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Strategy Settings

AnzeigeLong
true
Risiko
0.68
IncreaseRiskMax
0.86
MoneyMangement_Inte...
1
MoneyMangement_Equi...
1
MinimumLotsize
0.1
sub_02
true
sub_03
true
sub_04
true
sub_05
true
sub_06
true
sub_07
true
sub_08
true
sub_09
true
sub_10
true
+14.29M%

0.38%
12.11%
Drawdown: 81.65%

Balance: $1,429,470,492.43
Highest: (Jun 20) $2,032,202,490.54
Profit: $1,429,460,492.46
Deposits: $10,000.00

Test Started: Jan 03, 2005
Test Ended: Jul 16, 2013
Timeframe: 5 Minutes

Model Type: n/a
Added: Feb 16, 2014 at 11:50
Loading, please wait...
Trades: 18,343
Profitability:
Pips: 56,388.5
Average Win: 36.73 pips / $882,970.73
Average Loss: -63.80 pips / -$1,521,665.59
Lots: 57,348,007.03
Commissions: 0
Longs Won: (4,242/8,081) 52%
Shorts Won: (7,960/10,262) 77%
Best Trade ($): (May 08) 72,678,299.74
Worst Trade ($): (May 30) -70,336,447.61
Best Trade (Pips): (Nov 21) 162.0
Worst Trade (Pips): (Jan 08) -173.0
Avg. Trade Length: 19h 4m
Profit Factor: 1.15
Standard Deviation: $4,074,433.08
Sharpe Ratio 0.05
Z-Score (Probability): -53.85 (99.99%)
Expectancy 3.1 Pips / $77,929.48
AHPR: 0.07%
GHPR: 0.06%
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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% 0.1% 0.8% 4.89% 24.06%
Consecutive Losing Trades 940 846 752 658 564 470 376 282 188 94
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (18343)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.15.2013 11:50 07.16.2013 13:44 EURUSD Buy 40350.18 1.3 1.3 1.30356 1.3117 81.4 25,022,386.48 1d 1.82%
07.16.2013 02:35 07.16.2013 13:44 EURUSD Buy 41741.71 1.3 1.3 1.30573 1.3117 59.7 18,998,094.74 11h 9m 1.35%
07.15.2013 11:50 07.16.2013 13:44 EURUSD Buy 60597.25 1.3 1.3 1.30356 1.3117 81.4 37,578,216.73 1d 2.81%
07.12.2013 11:20 07.16.2013 13:44 EURUSD Buy 85716.39 1.3 1.3 1.30436 1.3117 73.4 47,890,018.99 4d 3.74%
07.15.2013 11:15 07.16.2013 13:44 EURUSD Buy 16203.66 1.3 1.3 1.30546 1.3117 62.4 7,701,284.17 1d 0.58%
07.15.2013 23:25 07.16.2013 13:44 EURUSD Buy 10186.79 1.3 1.3 1.30668 1.3117 50.2 3,894,119.10 14h 19m 0.28%
07.15.2013 15:00 07.16.2013 13:44 EURUSD Buy 9099.50 1.3 1.3 1.30064 1.3117 110.6 7,668,536.34 22h 44m 0.55%
07.12.2013 07:40 07.16.2013 13:44 EURUSD Buy 68402.55 1.3 1.3 1.3081 1.3117 36.0 18,713,364.42 4d 1.53%
07.12.2013 10:00 07.16.2013 13:44 EURUSD Buy 64792.95 1.3 1.3 1.30682 1.3117 48.8 24,048,570.04 4d 1.93%
07.12.2013 10:25 07.16.2013 13:44 EURUSD Buy 42617.59 1.3 1.3 1.30746 1.3117 42.4 13,738,574.71 4d 1.08%
07.15.2013 15:00 07.16.2013 13:16 EURUSD Buy 9101.30 1.3 1.3 1.30064 1.30997 93.3 6,478,232.99 22h 16m 0.53%
07.15.2013 17:40 07.16.2013 13:16 EURUSD Buy 9682.14 1.3 1.3 1.3036 1.31039 67.9 5,012,718.34 19h 36m 0.41%
07.15.2013 10:00 07.15.2013 14:49 EURUSD Buy 9682.14 1.3 1.3 1.30516 1.29991 -52.5 -3,910,365.72 4h 49m -0.32%
07.15.2013 09:30 07.15.2013 14:47 EURUSD Buy 42921.23 1.3 1.3 1.30711 1.30042 -66.9 -22,080,791.49 5h 17m -1.78%
07.15.2013 01:00 07.15.2013 14:39 EURUSD Buy 31859.37 1.3 1.3 1.30692 1.30122 -57.0 -13,956,118.46 13h 39m -1.11%
07.12.2013 11:05 07.15.2013 14:39 EURUSD Buy 64405.03 1.3 1.3 1.30457 1.30111 -34.6 -17,155,232.00 3d -1.35%
07.12.2013 11:05 07.15.2013 13:28 EURUSD Buy 9682.14 1.3 1.3 1.30457 1.30192 -26.5 -1,975,012.27 3d -0.16%
07.12.2013 04:15 07.12.2013 16:23 EURUSD Buy 10186.79 1.3 1.3 1.30935 1.30006 -92.9 -7,279,356.88 12h 8m -0.57%
07.11.2013 19:45 07.12.2013 16:21 EURUSD Buy 10186.79 1.3 1.3 1.30303 1.30107 -19.6 -1,539,053.22 20h 36m -0.12%
07.12.2013 06:55 07.12.2013 16:15 EURUSD Buy 16203.66 1.3 1.3 1.30884 1.30174 -71.0 -8,837,997.88 9h 20m -0.69%

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