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Strategy Settings

time_options
"
InpOpenOrderHour
22
InpOpenOrderMinute
55
profit_options
"
InpMinGap
16
InpProfitAverage
1
InpKoefLoss
11
average_options
"
PIPS_DD
145
PIPS_INDENT
22
TP_AVERAGE
10
tw_options
"
TW_WAVE_PERIOD
10
TW_AVG_PERIOD
21
TW_SCALE
15
+1012.25%

0.17%
5.26%
Drawdown: 65.60%

Balance: $111,224.87
Highest: (May 05) $115,935.75
Profit: $101,224.88
Deposits: $10,000.00

Test Started: Oct 01, 2010
Test Ended: Aug 11, 2014
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Nov 06, 2014 at 22:53
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Trades: 465
Profitability:
Pips: 2,715.3
Average Win: 19.49 pips / $834.50
Average Loss: -11.02 pips / -$544.43
Lots: 2,532.82
Commissions: 0
Longs Won: (121/240) 50%
Shorts Won: (136/225) 60%
Best Trade ($): (Mar 18) 10,165.25
Worst Trade ($): (Mar 22) -4,972.57
Best Trade (Pips): (Mar 18) 159.3
Worst Trade (Pips): (Mar 22) -76.4
Avg. Trade Length: 1d
Profit Factor: 1.89
Standard Deviation: $1,130.55
Sharpe Ratio 0.24
Z-Score (Probability): 9.16 (99.99%)
Expectancy 5.8 Pips / $217.69
AHPR: 0.54%
GHPR: 0.52%
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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% 0.02% 1.89%
Consecutive Losing Trades 204 184 163 143 123 102 82 61 41 20
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (465)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
08.08.2014 22:55 08.11.2014 00:00 EURUSD Sell 10.38 - - 1.34097 1.34094 0.3 34.25 2d 0.03%
08.08.2014 22:55 08.11.2014 00:00 EURUSD Buy 10.38 - - 1.34107 1.34084 -2.3 -261.58 2d -0.23%
08.01.2014 22:55 08.04.2014 00:00 EURUSD Sell 10.39 - - 1.34229 1.34306 -7.7 -796.91 2d -0.71%
08.01.2014 22:55 08.04.2014 00:00 EURUSD Buy 10.39 - - 1.34239 1.34296 5.7 569.37 2d 0.51%
07.25.2014 22:55 07.28.2014 00:00 EURUSD Sell 10.41 - - 1.34317 1.3431 0.7 75.99 2d 0.07%
07.25.2014 22:55 07.28.2014 00:00 EURUSD Buy 10.41 - - 1.34327 1.343 -2.7 -303.97 2d -0.27%
07.18.2014 22:55 07.21.2014 00:00 EURUSD Sell 10.36 - - 1.35256 1.35285 -2.9 -297.33 2d -0.26%
07.18.2014 22:55 07.21.2014 00:00 EURUSD Buy 10.36 - - 1.35266 1.35275 0.9 70.45 2d 0.06%
07.11.2014 22:55 07.14.2014 00:00 EURUSD Buy 10.32 - - 1.36083 1.35975 -10.8 -1,137.26 2d -1.01%
07.11.2014 22:55 07.14.2014 00:00 EURUSD Sell 10.32 - - 1.36073 1.35985 8.8 911.26 2d 0.82%
07.04.2014 22:55 07.07.2014 00:00 EURUSD Sell 10.35 - - 1.35925 1.35947 -2.2 -224.60 2d -0.20%
07.04.2014 22:55 07.07.2014 00:00 EURUSD Buy 10.35 - - 1.35935 1.35937 0.2 -2.07 2d 0.00%
06.27.2014 22:55 06.30.2014 00:00 EURUSD Buy 10.33 - - 1.36486 1.36427 -5.9 -632.20 2d -0.56%
06.27.2014 22:55 06.30.2014 00:00 EURUSD Sell 10.33 - - 1.36476 1.36437 3.9 405.97 2d 0.36%
06.20.2014 22:55 06.23.2014 00:00 EURUSD Sell 10.39 - - 1.35964 1.35913 5.1 533.01 2d 0.47%
06.20.2014 22:55 06.23.2014 00:00 EURUSD Buy 10.39 - - 1.35974 1.35903 -7.1 -760.55 2d -0.67%
06.13.2014 22:55 06.16.2014 00:00 EURUSD Buy 10.45 - - 1.35399 1.35394 -0.5 -75.24 2d -0.07%
06.13.2014 22:55 06.16.2014 00:00 EURUSD Sell 10.45 - - 1.35389 1.35404 -1.5 -153.62 2d -0.14%
06.06.2014 22:55 06.09.2014 00:00 EURUSD Buy 10.39 - - 1.36445 1.36412 -3.3 -365.73 2d -0.32%
06.06.2014 22:55 06.09.2014 00:00 EURUSD Sell 10.39 - - 1.36435 1.36422 1.3 138.19 2d 0.12%

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