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Strategy Settings
GeneralVariables
"---- Gene...
order_lot
10
money_management
false
risk_percent
1
take_profit
10
stop_loss
500
slippage
5
reverse_strategy
false
MovingAverage_1
"---- Movi...
ma1_period
3
ma1_shift
0
ma1_method
0
ma1_apply_to
0
MovingAverage_2
"---- Movi...
ma2_period
10
ma2_shift
0
ma2_method
0
ma2_apply_to
0
note_ma1_ma2
"---- Eval...
MovingAverage3
"---- Movi...
ma3_period
12
ma3_shift
0
ma3_method
0
ma3_apply_to
0
eval_bar_ma3
1
MovingAverage4
"---- Movi...
ma4_period
10
ma4_shift
0
ma4_method
0
ma4_apply_to
0
ParabolicSAR
"---- Para...
sar_step
0.02
sar_maximum
0.2
eval_bar_sar
1
Variable1
"---- Cros...
Cross_by
1
eval_bar_Var1
1
Variable1a
"---- Cros...
eval_bar_Var1a
1
Cross_by_Space
3
Variable2
"---- Supp...
Supp_cands
1
eval_bar_Var2
1
Variable2a
"---- Supp...
Supp_cands_HH_LL
2
eval_bar_Var2a
1
Variable3
"---- Turn...
Turnback_pts
0.1
eval_bar_Var3
1
Variable3b
"---- Turn...
Turnback_pts_ma4
1
eval_bar_ma4
1
Variable4
"---- Cros...
MAs_cross_back_pts
1
eval_bar_Var4
1
Variable5
"---- Prof...
Profit_Trig_pts
10
use_Turnback_as_Tri...
false
eval_bar_Var5
1
Variable6
"---- Fall...
Fall_percentage
20
eval_bar_Var6
0
Variable7
"---- Pric...
Price_drop_below_ma...
3
__choose_which_ma__...
"
choose_ma
2
eval_bar_Var7
1
Variable8
"---- Pric...
Price_drop_below_ma...
2
eval_bar_Var8
1
Variable9
"---- Cros...
Cross_good_for_cdls...
10
eval_bar_Var9
1
Variable10
"---- Maxi...
max_trades
2
Variable11
"---- Prof...
profit_pips_per_day...
50
Var_Surge
"---- Surg...
pips_change
30
minutes_change
30
eval_bar_surge_entr...
1
SignalEntry
"---- Entr...
enable_entry_Var1
true
enable_entry_Var2
true
enable_entry_Var2a
true
enable_entry_sar
true
enable_entry_ma3
false
enable_surge_entry
false
SignalExit
"---- Exit...
enable_exit_Var3
false
enable_exit_Var3b
false
enable_exit_Var4
false
enable_exit_Var5_Va...
false
enable_exit_Var7_Va...
false
enable_exit_sar
false
enable_exit_opposit...
false
enable_exit_Var11
false
SignalReentry
"---- ReEn...
enable_reentry_Var1...
false
enable_reentry_all_...
false
enable_reentry_Var9...
false
BE_and_TS
"----Break...
enable_breakeven
true
breakeven
2
enable_trailing_sto...
false
trailing_stop_activ...
20
trailing_stop
20
trailing_step
1
Trading_Time
"---- Trad...
enable_trading_time...
false
start_trading_hour
0
start_trading_minut...
0
end_trading_hour
24
end_trading_minute
0
Close_By_Time
"---- Clos...
close_all_end_of_da...
false
close_all_midnight
false
close_losing_end_of...
false
close_losing_midnig...
false
close_all_given_tim...
false
close_all_given_tim...
0
close_all_given_tim...
15
close_losing_given_...
false
close_losing_given_...
22
close_losing_given_...
0
close_losing_every_...
false
close_all_every_hou...
false
close_by_minutes
false
close_minutes
240
End_of_Day_Time
"---- End ...
end_of_day_hour
24
end_of_day_minute
0
friday_end_of_day_h...
22
friday_end_of_day_m...
0
MagicNumber
"---- Magi...
magic_number
91912
ShowParameter
"---- Show...
Show_Paramater_On_C...
true
| +101.87% |
| 2.85% | |
| 132.32% | |
| Drawdown: | 25.43% |
| Balance: | $40,374.35 |
| Highest: | (Feb 27) $40,374.35 |
| Profit: | $20,374.35 |
| Deposits: | $20,000.00 |
| Test Started: | Feb 04, 2013 |
| Test Ended: | Mar 01, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Feb 28, 2015 at 12:24 |
Loading, please wait...
