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Strategy Settings

P_COMMEN
""
lotvalue
0.1
automm
false
slpoint
1750
tppoint
5000
maxspread
1000
slippage
30
TimeFrame1
0
period
21
method
0
price
4
TimeFrame2
0
FastEMA
23
SlowEMA
63
SignalSMA
20
+67.38%

0.14%
4.4%
Drawdown: 6.65%

Balance: $16,738.49
Highest: (Sep 24) $17,364.88
Profit: $6,738.49
Deposits: $10,000.00

Test Started: Jan 02, 2013
Test Ended: Dec 27, 2013
Timeframe: 15 Minutes

Model Type: Open Prices
Added: Dec 29, 2013 at 00:32
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Trades: 325
Profitability:
Pips: 67,729.0
Average Win: 1,675.34 pips / $167.33
Average Loss: -616.76 pips / -$61.73
Lots: 32.50
Commissions: 0
Longs Won: (53/156) 33%
Shorts Won: (64/169) 37%
Best Trade ($): (Apr 12) 500.00
Worst Trade ($): (Feb 21) -175.10
Best Trade (Pips): (Jan 04) 5,000.0
Worst Trade (Pips): (Jan 04) -1,750.0
Avg. Trade Length: 1d
Profit Factor: 1.52
Standard Deviation: $155.07
Sharpe Ratio 0.17
Z-Score (Probability): 0.81 (58.20%)
Expectancy 208.4 Pips / $20.73
AHPR: 0.17%
GHPR: 0.16%
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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% 0.16% 4.85%
Consecutive Losing Trades 271 244 217 190 163 136 108 81 54 27
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (325)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.24.2013 10:30 12.27.2013 23:59 XAUUSD Buy 0.10 1,182.2 1,249.7 1,199.71 1,212.97 1,326.0 132.15 3d 0.80%
12.23.2013 11:30 12.24.2013 10:30 XAUUSD Sell 0.10 1,211.2 1,143.7 1,193.69 1,199.71 -602.0 -60.30 23h 0m -0.36%
12.20.2013 16:45 12.23.2013 11:30 XAUUSD Buy 0.10 1,186.0 1,253.5 1,203.52 1,193.69 -983.0 -98.39 2d -0.59%
12.18.2013 22:15 12.20.2013 16:45 XAUUSD Sell 0.10 1,237.2 1,169.7 1,219.72 1,203.52 1,620.0 161.60 1d 0.97%
12.18.2013 20:15 12.18.2013 22:00 XAUUSD Buy 0.10 1,216.2 1,283.7 1,233.68 1,216.18 -1,750.0 -175.00 1h 45m -1.04%
12.18.2013 20:00 12.18.2013 20:15 XAUUSD Buy 0.10 1,222.9 1,290.4 1,240.4 1,222.9 -1,750.0 -175.00 15m -1.03%
12.17.2013 11:30 12.18.2013 20:00 XAUUSD Sell 0.10 1,254.8 1,187.4 1,237.35 1,240.4 -305.0 -30.60 1d -0.18%
12.16.2013 15:30 12.17.2013 11:30 XAUUSD Buy 0.10 1,218.7 1,286.2 1,236.19 1,237.35 116.0 11.51 20h 0m 0.07%
12.16.2013 10:00 12.16.2013 15:30 XAUUSD Sell 0.10 1,248.9 1,181.4 1,231.41 1,236.19 -478.0 -47.80 5h 30m -0.28%
12.13.2013 15:15 12.16.2013 10:00 XAUUSD Buy 0.10 1,215.5 1,283.0 1,232.97 1,231.41 -156.0 -15.69 2d -0.09%
12.11.2013 20:45 12.13.2013 15:15 XAUUSD Sell 0.10 1,271.5 1,204.0 1,253.99 1,232.97 2,102.0 209.80 1d 1.25%
12.11.2013 15:15 12.11.2013 20:45 XAUUSD Buy 0.10 1,242.8 1,310.3 1,260.31 1,253.99 -632.0 -63.20 5h 30m -0.37%
12.11.2013 10:45 12.11.2013 15:15 XAUUSD Sell 0.10 1,272.9 1,205.4 1,255.42 1,260.31 -489.0 -48.90 4h 30m -0.29%
12.09.2013 14:45 12.11.2013 10:45 XAUUSD Buy 0.10 1,215.0 1,282.5 1,232.5 1,255.42 2,292.0 229.02 1d 1.37%
12.09.2013 12:15 12.09.2013 14:45 XAUUSD Sell 0.10 1,246.2 1,178.7 1,228.7 1,232.5 -380.0 -38.00 2h 30m -0.23%
12.09.2013 09:15 12.09.2013 12:15 XAUUSD Buy 0.10 1,213.7 1,281.2 1,231.24 1,228.7 -254.0 -25.40 3h 0m -0.15%
12.09.2013 07:00 12.09.2013 09:15 XAUUSD Sell 0.10 1,246.8 1,179.3 1,229.28 1,231.24 -196.0 -19.60 2h 15m -0.12%
12.09.2013 04:45 12.09.2013 07:00 XAUUSD Buy 0.10 1,213.2 1,280.7 1,230.72 1,229.28 -144.0 -14.40 2h 15m -0.09%
12.06.2013 21:00 12.09.2013 04:45 XAUUSD Sell 0.10 1,242.8 1,175.3 1,225.27 1,230.72 -545.0 -54.60 2d -0.32%
12.06.2013 15:45 12.06.2013 21:00 XAUUSD Buy 0.10 1,216.6 1,284.1 1,234.09 1,225.27 -882.0 -88.20 5h 15m -0.52%

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