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Strategy Settings

Key
85468795
Key2
31122014
MM
"MM Settin...
FixedLot
0.1
AutoMM
15
StopLoss
55
Add
"Additiona...
comment
"BalanceMa...
magic
123
PipCommission
1
+697045.02%

0.18%
5.52%
Drawdown: 32.57%

Balance: $69,714,501.65
Highest: (Jul 09) $70,264,501.65
Profit: $69,704,501.63
Deposits: $10,000.00

Test Started: Jan 03, 2000
Test Ended: Jul 11, 2013
Timeframe: 5 Minutes

Model Type: n/a
Added: Nov 16, 2013 at 16:00
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Trades: 1,934
Profitability:
Pips: 10,847.0
Average Win: 11.15 pips / $78,462.31
Average Loss: -46.47 pips / -$362,621.55
Lots: 1,361,824.34
Commissions: 0
Longs Won: (860/990) 86%
Shorts Won: (888/944) 94%
Best Trade ($): (Nov 14) 597,300.00
Worst Trade ($): (Apr 20) -555,100.00
Best Trade (Pips): (Nov 14) 59.9
Worst Trade (Pips): (Feb 11) -55.0
Avg. Trade Length: 4h 22m
Profit Factor: 2.03
Standard Deviation: $168,236.39
Sharpe Ratio 0.27
Z-Score (Probability): -0.88 (-62.12%)
Expectancy 5.6 Pips / $36,041.62
AHPR: 0.47%
GHPR: 0.46%
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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 192 173 154 135 115 96 77 58 38 19
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1934)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
07.11.2013 08:55 07.11.2013 09:55 EURUSD Buy 1000.00 1.3 - 1.31154 1.30604 -55.0 -550,000.00 1h 0m -0.78%
07.09.2013 19:59 07.09.2013 20:31 EURUSD Sell 1000.00 1.3 - 1.27913 1.27652 26.1 261,000.00 32m 0.37%
07.04.2013 18:05 07.04.2013 22:26 EURUSD Sell 1000.00 1.3 - 1.29152 1.29124 2.8 28,000.00 4h 21m 0.04%
07.03.2013 00:18 07.03.2013 02:01 EURUSD Sell 1000.00 1.3 - 1.29798 1.29766 3.2 32,000.00 1h 43m 0.05%
06.28.2013 20:58 07.01.2013 00:15 EURUSD Sell 1000.00 1.3 - 1.30091 1.30072 1.9 19,300.00 2d 0.03%
06.26.2013 15:30 06.26.2013 17:26 EURUSD Sell 1000.00 1.3 - 1.30292 1.30214 7.8 78,000.00 1h 56m 0.11%
06.21.2013 19:57 06.21.2013 22:39 EURUSD Sell 1000.00 1.3 - 1.31364 1.3134 2.4 24,000.00 2h 42m 0.03%
06.20.2013 14:50 06.20.2013 16:41 EURUSD Sell 1000.00 1.3 - 1.32109 1.31927 18.2 182,000.00 1h 51m 0.26%
06.20.2013 09:05 06.20.2013 09:31 EURUSD Sell 1000.00 1.3 - 1.32623 1.32469 15.4 154,000.00 26m 0.22%
06.20.2013 03:34 06.20.2013 04:14 EURUSD Sell 1000.00 1.3 - 1.32926 1.32749 17.7 177,000.00 40m 0.26%
06.20.2013 01:09 06.20.2013 01:32 EURUSD Sell 1000.00 1.3 - 1.33012 1.32874 13.8 138,000.00 23m 0.20%
06.03.2013 21:55 06.04.2013 10:04 EURUSD Buy 1000.00 1.3 - 1.30802 1.30804 0.2 300.00 12h 9m 0.00%
05.30.2013 21:45 05.31.2013 00:00 EURUSD Buy 1000.00 1.3 - 1.30442 1.30488 4.6 44,300.00 2h 15m 0.06%
05.29.2013 16:05 05.29.2013 16:42 EURUSD Buy 1000.00 1.3 - 1.29286 1.2951 22.4 224,000.00 37m 0.33%
05.28.2013 21:10 05.28.2013 22:59 EURUSD Sell 1000.00 1.3 - 1.28689 1.28627 6.2 62,000.00 1h 49m 0.09%
05.22.2013 21:15 05.22.2013 21:19 EURUSD Sell 1000.00 1.3 - 1.28673 1.28532 14.1 141,000.00 4m 0.21%
05.21.2013 21:00 05.21.2013 22:33 EURUSD Buy 1000.00 1.3 - 1.28996 1.29124 12.8 128,000.00 1h 33m 0.19%
05.17.2013 17:47 05.17.2013 18:47 EURUSD Sell 1000.00 1.3 - 1.28319 1.28062 25.7 257,000.00 1h 0m 0.38%
05.10.2013 00:59 05.10.2013 01:48 EURUSD Sell 1000.00 1.3 - 1.30439 1.30353 8.6 86,000.00 49m 0.13%
05.09.2013 18:50 05.09.2013 20:26 EURUSD Sell 1000.00 1.3 - 1.31027 1.30918 10.9 109,000.00 1h 36m 0.16%

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