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Strategy Settings

LotSize
0.1
Magic
456976
FIFO
false
ClosePreviousSessio...
2
Assign_PT_and_ST
false
InternalControl
true
ManualTradeControl
false
MaxTradesPerSideAll...
99
BotComment
"Forex Gro...
FastVolatilityBase
5
SlowVolatilityBase
60
VolatilityFactor
2
ProfitTarget
0.5
StopLoss
0.2
ProfitLossVolatilit...
50
+19.63%

0.01%
0.36%
Drawdown: 1.24%

Balance: $119,632.02
Highest: (May 05) $120,373.87
Profit: $19,631.77
Deposits: $100,000.00

Test Started: Apr 03, 2007
Test Ended: May 20, 2011
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Jul 16, 2011 at 08:04
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Trades: 1,855
Profitability:
Pips: 21,454.7
Average Win: 69.90 pips / $69.08
Average Loss: -30.02 pips / -$31.11
Lots: 186.50
Commissions: 0
Longs Won: (387/934) 41%
Shorts Won: (385/921) 41%
Best Trade ($): (Dec 18) 622.62
Worst Trade ($): (Dec 16) -132.00
Best Trade (Pips): (Dec 18) 622.5
Worst Trade (Pips): (Dec 16) -131.0
Avg. Trade Length: 13h 0m
Profit Factor: 1.58
Standard Deviation: $65.25
Sharpe Ratio 0.00
Z-Score (Probability): -18.01 (99.99%)
Expectancy 11.6 Pips / $10.58
AHPR: 0.01%
GHPR: 0.01%
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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% <0.01% <0.01%
Consecutive Losing Trades 3846 3462 3077 2692 2308 1923 1538 1154 769 385
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1855)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.20.2011 14:30 05.20.2011 16:45 EURUSD Sell 0.10 - - 1.41701 1.42121 -42.0 -43.00 2h 15m -0.04%
05.20.2011 14:15 05.20.2011 16:45 EURUSD Sell 0.10 - - 1.41653 1.42121 -46.8 -47.80 2h 30m -0.04%
05.20.2011 14:45 05.20.2011 16:30 EURUSD Sell 0.10 - - 1.41465 1.41965 -50.0 -51.00 1h 45m -0.04%
05.20.2011 15:00 05.20.2011 15:45 EURUSD Sell 0.10 - - 1.41526 1.41936 -41.0 -42.00 45m -0.04%
05.20.2011 10:00 05.20.2011 14:00 EURUSD Sell 0.10 - - 1.42887 1.41894 99.3 98.30 4h 0m 0.08%
05.20.2011 11:45 05.20.2011 13:00 EURUSD Sell 0.10 - - 1.42201 1.42486 -28.5 -29.50 1h 15m -0.02%
05.20.2011 10:15 05.20.2011 11:30 EURUSD Sell 0.10 - - 1.42652 1.42234 41.8 40.80 1h 15m 0.03%
05.16.2011 14:15 05.16.2011 20:45 EURUSD Buy 0.10 - - 1.4202 1.41643 -37.7 -38.70 6h 30m -0.03%
05.13.2011 16:00 05.16.2011 13:45 EURUSD Sell 0.10 - - 1.41398 1.41859 -46.1 -47.62 2d -0.04%
05.13.2011 16:15 05.16.2011 13:15 EURUSD Sell 0.10 - - 1.4089 1.4164 -75.0 -76.52 2d -0.06%
05.13.2011 16:30 05.16.2011 07:45 EURUSD Sell 0.10 - - 1.40942 1.41443 -50.1 -51.62 2d -0.04%
05.13.2011 08:15 05.13.2011 09:30 EURUSD Buy 0.10 - - 1.43302 1.42932 -37.0 -38.00 1h 15m -0.03%
05.13.2011 08:30 05.13.2011 09:30 EURUSD Buy 0.10 - - 1.43261 1.42932 -32.9 -33.90 1h 0m -0.03%
05.11.2011 16:30 05.12.2011 17:30 EURUSD Sell 0.10 - - 1.4208 1.42679 -59.9 -62.45 1d -0.05%
05.11.2011 16:45 05.12.2011 17:30 EURUSD Sell 0.10 - - 1.42187 1.42679 -49.2 -51.75 1d -0.04%
05.11.2011 17:00 05.12.2011 15:45 EURUSD Sell 0.10 - - 1.42189 1.42567 -37.8 -40.35 22h 45m -0.03%
05.12.2011 10:15 05.12.2011 11:15 EURUSD Sell 0.10 - - 1.41375 1.41611 -23.6 -24.60 1h 0m -0.02%
05.10.2011 07:45 05.10.2011 08:15 EURUSD Buy 0.10 - - 1.43591 1.43266 -32.5 -33.50 30m -0.03%
05.09.2011 13:15 05.09.2011 19:45 EURUSD Sell 0.10 - - 1.43025 1.43468 -44.3 -45.30 6h 30m -0.04%
05.09.2011 13:30 05.09.2011 18:00 EURUSD Sell 0.10 - - 1.43165 1.43371 -20.6 -21.60 4h 30m -0.02%

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