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Strategy Settings

Lots
0.01
MagicNumber
786
ProfitTarget
0
StopLoss
45
BreakEven
5
Slippage
3
TrailingStop
0
stochUpLevel
70
stochDnLevel
30
highLowSmth1_thresh...
0.00045
enableEA
true
accumIndx
-2600
diffpipIndx
0
+71.1%

1.39%
51.16%
Drawdown: 24.28%

Balance: $85,548.55
Highest: (Dec 29) $92,473.73
Profit: $35,548.56
Deposits: $50,000.00

Test Started: Nov 25, 2011
Test Ended: Jan 03, 2012
Timeframe: 1 Minute

Model Type: Every Tick
Added: Jan 05, 2012 at 07:57
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Trades: 58
Profitability:
Pips: 331.8
Average Win: 10.65 pips / $1,310.41
Average Loss: -46.50 pips / -$6,780.66
Lots: 760.60
Commissions: 0
Longs Won: (32/33) 96%
Shorts Won: (21/25) 84%
Best Trade ($): (Dec 15) 17,705.80
Worst Trade ($): (Jan 03) -8,895.78
Best Trade (Pips): (Nov 30) 137.5
Worst Trade (Pips): (Nov 27) -47.5
Avg. Trade Length: 5h 44m
Profit Factor: 2.05
Standard Deviation: $4,196.83
Sharpe Ratio 0.17
Z-Score (Probability): 1.19 (76.59%)
Expectancy 5.7 Pips / $612.91
AHPR: 1.12%
GHPR: 0.93%
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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% 0.09% 0.49% 1.79% 5.15% 12.61% 27.37% 54.24%
Consecutive Losing Trades 13 11 10 9 8 6 5 4 3 1
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (58)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.03.2012 15:21 01.03.2012 23:59 EURUSD Buy 16.70 1.3 - 1.30635 1.30753 11.8 1,970.60 8h 38m 2.36%
01.03.2012 10:01 01.03.2012 10:58 EURUSD Buy 16.70 1.3 - 1.30235 1.30235 0.0 0.00 57m 0.00%
01.03.2012 02:06 01.03.2012 07:14 EURUSD Buy 16.70 1.3 - 1.29835 1.29835 0.0 0.00 5h 8m 0.00%
01.02.2012 15:33 01.03.2012 01:15 EURUSD Sell 18.50 1.3 - 1.2921 1.29685 -47.5 -8,895.78 9h 42m -9.62%
12.30.2011 14:51 12.30.2011 14:51 EURUSD Buy 18.50 1.3 - 1.29835 1.29835 0.0 0.00 0s 0.00%
12.29.2011 15:02 12.29.2011 20:43 EURUSD Buy 18.50 1.3 - 1.29235 1.29235 0.0 0.00 5h 41m 0.00%
12.28.2011 14:25 12.29.2011 15:02 EURUSD Sell 15.50 1.3 - 1.3021 1.29235 97.5 14,840.33 1d 19.12%
12.23.2011 06:38 12.23.2011 06:38 EURUSD Buy 15.50 1.3 - 1.30835 1.30835 0.0 0.00 0s 0.00%
12.22.2011 10:36 12.22.2011 13:50 EURUSD Sell 15.50 1.3 - 1.3041 1.3041 0.0 0.00 3h 14m 0.00%
12.21.2011 10:53 12.22.2011 08:05 EURUSD Sell 15.10 1.3 - 1.3121 1.31035 17.5 2,377.36 21h 12m 3.16%
12.22.2011 08:05 12.22.2011 08:05 EURUSD Buy 15.50 1.3 - 1.31035 1.31035 0.0 0.00 0s 0.00%
12.21.2011 08:13 12.21.2011 10:22 EURUSD Buy 15.10 1.3 - 1.31435 1.31435 0.0 0.00 2h 9m 0.00%
12.20.2011 13:44 12.20.2011 13:48 EURUSD Buy 15.10 1.3 - 1.31035 1.31035 0.0 0.00 4m 0.00%
12.20.2011 09:52 12.20.2011 10:00 EURUSD Buy 15.10 1.3 - 1.30635 1.30635 0.0 0.00 8m 0.00%
12.16.2011 14:46 12.16.2011 17:47 EURUSD Sell 15.10 1.3 - 1.3021 1.3021 0.0 0.00 3h 1m 0.00%
12.16.2011 12:31 12.16.2011 12:55 EURUSD Buy 15.10 1.3 - 1.30635 1.30635 0.0 0.00 24m 0.00%
12.15.2011 12:52 12.15.2011 13:42 EURUSD Buy 15.10 1.3 - 1.30235 1.30235 0.0 0.00 50m 0.00%
12.15.2011 09:45 12.15.2011 10:51 EURUSD Sell 16.60 1.3 - 1.2961 1.30085 -47.5 -7,885.00 1h 6m -9.48%
12.13.2011 15:28 12.15.2011 07:46 EURUSD Sell 13.10 1.3 - 1.3161 1.30235 137.5 17,705.80 1d 27.06%
12.15.2011 07:46 12.15.2011 07:46 EURUSD Buy 16.60 1.3 - 1.30235 1.30235 0.0 0.00 0s 0.00%

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