Strategy Settings
Lots
0.01
ProfitTarget
1000
StopLoss
5
BreakEven
5
applyBreakEven
true
Slippage
3
TrailingStop
0
stochUpLevel
70
stochDnLevel
30
highLowSmth1_thresh...
0.00045
timep1
2
timep2
4
timep3
8
timep4
12
timep5
15
timep6
20
| +334020.92% |
| 0.19% | |
| 5.91% | |
| Drawdown: | 27.01% |
| Balance: | $167,060,458.57 |
| Highest: | (Aug 12) $167,060,458.57 |
| Profit: | $167,010,458.55 |
| Deposits: | $50,000.00 |
| Test Started: | Jan 03, 2000 |
| Test Ended: | Aug 12, 2011 |
| Timeframe: | 5 Minutes |
| Model Type: | Every Tick |
| Added: | Aug 14, 2011 at 02:04 |
Loading, please wait...
| Trades: | 3,044 |
| Profitability: | |
| Pips: | 21,310.5 |
| Average Win: | 65.06 pips / $567,454.27 |
| Average Loss: | -5.30 pips / -$53,692.36 |
| Lots: | 2,718,819.92 |
| Commissions: | 0 |
| Longs Won: | (257/1,497) 17% |
| Shorts Won: | (275/1,547) 17% |
| Best Trade ($): | (Apr 21) 3,757,350.00 |
| Worst Trade ($): | (Aug 20) -94,500.00 |
| Best Trade (Pips): | (Apr 21) 376.4 |
| Worst Trade (Pips): | (Jan 04) -8.3 |
| Avg. Trade Length: | 5h 52m |
| Profit Factor: | 2.24 |
| Standard Deviation: | $326,640.84 |
| Sharpe Ratio | 0.10 |
| Z-Score (Probability): | 1.54 (87.64%) |
| Expectancy | 7.0 Pips / $54,865.46 |
| AHPR: | 0.31% |
| GHPR: | 0.27% |
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 | 3115 | 2804 | 2492 | 2181 | 1869 | 1558 | 1246 | 935 | 623 | 312 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (3044)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 08.12.2011 11:23 | 08.12.2011 23:59 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.42073 | 1.42485 | 41.2 | 405,000.00 | 12h 36m | 0.24% |
| 08.12.2011 10:05 | 08.12.2011 10:05 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.42124 | 1.42041 | -8.3 | -90,000.00 | 0s | -0.05% |
| 08.11.2011 19:18 | 08.11.2011 19:47 | EURUSD | Sell | 1000.00 | 1.4 | 1.3 | 1.42335 | 1.42335 | 0.0 | -7,000.00 | 29m | 0.00% |
| 08.11.2011 17:14 | 08.11.2011 17:14 | EURUSD | Sell | 1000.00 | 1.4 | 1.3 | 1.41872 | 1.41955 | -8.3 | -90,000.00 | 0s | -0.05% |
| 08.11.2011 15:58 | 08.11.2011 17:14 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.41427 | 1.41872 | 44.5 | 438,000.00 | 1h 16m | 0.26% |
| 08.11.2011 14:27 | 08.11.2011 14:27 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.42044 | 1.41961 | -8.3 | -90,000.00 | 0s | -0.05% |
| 08.11.2011 12:54 | 08.11.2011 14:27 | EURUSD | Sell | 1000.00 | 1.4 | 1.3 | 1.42183 | 1.42044 | 13.9 | 132,000.00 | 1h 33m | 0.08% |
| 08.11.2011 04:41 | 08.11.2011 12:54 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.41769 | 1.42183 | 41.4 | 407,000.00 | 8h 13m | 0.25% |
| 08.10.2011 20:45 | 08.11.2011 00:49 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.41781 | 1.41781 | 0.0 | -6,790.00 | 4h 4m | 0.00% |
| 08.10.2011 18:38 | 08.10.2011 18:38 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.41857 | 1.41774 | -8.3 | -90,000.00 | 0s | -0.05% |
| 08.10.2011 15:38 | 08.10.2011 18:38 | EURUSD | Sell | 1000.00 | 1.4 | 1.3 | 1.43619 | 1.41857 | 176.2 | 1,755,000.00 | 3h 0m | 1.07% |
| 08.10.2011 03:43 | 08.10.2011 12:02 | EURUSD | Sell | 1000.00 | 1.4 | 1.3 | 1.43754 | 1.43754 | 0.0 | -7,000.00 | 8h 19m | 0.00% |
| 08.09.2011 21:21 | 08.09.2011 21:23 | EURUSD | Sell | 1000.00 | 1.4 | 1.3 | 1.42276 | 1.42359 | -8.3 | -90,000.00 | 2m | -0.05% |
| 08.09.2011 12:18 | 08.09.2011 12:18 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.42461 | 1.42378 | -8.3 | -90,000.00 | 0s | -0.05% |
| 08.09.2011 10:37 | 08.09.2011 10:46 | EURUSD | Sell | 1000.00 | 1.4 | 1.3 | 1.4228 | 1.4228 | 0.0 | -7,000.00 | 9m | 0.00% |
| 08.09.2011 04:53 | 08.09.2011 10:37 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.41659 | 1.4228 | 62.1 | 614,000.00 | 5h 44m | 0.37% |
| 08.08.2011 19:51 | 08.08.2011 19:51 | EURUSD | Sell | 1000.00 | 1.4 | 1.3 | 1.41924 | 1.42007 | -8.3 | -90,000.00 | 0s | -0.05% |
| 08.08.2011 18:05 | 08.08.2011 19:20 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.41925 | 1.41925 | 0.0 | -7,000.00 | 1h 15m | 0.00% |
| 08.08.2011 11:23 | 08.08.2011 11:23 | EURUSD | Sell | 1000.00 | 1.4 | 1.3 | 1.43486 | 1.43569 | -8.3 | -90,000.00 | 0s | -0.05% |
| 08.08.2011 03:32 | 08.08.2011 06:53 | EURUSD | Buy | 1000.00 | 1.4 | 1.5 | 1.43084 | 1.43084 | 0.0 | -7,000.00 | 3h 21m | 0.00% |
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