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Strategy Settings

BA_SETTINGS
"
BA_ENABLE_M1
true
BA_ENABLE_M5
true
BA_ENABLE_M10
false
BA_ENABLE_M15
true
BA_ENABLE_M30
true
BA_ENABLE_H1
true
BA_ENABLE_H2
false
BA_ENABLE_H4
true
BA_ENABLE_D1
true
BA_ENABLE_W1
true
BA_ENABLE_MN
true
BA_INIT_BARS
200
OL_SETTINGS
"
OL_ALLOW_ORDER
true
+4730.86%

0.12%
3.61%
Drawdown: 61.61%

Balance: $12,081.26
Highest: (Oct 14) $12,800.01
Profit: $11,827.15
Deposits: $250.00

Test Started: Jan 02, 2003
Test Ended: Dec 30, 2011
Timeframe: 5 Minutes

Model Type: n/a
Added: Mar 13, 2013 at 06:54
Loading, please wait...
Trades: 5,021
Profitability:
Pips: 84,266.7
Average Win: 60.91 pips / $9.05
Average Loss: -74.43 pips / -$11.49
Lots: 100.42
Commissions: 0
Longs Won: (2,020/2,901) 69%
Shorts Won: (1,364/2,120) 64%
Best Trade ($): (Mar 19) 91.96
Worst Trade ($): (Nov 02) -65.27
Best Trade (Pips): (Mar 19) 628.8
Worst Trade (Pips): (Nov 02) -446.4
Avg. Trade Length: 1d
Profit Factor: 1.63
Standard Deviation: $14.26
Sharpe Ratio 0.08
Z-Score (Probability): -56.82 (99.99%)
Expectancy 16.8 Pips / $2.36
AHPR: 0.08%
GHPR: 0.08%
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 1052 946 841 736 631 526 421 315 210 105
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (5021)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2011 16:30 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29694 1.29567 12.7 1.89 6h 30m 0.02%
12.30.2011 18:15 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29649 1.29567 8.2 1.20 4h 45m 0.01%
12.30.2011 16:50 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29847 1.29567 28.0 4.25 6h 10m 0.04%
12.30.2011 18:10 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29696 1.29567 12.9 1.92 4h 50m 0.02%
12.30.2011 16:45 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29773 1.29567 20.6 3.11 6h 15m 0.03%
12.30.2011 16:55 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29899 1.29567 33.2 5.05 6h 5m 0.04%
12.30.2011 16:35 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29777 1.29567 21.0 3.17 6h 25m 0.03%
12.30.2011 18:05 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29692 1.29567 12.5 1.86 4h 55m 0.02%
12.30.2011 18:00 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29719 1.29567 15.2 2.28 5h 0m 0.02%
12.30.2011 16:40 12.30.2011 23:00 EURUSD Sell 0.02 2.1 - 1.29802 1.29567 23.5 3.56 6h 20m 0.03%
12.16.2011 15:35 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.30413 1.30561 -14.8 -2.44 4d -0.02%
12.16.2011 15:45 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.30291 1.30561 -27.0 -4.31 4d -0.04%
12.20.2011 08:30 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.30114 1.30561 -44.7 -6.95 1d -0.06%
12.16.2011 15:50 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.30241 1.30561 -32.0 -5.07 4d -0.04%
12.20.2011 08:45 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.3012 1.30561 -44.1 -6.86 1d -0.06%
12.16.2011 15:55 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.30253 1.30561 -30.8 -4.89 4d -0.04%
12.16.2011 15:40 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.30302 1.30561 -25.9 -4.14 4d -0.03%
12.20.2011 08:35 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.30123 1.30561 -43.8 -6.81 1d -0.06%
12.16.2011 15:30 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.30424 1.30561 -13.7 -2.27 4d -0.02%
12.20.2011 08:40 12.21.2011 15:00 EURUSD Sell 0.02 2.1 - 1.30126 1.30561 -43.5 -6.76 1d -0.06%

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