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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
+2032.77%

0.83%
28.07%
Drawdown: 32.20%

Balance: $1,066,386.57
Highest: (Dec 29) $1,087,886.57
Profit: $1,016,386.52
Deposits: $50,000.00

Test Started: Jan 03, 2011
Test Ended: Jan 09, 2012
Timeframe: 1 Minute

Model Type: Every Tick
Added: Jan 11, 2012 at 01:24
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Trades: 238
Profitability:
Pips: 2,794.5
Average Win: 24.14 pips / $8,647.64
Average Loss: -38.63 pips / -$13,517.28
Lots: 8,070.00
Commissions: 0
Longs Won: (110/140) 78%
Shorts Won: (81/98) 82%
Best Trade ($): (Sep 22) 438,222.82
Worst Trade ($): (May 06) -31,250.00
Best Trade (Pips): (Sep 22) 937.5
Worst Trade (Pips): (Feb 15) -62.5
Avg. Trade Length: 18h 12m
Profit Factor: 2.60
Standard Deviation: $33,874.33
Sharpe Ratio 0.16
Z-Score (Probability): 0.01 (0.79%)
Expectancy 11.7 Pips / $4,270.53
AHPR: 1.72%
GHPR: 1.29%
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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% 0.08% 0.45% 1.85% 6.17% 17.5% 43.91%
Consecutive Losing Trades 79 71 63 55 47 39 32 24 16 8
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (238)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
01.09.2012 16:16 01.09.2012 20:23 EURUSD Sell 50.00 1.3 - 1.2721 1.2764 -43.0 -21,500.00 4h 7m -1.98%
01.08.2012 23:15 01.08.2012 23:15 EURUSD Sell 50.00 1.3 - 1.2681 1.2681 0.0 0.00 0s 0.00%
01.06.2012 14:43 01.06.2012 15:26 EURUSD Sell 50.00 1.3 - 1.2721 1.2721 0.0 0.00 43m 0.00%
01.06.2012 13:31 01.06.2012 13:39 EURUSD Sell 50.00 1.3 - 1.2761 1.2761 0.0 0.00 8m 0.00%
01.05.2012 14:04 01.05.2012 16:19 EURUSD Sell 50.00 1.3 - 1.2801 1.2801 0.0 0.00 2h 15m 0.00%
01.05.2012 10:06 01.05.2012 12:17 EURUSD Sell 50.00 1.3 - 1.2841 1.2841 0.0 0.00 2h 11m 0.00%
01.05.2012 08:50 01.05.2012 08:54 EURUSD Sell 50.00 1.3 - 1.2881 1.2881 0.0 0.00 4m 0.00%
01.04.2012 15:17 01.04.2012 15:37 EURUSD Sell 50.00 1.3 - 1.2921 1.2921 0.0 0.00 20m 0.00%
01.04.2012 13:03 01.04.2012 13:55 EURUSD Sell 50.00 1.3 - 1.2961 1.2961 0.0 0.00 52m 0.00%
01.03.2012 15:21 01.03.2012 15:21 EURUSD Buy 50.00 1.3 - 1.30635 1.30635 0.0 0.00 0s 0.00%
01.03.2012 10:01 01.03.2012 10:58 EURUSD Buy 50.00 1.3 - 1.30235 1.30235 0.0 0.00 57m 0.00%
12.28.2011 14:25 12.29.2011 15:02 EURUSD Sell 50.00 1.3 - 1.3021 1.29235 97.5 47,869.41 1d 4.60%
12.22.2011 10:36 12.22.2011 13:50 EURUSD Sell 50.00 1.3 - 1.3041 1.3041 0.0 0.00 3h 14m 0.00%
12.21.2011 12:48 12.21.2011 13:16 EURUSD Sell 50.00 1.3 - 1.3061 1.3061 0.0 0.00 28m 0.00%
12.21.2011 10:56 12.21.2011 11:01 EURUSD Sell 50.00 1.3 - 1.3101 1.3101 0.0 0.00 5m 0.00%
12.21.2011 08:13 12.21.2011 10:22 EURUSD Buy 50.00 1.3 - 1.31435 1.31435 0.0 0.00 2h 9m 0.00%
12.16.2011 14:46 12.16.2011 17:47 EURUSD Sell 50.00 1.3 - 1.3021 1.3021 0.0 0.00 3h 1m 0.00%
12.15.2011 09:47 12.15.2011 13:42 EURUSD Sell 50.00 1.3 - 1.3341 1.30435 297.5 148,750.00 3h 55m 16.69%
10.07.2011 20:31 10.07.2011 21:35 EURUSD Buy 50.00 1.3 - 1.34235 1.3381 -42.5 -21,250.00 1h 4m -2.33%
10.07.2011 17:55 10.07.2011 19:45 EURUSD Sell 50.00 1.3 - 1.3381 1.3381 0.0 0.00 1h 50m 0.00%

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