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Strategy Settings

Version
"v2.03"
StrategyTime
" -*- Time...
GMTOffset
2
MaxSpread
5
MoneyManagement
" -*- Mone...
MaxOrders
1
Lot
1
LotMAX
40
IncreasesLot
true
RiskMax
0.2
MoneyProtection
" -*- Mone...
VirtualTakeProfit
false
UseTrailingStopLoss...
false
MovAvrgTrailingStop...
6
TrailingStopLossPIP...
36
+11344.51%

0.12%
3.78%
Drawdown: 0.00%

Balance: $1,144,451.00
Highest: (Feb 15) $1,179,285.01
Profit: $1,134,451.03
Deposits: $10,000.00

Test Started: Nov 04, 1999
Test Ended: Apr 29, 2010
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Aug 12, 2010 at 16:23
Loading, please wait...
Trades: 2,335
Profitability:
Pips: 5,149.1
Average Win: 3.61 pips / $872.24
Average Loss: -36.00 pips / -$9,997.97
Lots: 69,342.10
Commissions: 0
Longs Won: (1,182/1,225) 96%
Shorts Won: (1,070/1,110) 96%
Best Trade ($): (Nov 09) 2,534.20
Worst Trade ($): (Oct 22) -14,846.73
Best Trade (Pips): (Nov 05) 6.0
Worst Trade (Pips): (Dec 09) -36.0
Avg. Trade Length: 4h 4m
Profit Factor: 2.37
Standard Deviation: $2,268.82
Sharpe Ratio 0.00
Z-Score (Probability): -12.59 (99.99%)
Expectancy 2.2 Pips / $485.85
AHPR: 0.21%
GHPR: 0.20%
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 114 103 92 80 69 57 46 34 23 11
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2335)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.29.2010 23:12 04.29.2010 23:32 USDCAD Sell 40.00 1.0 1.0 1.006 1.0056 4.0 1,591.09 20m 0.14%
04.26.2010 23:00 04.27.2010 04:11 USDCAD Buy 40.00 1.0 1.0 1.0011 1.0013 2.0 766.32 5h 11m 0.07%
04.26.2010 23:22 04.27.2010 03:58 USDCAD Buy 40.00 1.0 1.0 1.0008 1.0011 3.0 1,166.04 4h 36m 0.10%
04.21.2010 23:58 04.22.2010 01:05 USDCAD Buy 40.00 1.0 1.0 0.9993 0.9995 2.0 702.48 1h 7m 0.06%
04.20.2010 22:20 04.20.2010 22:39 USDCAD Sell 40.00 1.0 1.0 0.9994 0.9991 3.0 1,201.08 19m 0.11%
04.16.2010 22:42 04.19.2010 00:00 USDCAD Buy 40.00 1.0 1.0 1.0131 1.0137 6.0 2,331.52 2d 0.21%
04.16.2010 22:45 04.19.2010 00:00 USDCAD Buy 40.00 1.0 1.0 1.0128 1.0134 6.0 2,331.52 2d 0.21%
04.16.2010 22:01 04.16.2010 22:15 USDCAD Buy 40.00 1.0 1.0 1.0134 1.0136 2.0 789.27 14m 0.07%
04.15.2010 23:05 04.16.2010 02:14 USDCAD Buy 40.00 1.0 1.0 1.0021 1.0024 3.0 1,164.49 3h 9m 0.10%
04.15.2010 23:29 04.15.2010 23:48 USDCAD Buy 40.00 1.0 1.0 1.0018 1.0021 3.0 1,197.49 19m 0.11%
04.14.2010 22:00 04.14.2010 22:59 USDCAD Sell 40.00 1.0 1.0 0.9989 0.9987 2.0 801.04 59m 0.07%
04.14.2010 22:19 04.14.2010 22:58 USDCAD Sell 40.00 1.0 1.0 0.9992 0.9989 3.0 1,201.32 39m 0.11%
04.13.2010 23:55 04.14.2010 00:06 USDCAD Sell 40.00 1.0 1.0 1.0019 1.0016 3.0 1,208.96 11m 0.11%
03.31.2010 23:56 04.01.2010 01:09 USDCAD Sell 40.00 1.0 1.0 1.0158 1.0155 3.0 1,214.32 1h 13m 0.11%
03.31.2010 22:00 03.31.2010 22:03 USDCAD Sell 40.00 1.0 1.0 1.0157 1.0155 2.0 787.79 3m 0.07%
03.30.2010 22:00 03.31.2010 00:26 USDCAD Sell 40.00 1.0 1.0 1.0195 1.0193 2.0 795.73 2h 26m 0.07%
03.30.2010 22:22 03.31.2010 00:22 USDCAD Sell 40.00 1.0 1.0 1.0198 1.0195 3.0 1,187.93 2h 0m 0.11%
03.30.2010 22:32 03.30.2010 23:18 USDCAD Sell 40.00 1.0 1.0 1.0201 1.0198 3.0 1,176.70 46m 0.10%
03.12.2010 22:04 03.25.2010 22:57 USDCAD Sell 40.00 1.0 1.0 1.0182 1.0218 -36.0 -13,914.19 13d -1.18%
03.12.2010 22:49 03.25.2010 22:57 USDCAD Sell 40.00 1.0 1.0 1.0191 1.0227 -36.0 -13,914.20 13d -1.22%

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