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Strategy Settings

BrokerIsECN
false
MagicNumber
12345
Slippage
0
MaxTrade
100
TakeProfit
0
StopLoss
0
UseTrailStop
true
TrailStop_Trigger
5
TrailingStop
5
RiskMax
0.1
DecreaseLot
true
DecreaseLotby
0.001
InitialDeposit
1000
GMT
0
UseSellHour0
true
+1.07M%

3%
142.72%
Drawdown: 53.74%

Balance: $10,733,310.48
Highest: (Nov 25) $10,733,310.48
Profit: $10,732,310.46
Deposits: $1,000.00

Test Started: Jan 15, 2003
Test Ended: Nov 25, 2003
Timeframe: 1 Day

Model Type: Every Tick
Added: Jun 18, 2012 at 03:51
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Trades: 420
Profitability:
Pips: 3,917.5
Average Win: 9.35 pips / $25,737.74
Average Loss: 4.85 pips / -$13,031.64
Lots: 42,420.80
Commissions: 0
Longs Won: (208/210) 99%
Shorts Won: (210/210) 100%
Best Trade ($): (Nov 12) 722,232.70
Worst Trade ($): (Sep 11) -25,264.71
Best Trade (Pips): (Jul 18) 52.8
Worst Trade (Pips): -
Avg. Trade Length: 1d
Profit Factor: 412.78
Standard Deviation: $75,117.75
Sharpe Ratio 1.13
Z-Score (Probability): 3.08 (99.79%)
Expectancy 9.3 Pips / $25,553.12
AHPR: 2.25%
GHPR: 2.23%
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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 824 741 659 577 494 412 329 247 165 82
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (420)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
11.24.2003 00:00 11.25.2003 00:00 EURRUB Buy 973.80 35.5 - 35.382 35.462 8.0 203,004.67 1d 1.93%
11.24.2003 00:00 11.24.2003 08:32 EURRUB Sell 940.30 35.1 - 35.331 35.072 25.9 694,393.53 8h 32m 7.06%
11.21.2003 00:00 11.21.2003 20:50 EURRUB Sell 930.60 35.4 - 35.454 35.434 2.0 52,525.82 20h 50m 0.54%
11.21.2003 00:00 11.21.2003 07:07 EURRUB Buy 963.20 35.5 - 35.503 35.523 2.0 54,229.65 7h 7m 0.56%
11.20.2003 00:00 11.20.2003 20:44 EURRUB Sell 916.40 35.5 - 35.493 35.48 1.3 33,577.23 20h 44m 0.35%
11.20.2003 00:00 11.20.2003 07:03 EURRUB Buy 948.50 35.6 - 35.542 35.585 4.3 114,614.30 7h 3m 1.20%
11.19.2003 00:00 11.19.2003 17:55 EURRUB Sell 896.60 35.5 - 35.53 35.525 0.5 12,619.28 17h 55m 0.13%
11.19.2003 00:00 11.19.2003 06:58 EURRUB Buy 927.90 35.7 - 35.579 35.654 7.5 195,188.48 6h 58m 2.08%
11.18.2003 00:00 11.19.2003 00:00 EURRUB Sell 827.10 35.1 - 35.134 35.068 6.6 169,055.84 1d 1.84%
11.18.2003 00:00 11.18.2003 08:43 EURRUB Buy 856.20 35.4 - 35.183 35.413 23.0 556,083.92 8h 43m 6.43%
11.17.2003 00:00 11.17.2003 17:25 EURRUB Sell 787.10 35.0 - 35.107 35.047 6.0 134,750.48 17h 25m 1.58%
11.17.2003 00:00 11.17.2003 06:42 EURRUB Buy 814.70 35.3 - 35.156 35.279 12.3 284,044.62 6h 42m 3.45%
11.13.2003 00:00 11.13.2003 17:45 EURRUB Sell 764.00 34.8 - 34.831 34.801 3.0 65,860.18 17h 45m 0.81%
11.13.2003 00:00 11.13.2003 06:53 EURRUB Buy 790.90 35.0 - 34.88 34.957 7.7 174,212.03 6h 53m 2.18%
11.12.2003 00:00 11.12.2003 17:01 EURRUB Sell 638.90 34.4 - 34.458 34.378 8.0 148,676.48 17h 1m 1.90%
11.10.2003 00:00 11.12.2003 06:30 EURRUB Buy 650.00 34.8 - 34.356 34.756 40.0 722,232.70 2d 10.87%
11.12.2003 00:00 11.12.2003 06:30 EURRUB Buy 661.30 34.8 - 34.507 34.756 24.9 473,770.57 6h 30m 6.43%
11.11.2003 00:00 11.11.2003 20:53 EURRUB Buy 619.50 34.3 - 34.306 34.306 0.0 0.00 20h 53m 0.00%
11.11.2003 00:00 11.11.2003 06:56 EURRUB Sell 597.70 34.2 - 34.255 34.226 2.9 50,643.66 6h 56m 0.77%
11.10.2003 00:00 11.10.2003 07:03 EURRUB Sell 627.40 34.3 - 34.305 34.29 1.5 27,445.32 7h 3m 0.42%

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