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Strategy Settings
LotSize
0.1
Magic
740714
FIFO
false
ClosePreviousSessio...
2
InternalControl
true
ManualTradeControl
false
MaxTradesPerSideAll...
99
BotComment
"Forex Inv...
FastVolatilityBase
5
SlowVolatilityBase
60
VolatilityFactor
3
SupportFastVolatili...
5
SupporVolatilityFac...
2
ProfitTarget
0.2
StopLoss
0.2
ProfitLossVolatilit...
50
SmartEntry
true
ReInvestCapital
false
| +381.11% |
| 0.07% | |
| 2.26% | |
| Drawdown: | 24.61% |
| Balance: | $14,444.62 |
| Highest: | (Sep 14) $14,480.25 |
| Profit: | $11,444.89 |
| Deposits: | $3,000.00 |
| Test Started: | Apr 05, 2007 |
| Test Ended: | Jan 14, 2013 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Jan 30, 2013 at 20:13 |
Loading, please wait...
| Trades: | 918 |
| Profitability: |
|
| Pips: | 11,452.3 |
| Average Win: | 47.54 pips / $47.54 |
| Average Loss: | -29.83 pips / -$29.85 |
| Lots: | 91.80 |
| Commissions: | 0 |
| Longs Won: | (246/469) 52% |
| Shorts Won: | (256/449) 57% |
| Best Trade ($): | (Mar 19) 442.54 |
| Worst Trade ($): | (Oct 22) -127.00 |
| Best Trade (Pips): | (Mar 19) 443.0 |
| Worst Trade (Pips): | (Oct 22) -127.0 |
| Avg. Trade Length: | 10h 29m |
| Profit Factor: | 1.92 |
| Standard Deviation: | $50.94 |
| Sharpe Ratio | 0.18 |
| Z-Score (Probability): | -15.62 (99.99%) |
| Expectancy | 12.5 Pips / $12.47 |
| AHPR: | 0.18% |
| GHPR: | 0.17% |
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 | 484 | 435 | 387 | 339 | 290 | 242 | 194 | 145 | 97 | 48 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (918)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01.11.2013 13:30 | 01.14.2013 01:30 | EURUSD | Buy | 0.10 | - | - | 1.33247 | 1.33759 | 51.2 | 51.05 | 2d | 0.36% |
| 01.11.2013 14:30 | 01.14.2013 01:30 | EURUSD | Buy | 0.10 | - | - | 1.33531 | 1.33759 | 22.8 | 22.65 | 2d | 0.16% |
| 01.11.2013 13:45 | 01.14.2013 01:30 | EURUSD | Buy | 0.10 | - | - | 1.33406 | 1.33759 | 35.3 | 35.14 | 2d | 0.25% |
| 01.11.2013 14:00 | 01.14.2013 01:30 | EURUSD | Buy | 0.10 | - | - | 1.3341 | 1.33759 | 34.9 | 34.74 | 2d | 0.24% |
| 01.11.2013 14:15 | 01.14.2013 01:30 | EURUSD | Buy | 0.10 | - | - | 1.33436 | 1.33759 | 32.3 | 32.14 | 2d | 0.22% |
| 01.10.2013 13:45 | 01.10.2013 17:30 | EURUSD | Buy | 0.10 | - | - | 1.31471 | 1.32305 | 83.4 | 83.40 | 3h 45m | 0.60% |
| 01.10.2013 14:15 | 01.10.2013 17:30 | EURUSD | Buy | 0.10 | - | - | 1.31847 | 1.32305 | 45.8 | 45.80 | 3h 15m | 0.32% |
| 01.10.2013 14:00 | 01.10.2013 17:30 | EURUSD | Buy | 0.10 | - | - | 1.31861 | 1.32305 | 44.4 | 44.40 | 3h 30m | 0.31% |
| 01.10.2013 14:45 | 01.10.2013 17:30 | EURUSD | Buy | 0.10 | - | - | 1.31893 | 1.32305 | 41.2 | 41.20 | 2h 45m | 0.29% |
| 01.10.2013 14:30 | 01.10.2013 17:30 | EURUSD | Buy | 0.10 | - | - | 1.31883 | 1.32305 | 42.2 | 42.20 | 3h 0m | 0.30% |
| 01.10.2013 10:45 | 01.10.2013 13:30 | EURUSD | Buy | 0.10 | - | - | 1.31042 | 1.31151 | 10.9 | 10.90 | 2h 45m | 0.08% |
| 01.10.2013 10:00 | 01.10.2013 13:30 | EURUSD | Buy | 0.10 | - | - | 1.31028 | 1.31151 | 12.3 | 12.30 | 3h 30m | 0.09% |
| 01.10.2013 10:30 | 01.10.2013 13:30 | EURUSD | Buy | 0.10 | - | - | 1.31026 | 1.31151 | 12.5 | 12.50 | 3h 0m | 0.09% |
| 01.10.2013 10:15 | 01.10.2013 13:30 | EURUSD | Buy | 0.10 | - | - | 1.3103 | 1.31151 | 12.1 | 12.10 | 3h 15m | 0.09% |
| 01.02.2013 02:00 | 01.02.2013 04:30 | EURUSD | Buy | 0.10 | - | - | 1.32773 | 1.32696 | -7.7 | -7.70 | 2h 30m | -0.06% |
| 12.28.2012 09:30 | 12.28.2012 13:45 | EURUSD | Sell | 0.10 | - | - | 1.31831 | 1.32171 | -34.0 | -34.00 | 4h 15m | -0.24% |
| 12.28.2012 09:15 | 12.28.2012 13:45 | EURUSD | Sell | 0.10 | - | - | 1.31912 | 1.32171 | -25.9 | -25.90 | 4h 30m | -0.18% |
| 12.26.2012 15:00 | 12.26.2012 16:00 | EURUSD | Buy | 0.10 | - | - | 1.32495 | 1.32223 | -27.2 | -27.20 | 1h 0m | -0.19% |
| 12.18.2012 16:15 | 12.19.2012 02:45 | EURUSD | Buy | 0.10 | - | - | 1.32206 | 1.32441 | 23.5 | 23.34 | 10h 30m | 0.17% |
| 12.18.2012 16:30 | 12.19.2012 02:45 | EURUSD | Buy | 0.10 | - | - | 1.32286 | 1.32441 | 15.5 | 15.35 | 10h 15m | 0.11% |
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