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Strategy Settings

P_COMMEN
""
lotvalue
0.1
automm
false
slpoint
800
tppoint
900
maxspread
1000
slippage
30
TimeFrame1
0
period
50
method
4
price
4
TimeFrame2
0
FastEMA
19
SlowEMA
34
SignalSMA
20
+57.46%

0.13%
3.88%
Drawdown: 17.31%

Balance: $15,745.50
Highest: (Dec 03) $16,350.00
Profit: $5,745.50
Deposits: $10,000.00

Test Started: Jan 03, 2013
Test Ended: Dec 27, 2013
Timeframe: 15 Minutes

Model Type: Open Prices
Added: Dec 29, 2013 at 00:19
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Trades: 71
Profitability:
Pips: 1,149.1
Average Win: 90.00 pips / $450.00
Average Loss: -79.06 pips / -$395.31
Lots: 7.10
Commissions: 0
Longs Won: (0/0) 0%
Shorts Won: (40/71) 56%
Best Trade ($): (Jan 03) 450.00
Worst Trade ($): (Jan 04) -400.00
Best Trade (Pips): (Jan 03) 90.0
Worst Trade (Pips): (Jan 04) -80.0
Avg. Trade Length: 4d
Profit Factor: 1.47
Standard Deviation: $422.57
Sharpe Ratio 0.21
Z-Score (Probability): 0.62 (46.47%)
Expectancy 16.2 Pips / $80.92
AHPR: 0.69%
GHPR: 0.64%
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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% 0.08% 0.66% 4.32% 22.69%
Consecutive Losing Trades 40 36 32 28 24 20 16 12 8 4
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (71)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.16.2013 08:30 12.27.2013 23:59 XAGUSD Sell 0.10 20.3 18.6 19.54 20.049 -50.9 -254.50 11d -1.59%
12.11.2013 21:15 12.13.2013 02:15 XAGUSD Sell 0.10 21.1 19.4 20.28 19.38 90.0 450.00 1d 2.89%
12.05.2013 12:00 12.10.2013 14:30 XAGUSD Sell 0.10 20.3 18.6 19.5 20.3 -80.0 -400.00 5d -2.51%
12.03.2013 15:15 12.04.2013 19:45 XAGUSD Sell 0.10 19.9 18.2 19.07 19.87 -80.0 -400.00 1d -2.45%
11.20.2013 20:30 12.03.2013 15:15 XAGUSD Sell 0.10 20.8 19.1 19.96 19.06 90.0 450.00 12d 2.83%
11.12.2013 19:30 11.20.2013 20:15 XAGUSD Sell 0.10 21.6 19.9 20.76 19.86 90.0 450.00 8d 2.91%
11.04.2013 08:45 11.12.2013 19:30 XAGUSD Sell 0.10 22.5 20.8 21.66 20.76 90.0 450.00 8d 3.00%
10.23.2013 13:30 11.04.2013 08:45 XAGUSD Sell 0.10 23.3 21.6 22.51 21.61 90.0 450.00 11d 3.09%
10.18.2013 08:15 10.22.2013 14:45 XAGUSD Sell 0.10 22.6 20.9 21.79 22.59 -80.0 -400.00 4d -2.68%
10.11.2013 15:00 10.17.2013 10:00 XAGUSD Sell 0.10 21.9 20.2 21.14 21.94 -80.0 -400.00 5d -2.61%
10.08.2013 14:45 10.11.2013 14:45 XAGUSD Sell 0.10 23.0 21.3 22.23 21.33 90.0 450.00 3d 3.02%
10.03.2013 12:15 10.07.2013 15:45 XAGUSD Sell 0.10 22.3 20.6 21.53 22.33 -80.0 -400.00 4d -2.61%
10.01.2013 14:45 10.02.2013 16:30 XAGUSD Sell 0.10 21.7 20.0 20.91 21.71 -80.0 -400.00 1d -2.55%
09.20.2013 16:45 10.01.2013 14:45 XAGUSD Sell 0.10 23.0 21.2 22.15 21.25 90.0 450.00 10d 2.95%
09.19.2013 22:45 09.20.2013 16:45 XAGUSD Sell 0.10 23.8 22.1 23.04 22.14 90.0 450.00 18h 0m 3.04%
09.12.2013 22:30 09.18.2013 20:15 XAGUSD Sell 0.10 22.6 20.9 21.8 22.6 -80.0 -400.00 5d -2.63%
09.12.2013 09:45 09.12.2013 22:30 XAGUSD Sell 0.10 23.5 21.8 22.7 21.8 90.0 450.00 12h 45m 3.05%
09.09.2013 13:00 09.12.2013 09:45 XAGUSD Sell 0.10 24.4 22.7 23.61 22.71 90.0 450.00 2d 3.15%
09.05.2013 07:45 09.09.2013 00:15 XAGUSD Sell 0.10 24.0 22.3 23.2 24 -80.0 -400.00 3d -2.72%
09.03.2013 09:30 09.05.2013 07:45 XAGUSD Sell 0.10 24.9 23.2 24.09 23.19 90.0 450.00 1d 3.16%

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