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Strategy Settings

MarketExecution
true
ReverseExit
true
DualMode
false
FilterDepth
1250
RevProfit
0.5
RiskPercent
50
FixedLot
0
KofATR
4.1
PerATR
23
PerWPR
13
Magic
23415
Slippage
3
kTP
10
OrdComment
"FFMBOTv2....
ReceiptCode
"31D5X5T79...
+820.37M%

0.38%
12.21%
Drawdown: 0.59%

Balance: $442,989,999.11
Highest: (May 14) $442,989,999.11
Profit: $442,989,943.89
Deposits: $54.00

Test Started: Jan 05, 1999
Test Ended: May 14, 2010
Timeframe: 15 Minutes

Model Type: Every Tick
Added: Mar 01, 2012 at 19:33
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Trades: 2,989
Profitability:
Pips: 46,872.2
Average Win: 27.75 pips / $260,834.85
Average Loss: -25.84 pips / -$239,381.24
Lots: 2,781,868.13
Commissions: 0
Longs Won: (1,273/1,648) 77%
Shorts Won: (1,043/1,341) 77%
Best Trade ($): (Oct 29) 2,061,000.00
Worst Trade ($): (Dec 22) -1,473,924.60
Best Trade (Pips): (Oct 29) 206.1
Worst Trade (Pips): (Dec 22) -146.8
Avg. Trade Length: 8h 19m
Profit Factor: 3.75
Standard Deviation: $272,125.34
Sharpe Ratio 0.14
Z-Score (Probability): 0.50 (38.29%)
Expectancy 15.7 Pips / $148,206.74
AHPR: 0.61%
GHPR: 0.53%
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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 1852 1667 1481 1296 1111 926 741 556 370 185
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (2989)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
05.14.2010 02:45 05.14.2010 04:15 EURUSD Buy 1000.00 1.3 1.3 1.25295 1.25461 16.6 166,000.00 1h 30m 0.04%
05.11.2010 03:45 05.11.2010 06:30 EURUSD Sell 1000.00 1.3 1.2 1.27788 1.27142 64.6 646,000.00 2h 45m 0.15%
05.07.2010 08:00 05.07.2010 10:15 EURUSD Buy 1000.00 1.3 1.4 1.26886 1.2754 65.4 654,000.00 2h 15m 0.15%
05.06.2010 02:00 05.06.2010 08:30 EURUSD Sell 1000.00 1.3 1.2 1.2816 1.27711 44.9 449,000.00 6h 30m 0.10%
05.03.2010 07:30 05.03.2010 16:45 EURUSD Sell 1000.00 1.3 1.3 1.32243 1.31884 35.9 359,000.00 9h 15m 0.08%
04.30.2010 22:30 05.03.2010 03:00 EURUSD Sell 1000.00 1.3 1.3 1.33051 1.32642 40.9 403,075.40 2d 0.09%
04.30.2010 06:15 04.30.2010 08:31 EURUSD Sell 1000.00 1.3 1.3 1.32484 1.32673 -18.9 -189,000.00 2h 16m -0.04%
04.29.2010 08:30 04.29.2010 11:45 EURUSD Buy 1000.00 1.3 1.4 1.32169 1.32404 23.5 235,000.00 3h 15m 0.05%
04.29.2010 02:45 04.29.2010 07:15 EURUSD Buy 1000.00 1.3 1.4 1.31946 1.32276 33.0 330,000.00 4h 30m 0.08%
04.28.2010 17:00 04.28.2010 17:29 EURUSD Buy 1000.00 1.3 1.4 1.32062 1.31424 -63.8 -638,000.00 29m -0.14%
04.28.2010 08:15 04.28.2010 10:08 EURUSD Buy 1000.00 1.3 1.4 1.32149 1.31706 -44.3 -443,000.00 1h 53m -0.10%
04.27.2010 17:00 04.27.2010 17:30 EURUSD Sell 1000.00 1.3 1.3 1.33161 1.3269 47.1 471,000.00 30m 0.11%
04.27.2010 07:00 04.27.2010 09:30 EURUSD Sell 1000.00 1.3 1.3 1.33786 1.33605 18.1 181,000.00 2h 30m 0.04%
04.26.2010 14:15 04.26.2010 21:37 EURUSD Sell 1000.00 1.3 1.3 1.33212 1.33637 -42.5 -425,000.00 7h 22m -0.10%
04.26.2010 07:00 04.26.2010 09:30 EURUSD Buy 1000.00 1.3 1.4 1.33691 1.33847 15.6 156,000.00 2h 30m 0.04%
04.23.2010 23:00 04.26.2010 06:50 EURUSD Buy 1000.00 1.3 1.4 1.3383 1.33575 -25.5 -253,229.70 2d -0.06%
04.23.2010 15:00 04.23.2010 16:45 EURUSD Buy 1000.00 1.3 1.4 1.32878 1.33664 78.6 786,000.00 1h 45m 0.18%
04.22.2010 00:00 04.22.2010 07:45 EURUSD Buy 1000.00 1.3 1.4 1.33897 1.34011 11.4 114,000.00 7h 45m 0.03%
04.21.2010 17:45 04.21.2010 19:30 EURUSD Buy 1000.00 1.3 1.4 1.33855 1.33997 14.2 142,000.00 1h 45m 0.03%
04.21.2010 06:00 04.21.2010 07:51 EURUSD Sell 1000.00 1.3 1.3 1.34165 1.34299 -13.4 -134,000.00 1h 51m -0.03%

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