
Profitability:
Pips: 2,064.5
Average Win: 16.26 pips / $238.54
Average Loss: -120.00 pips / -$1,787.48
Lots: 388.00
Commissions: 0
Longs Won: (93/96) 96%
Shorts Won: (93/98) 94%
Best Trade ($): (Apr 17) 426.30
Worst Trade ($): (Jan 16) -1,972.84
Best Trade (Pips): (Apr 05) 26.0
Worst Trade (Pips): (Jan 16) -120.0
Avg. Trade Length: 7h 51m
Profit Factor: 3.10
Standard Deviation: $422.54
Sharpe Ratio 0.31
Z-Score (Probability): 1.09 (72.42%)
Expectancy 10.6 Pips / $154.99
AHPR: 0.75%
GHPR: 0.72%
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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 22 20 18 16 13 11 9 7 4 2
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (194)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.26.2012 04:00 11.26.2012 09:35 EURUSD Buy 2.00 1.3 1.3 1.2954 1.298 26.0 400.61 5h 35m 1.01%
10.24.2012 00:00 10.24.2012 10:48 EURUSD Sell 2.00 1.3 1.3 1.29858 1.29598 26.0 401.24 10h 48m 1.02%
10.17.2012 07:30 10.17.2012 10:01 EURUSD Buy 2.00 1.3 1.3 1.30876 1.3103 15.4 235.06 2h 31m 0.60%
09.28.2012 03:15 09.28.2012 05:25 EURUSD Buy 2.00 1.3 1.3 1.291 1.2936 26.0 401.98 2h 10m 1.04%
09.20.2012 21:30 09.24.2012 04:46 EURUSD Sell 2.00 1.3 1.3 1.29602 1.29342 26.0 402.72 3d 1.05%
09.12.2012 04:30 09.12.2012 06:53 EURUSD Buy 2.00 1.3 1.3 1.28477 1.28578 10.1 157.10 2h 23m 0.41%
08.02.2012 02:30 08.02.2012 03:27 EURUSD Sell 2.00 1.2 1.2 1.22425 1.22345 8.0 130.78 57m 0.34%
07.27.2012 11:00 07.27.2012 13:58 EURUSD Buy 2.00 1.2 1.2 1.22764 1.23024 26.0 422.68 2h 58m 1.13%
07.11.2012 03:00 07.11.2012 18:19 EURUSD Sell 2.00 1.2 1.2 1.22548 1.22288 26.0 425.24 15h 19m 1.15%
07.06.2012 23:30 07.09.2012 00:00 EURUSD Sell 2.00 1.2 1.2 1.22992 1.22732 26.0 424.31 2d 1.16%
06.29.2012 23:15 07.02.2012 00:00 EURUSD Buy 2.00 1.3 1.3 1.26441 1.26701 26.0 403.89 2d 1.11%
06.20.2012 03:15 06.20.2012 09:41 EURUSD Buy 2.00 1.3 1.3 1.26769 1.26832 6.3 99.35 6h 26m 0.27%
06.19.2012 02:15 06.19.2012 11:18 EURUSD Sell 2.00 1.3 1.3 1.25889 1.25796 9.3 147.86 9h 3m 0.41%
06.15.2012 04:00 06.15.2012 07:26 EURUSD Buy 2.00 1.3 1.3 1.2616 1.2642 26.0 411.33 3h 26m 1.16%
06.12.2012 04:45 06.12.2012 11:30 EURUSD Sell 2.00 1.2 1.2 1.24912 1.24799 11.3 181.09 6h 45m 0.51%
05.23.2012 23:00 05.24.2012 00:08 EURUSD Sell 2.00 1.3 1.3 1.26001 1.25869 13.2 210.76 1h 8m 0.60%
04.17.2012 02:45 04.17.2012 11:03 EURUSD Buy 2.00 1.3 1.3 1.31261 1.31359 9.8 149.21 8h 18m 0.43%
03.05.2012 04:00 03.05.2012 05:03 EURUSD Sell 2.00 1.3 1.3 1.32127 1.31867 26.0 394.34 1h 3m 1.14%
03.01.2012 03:00 03.01.2012 09:30 EURUSD Sell 2.00 1.3 1.3 1.33367 1.33107 26.0 390.67 6h 30m 1.14%
02.27.2012 04:45 02.27.2012 10:01 EURUSD Buy 2.00 1.3 1.3 1.34464 1.3454 7.6 112.98 5h 16m 0.33%

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