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Strategy Settings

EANumber
1
TradeComment
"Adaptive ...
InstrumentName
"XAUUSD"
MaxTradesPerSymbol
3
Slippage
2
AdvertisedSpread
4
UseCurrATR
false
UseCommATR
true
CurrMaxVolatility
217
CommMaxVolatility
45
Lots
1
MaximumRisk
0.01
MaxLotSize
2.07
DecreaseFactor
6
UseStopLoss
true
+69.65%

0.03%
0.88%
Drawdown: 11.17%

Balance: $84,827.37
Highest: (Jul 15) $84,889.47
Profit: $34,827.36
Deposits: $50,000.00

Test Started: Aug 11, 2009
Test Ended: Jul 24, 2014
Timeframe: 15 Minutes

Model Type: Open Prices
Added: Aug 14, 2014 at 01:57
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Trades: 210
Profitability:
Pips: 17,532.0
Average Win: 315.76 pips / $613.41
Average Loss: -343.39 pips / -$656.71
Lots: 408.86
Commissions: 0
Longs Won: (88/131) 67%
Shorts Won: (48/79) 60%
Best Trade ($): (Sep 28) 803.16
Worst Trade ($): (Feb 12) -1,304.10
Best Trade (Pips): (Sep 28) 388.0
Worst Trade (Pips): (Dec 07) -630.0
Avg. Trade Length: 3h 50m
Profit Factor: 1.72
Standard Deviation: $654.45
Sharpe Ratio 0.26
Z-Score (Probability): -0.66 (-49.08%)
Expectancy 83.5 Pips / $165.84
AHPR: 0.26%
GHPR: 0.25%
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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 129 116 103 90 77 65 52 39 26 13
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (210)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.24.2014 12:45 07.24.2014 15:45 XAUUSD Sell 2.07 1,306.4 1,296.2 1,300.08 1,296.2 388.0 803.16 3h 0m 0.96%
07.16.2014 08:45 07.16.2014 16:45 XAUUSD Sell 2.07 1,304.3 1,294.2 1,298.03 1,302.21 -418.0 -865.26 8h 0m -1.02%
07.15.2014 08:45 07.15.2014 17:30 XAUUSD Sell 2.07 1,315.9 1,305.7 1,309.62 1,305.74 388.0 803.16 8h 45m 0.96%
07.04.2014 02:45 07.04.2014 09:30 XAUUSD Sell 2.07 1,326.5 1,316.4 1,320.24 1,322.04 -180.0 -372.60 6h 45m -0.44%
06.23.2014 04:15 06.23.2014 08:45 XAUUSD Buy 2.07 1,305.4 1,315.6 1,311.69 1,315.22 353.0 730.71 4h 30m 0.87%
06.13.2014 08:45 06.13.2014 10:00 XAUUSD Buy 2.07 1,265.4 1,275.6 1,271.75 1,275.63 388.0 803.16 1h 15m 0.98%
06.13.2014 09:15 06.13.2014 10:00 XAUUSD Buy 2.07 1,265.2 1,275.4 1,271.48 1,275.36 388.0 803.16 45m 0.97%
05.30.2014 22:45 06.02.2014 04:15 XAUUSD Sell 2.07 1,255.8 1,245.7 1,249.55 1,246.98 257.0 532.06 2d 0.65%
05.08.2014 21:45 05.09.2014 09:00 XAUUSD Sell 2.07 1,297.1 1,287.0 1,290.83 1,292.76 -193.0 -399.44 11h 15m -0.49%
05.08.2014 09:45 05.08.2014 16:00 XAUUSD Sell 1.38 1,298.2 1,288.0 1,291.93 1,288.05 388.0 535.44 6h 15m 0.66%
04.14.2014 12:15 04.14.2014 14:15 XAUUSD Buy 2.07 1,317.9 1,328.1 1,324.18 1,322.55 -163.0 -337.41 2h 0m -0.41%
04.14.2014 11:45 04.14.2014 14:15 XAUUSD Buy 2.07 1,318.9 1,329.1 1,325.23 1,322.55 -268.0 -554.76 2h 30m -0.67%
04.08.2014 17:15 04.09.2014 05:15 XAUUSD Buy 2.07 1,302.2 1,312.4 1,308.54 1,311.38 284.0 587.70 12h 0m 0.72%
03.18.2014 12:15 03.18.2014 14:30 XAUUSD Sell 2.07 1,369.7 1,359.5 1,363.36 1,360.48 288.0 596.16 2h 15m 0.73%
03.07.2014 12:15 03.07.2014 15:30 XAUUSD Buy 2.07 1,341.1 1,351.3 1,347.41 1,350.39 298.0 616.86 3h 15m 0.77%
03.07.2014 02:00 03.07.2014 08:30 XAUUSD Buy 2.07 1,342.4 1,352.6 1,348.72 1,351.18 246.0 509.22 6h 30m 0.64%
02.25.2014 02:00 02.25.2014 14:00 XAUUSD Buy 2.07 1,329.3 1,339.4 1,335.56 1,332.86 -270.0 -558.90 12h 0m -0.69%
02.25.2014 02:15 02.25.2014 04:15 XAUUSD Buy 2.07 1,329.0 1,339.2 1,335.29 1,337.89 260.0 538.20 2h 0m 0.67%
02.18.2014 04:15 02.18.2014 04:45 XAUUSD Buy 2.07 1,319.9 1,330.1 1,326.23 1,324.03 -220.0 -455.40 30m -0.57%
02.12.2014 02:45 02.12.2014 15:45 XAUUSD Buy 2.07 1,282.0 1,292.2 1,288.27 1,292.15 388.0 803.16 13h 0m 1.01%

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