| Trades: | 45 |
| Profitability: |
|
| Pips: | 190.0 |
| Average Win: | 4.32 pips / $463.08 |
| Average Loss: | 0.00 pips / -$1.08 |
| Lots: | 450.00 |
| Commissions: | 0 |
| Longs Won: | (25/25) 100% |
| Shorts Won: | (19/20) 95% |
| Best Trade ($): | (Feb 27) 1,074.01 |
| Worst Trade ($): | (Feb 19) -1.08 |
| Best Trade (Pips): | (Feb 07) 10.0 |
| Worst Trade (Pips): | - |
| Avg. Trade Length: | 1h 51m |
| Profit Factor: | 18,866.14 |
| Standard Deviation: | $535.68 |
| Sharpe Ratio | 0.80 |
| Z-Score (Probability): | 2.64 (99.17%) |
| Expectancy | 4.2 Pips / $452.76 |
| AHPR: | 1.59% |
| GHPR: | 1.57% |
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 | 37037 | 33333 | 29630 | 25926 | 22222 | 18519 | 14815 | 11111 | 7407 | 3704 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (45)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 03.01.2013 13:15 | 03.01.2013 13:21 | EURJPY | Sell | 10.00 | 121.0 | 120.9 | 120.995 | 120.995 | 0.0 | 0.00 | 6m | 0.00% |
| 03.01.2013 10:15 | 03.01.2013 10:16 | EURJPY | Buy | 10.00 | 121.3 | 121.4 | 121.289 | 121.289 | 0.0 | 0.00 | 1m | 0.00% |
| 02.28.2013 22:15 | 02.28.2013 22:20 | EURJPY | Sell | 10.00 | 121.0 | 120.9 | 120.99 | 120.99 | 0.0 | 0.00 | 5m | 0.00% |
| 02.27.2013 17:15 | 02.27.2013 17:24 | EURJPY | Buy | 10.00 | 120.0 | 120.1 | 120.041 | 120.141 | 10.0 | 1,074.01 | 9m | 2.73% |
| 02.27.2013 05:15 | 02.27.2013 05:19 | EURJPY | Buy | 10.00 | 120.1 | 120.2 | 120.112 | 120.112 | 0.0 | 0.00 | 4m | 0.00% |
| 02.27.2013 03:15 | 02.27.2013 03:16 | EURJPY | Sell | 10.00 | 119.8 | 119.7 | 119.813 | 119.813 | 0.0 | 0.00 | 1m | 0.00% |
| 02.27.2013 00:15 | 02.27.2013 01:16 | EURJPY | Buy | 10.00 | 120.2 | 120.3 | 120.199 | 120.299 | 10.0 | 1,073.94 | 1h 1m | 2.81% |
| 02.26.2013 15:30 | 02.26.2013 15:34 | EURJPY | Sell | 10.00 | 119.9 | 119.8 | 119.896 | 119.896 | 0.0 | 0.00 | 4m | 0.00% |
| 02.26.2013 10:15 | 02.26.2013 10:21 | EURJPY | Buy | 10.00 | 120.1 | 120.2 | 120.116 | 120.116 | 0.0 | 0.00 | 6m | 0.00% |
| 02.26.2013 05:00 | 02.26.2013 05:06 | EURJPY | Sell | 10.00 | 121.0 | 120.9 | 120.957 | 120.857 | 10.0 | 1,073.56 | 6m | 2.89% |
| 02.22.2013 22:45 | 02.25.2013 00:00 | EURJPY | Buy | 10.00 | 118.2 | 123.3 | 123.222 | 123.322 | 10.0 | 1,065.49 | 2d | 2.95% |
| 02.22.2013 17:15 | 02.22.2013 17:16 | EURJPY | Sell | 10.00 | 122.6 | 122.5 | 122.636 | 122.636 | 0.0 | 0.00 | 1m | 0.00% |
| 02.21.2013 15:00 | 02.21.2013 15:05 | EURJPY | Buy | 10.00 | 122.9 | 123.0 | 122.859 | 122.959 | 10.0 | 1,072.83 | 5m | 3.06% |
| 02.21.2013 10:30 | 02.21.2013 10:31 | EURJPY | Sell | 10.00 | 123.5 | 123.4 | 123.488 | 123.388 | 10.0 | 1,072.79 | 1m | 3.16% |
| 02.21.2013 09:00 | 02.21.2013 09:58 | EURJPY | Buy | 10.00 | 124.0 | 124.1 | 124.036 | 124.036 | 0.0 | 0.00 | 58m | 0.00% |
| 02.21.2013 02:30 | 02.21.2013 02:34 | EURJPY | Buy | 10.00 | 124.5 | 124.6 | 124.506 | 124.506 | 0.0 | 0.00 | 4m | 0.00% |
| 02.20.2013 16:00 | 02.20.2013 16:03 | EURJPY | Buy | 10.00 | 125.4 | 125.5 | 125.375 | 125.475 | 10.0 | 1,072.83 | 3m | 3.26% |
| 02.19.2013 18:45 | 02.19.2013 22:58 | EURJPY | Buy | 10.00 | 125.3 | 125.4 | 125.285 | 125.285 | 0.0 | 0.00 | 4h 13m | 0.00% |
| 02.19.2013 13:00 | 02.19.2013 15:00 | EURJPY | Sell | 10.00 | 124.7 | 124.6 | 124.697 | 124.697 | 0.0 | 0.00 | 2h 0m | 0.00% |
| 02.19.2013 09:30 | 02.19.2013 09:31 | EURJPY | Sell | 10.00 | 124.7 | 124.6 | 124.725 | 124.725 | 0.0 | 0.00 | 1m | 0.00% |
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